CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7907 |
0.7862 |
-0.0045 |
-0.6% |
0.7910 |
| High |
0.7924 |
0.7904 |
-0.0020 |
-0.3% |
0.8151 |
| Low |
0.7850 |
0.7857 |
0.0007 |
0.1% |
0.7862 |
| Close |
0.7890 |
0.7884 |
-0.0006 |
-0.1% |
0.8034 |
| Range |
0.0074 |
0.0047 |
-0.0027 |
-36.5% |
0.0289 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
68,980 |
50,513 |
-18,467 |
-26.8% |
407,688 |
|
| Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8023 |
0.8000 |
0.7910 |
|
| R3 |
0.7976 |
0.7953 |
0.7897 |
|
| R2 |
0.7929 |
0.7929 |
0.7893 |
|
| R1 |
0.7906 |
0.7906 |
0.7888 |
0.7918 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7887 |
| S1 |
0.7859 |
0.7859 |
0.7880 |
0.7871 |
| S2 |
0.7835 |
0.7835 |
0.7875 |
|
| S3 |
0.7788 |
0.7812 |
0.7871 |
|
| S4 |
0.7741 |
0.7765 |
0.7858 |
|
|
| 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 |
0.8077 |
0.7850 |
0.0227 |
2.9% |
0.0079 |
1.0% |
15% |
False |
False |
65,249 |
| 10 |
0.8151 |
0.7848 |
0.0303 |
3.8% |
0.0094 |
1.2% |
12% |
False |
False |
77,786 |
| 20 |
0.8151 |
0.7743 |
0.0408 |
5.2% |
0.0105 |
1.3% |
35% |
False |
False |
92,157 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0101 |
1.3% |
59% |
False |
False |
94,244 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0104 |
1.3% |
59% |
False |
False |
82,843 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.2% |
0.0100 |
1.3% |
59% |
False |
False |
62,228 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0096 |
1.2% |
54% |
False |
False |
49,826 |
| 120 |
0.8394 |
0.7504 |
0.0890 |
11.3% |
0.0085 |
1.1% |
43% |
False |
False |
41,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8104 |
|
2.618 |
0.8027 |
|
1.618 |
0.7980 |
|
1.000 |
0.7951 |
|
0.618 |
0.7933 |
|
HIGH |
0.7904 |
|
0.618 |
0.7886 |
|
0.500 |
0.7881 |
|
0.382 |
0.7875 |
|
LOW |
0.7857 |
|
0.618 |
0.7828 |
|
1.000 |
0.7810 |
|
1.618 |
0.7781 |
|
2.618 |
0.7734 |
|
4.250 |
0.7657 |
|
|
| Fisher Pivots for day following 21-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7924 |
| PP |
0.7882 |
0.7911 |
| S1 |
0.7881 |
0.7897 |
|