CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7885 |
0.0023 |
0.3% |
0.8026 |
| High |
0.7904 |
0.7922 |
0.0018 |
0.2% |
0.8040 |
| Low |
0.7857 |
0.7801 |
-0.0056 |
-0.7% |
0.7801 |
| Close |
0.7884 |
0.7819 |
-0.0065 |
-0.8% |
0.7819 |
| Range |
0.0047 |
0.0121 |
0.0074 |
157.4% |
0.0239 |
| ATR |
0.0100 |
0.0102 |
0.0001 |
1.5% |
0.0000 |
| Volume |
50,513 |
73,059 |
22,546 |
44.6% |
325,957 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8136 |
0.7886 |
|
| R3 |
0.8089 |
0.8015 |
0.7852 |
|
| R2 |
0.7968 |
0.7968 |
0.7841 |
|
| R1 |
0.7894 |
0.7894 |
0.7830 |
0.7871 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7836 |
| S1 |
0.7773 |
0.7773 |
0.7808 |
0.7750 |
| S2 |
0.7726 |
0.7726 |
0.7797 |
|
| S3 |
0.7605 |
0.7652 |
0.7786 |
|
| S4 |
0.7484 |
0.7531 |
0.7752 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8450 |
0.7950 |
|
| R3 |
0.8365 |
0.8211 |
0.7885 |
|
| R2 |
0.8126 |
0.8126 |
0.7863 |
|
| R1 |
0.7972 |
0.7972 |
0.7841 |
0.7930 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7865 |
| S1 |
0.7733 |
0.7733 |
0.7797 |
0.7691 |
| S2 |
0.7648 |
0.7648 |
0.7775 |
|
| S3 |
0.7409 |
0.7494 |
0.7753 |
|
| S4 |
0.7170 |
0.7255 |
0.7688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8040 |
0.7801 |
0.0239 |
3.1% |
0.0084 |
1.1% |
8% |
False |
True |
65,191 |
| 10 |
0.8151 |
0.7801 |
0.0350 |
4.5% |
0.0095 |
1.2% |
5% |
False |
True |
73,364 |
| 20 |
0.8151 |
0.7765 |
0.0386 |
4.9% |
0.0107 |
1.4% |
14% |
False |
False |
91,845 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0102 |
1.3% |
49% |
False |
False |
94,197 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0104 |
1.3% |
49% |
False |
False |
84,037 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0100 |
1.3% |
49% |
False |
False |
63,138 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0097 |
1.2% |
45% |
False |
False |
50,557 |
| 120 |
0.8394 |
0.7504 |
0.0890 |
11.4% |
0.0086 |
1.1% |
35% |
False |
False |
42,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8436 |
|
2.618 |
0.8239 |
|
1.618 |
0.8118 |
|
1.000 |
0.8043 |
|
0.618 |
0.7997 |
|
HIGH |
0.7922 |
|
0.618 |
0.7876 |
|
0.500 |
0.7862 |
|
0.382 |
0.7847 |
|
LOW |
0.7801 |
|
0.618 |
0.7726 |
|
1.000 |
0.7680 |
|
1.618 |
0.7605 |
|
2.618 |
0.7484 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7863 |
| PP |
0.7847 |
0.7848 |
| S1 |
0.7833 |
0.7834 |
|