CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7907 |
-0.0073 |
-0.9% |
0.7910 |
| High |
0.7998 |
0.7924 |
-0.0074 |
-0.9% |
0.8151 |
| Low |
0.7894 |
0.7850 |
-0.0044 |
-0.6% |
0.7862 |
| Close |
0.7905 |
0.7890 |
-0.0015 |
-0.2% |
0.8034 |
| Range |
0.0104 |
0.0074 |
-0.0030 |
-28.8% |
0.0289 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
82,160 |
68,980 |
-13,180 |
-16.0% |
407,688 |
|
| Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8074 |
0.7931 |
|
| R3 |
0.8036 |
0.8000 |
0.7910 |
|
| R2 |
0.7962 |
0.7962 |
0.7904 |
|
| R1 |
0.7926 |
0.7926 |
0.7897 |
0.7907 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7879 |
| S1 |
0.7852 |
0.7852 |
0.7883 |
0.7833 |
| S2 |
0.7814 |
0.7814 |
0.7876 |
|
| S3 |
0.7740 |
0.7778 |
0.7870 |
|
| S4 |
0.7666 |
0.7704 |
0.7849 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8883 |
0.8747 |
0.8193 |
|
| R3 |
0.8594 |
0.8458 |
0.8113 |
|
| R2 |
0.8305 |
0.8305 |
0.8087 |
|
| R1 |
0.8169 |
0.8169 |
0.8060 |
0.8237 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8050 |
| S1 |
0.7880 |
0.7880 |
0.8008 |
0.7948 |
| S2 |
0.7727 |
0.7727 |
0.7981 |
|
| S3 |
0.7438 |
0.7591 |
0.7955 |
|
| S4 |
0.7149 |
0.7302 |
0.7875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8151 |
0.7850 |
0.0301 |
3.8% |
0.0090 |
1.1% |
13% |
False |
True |
74,627 |
| 10 |
0.8151 |
0.7848 |
0.0303 |
3.8% |
0.0100 |
1.3% |
14% |
False |
False |
82,277 |
| 20 |
0.8151 |
0.7689 |
0.0462 |
5.9% |
0.0107 |
1.4% |
44% |
False |
False |
94,106 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0102 |
1.3% |
60% |
False |
False |
94,805 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0104 |
1.3% |
60% |
False |
False |
82,010 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0100 |
1.3% |
60% |
False |
False |
61,600 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0096 |
1.2% |
55% |
False |
False |
49,321 |
| 120 |
0.8430 |
0.7504 |
0.0926 |
11.7% |
0.0085 |
1.1% |
42% |
False |
False |
41,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8118 |
|
1.618 |
0.8044 |
|
1.000 |
0.7998 |
|
0.618 |
0.7970 |
|
HIGH |
0.7924 |
|
0.618 |
0.7896 |
|
0.500 |
0.7887 |
|
0.382 |
0.7878 |
|
LOW |
0.7850 |
|
0.618 |
0.7804 |
|
1.000 |
0.7776 |
|
1.618 |
0.7730 |
|
2.618 |
0.7656 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 20-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7889 |
0.7945 |
| PP |
0.7888 |
0.7927 |
| S1 |
0.7887 |
0.7908 |
|