CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7885 |
0.7802 |
-0.0083 |
-1.1% |
0.8026 |
| High |
0.7922 |
0.7832 |
-0.0090 |
-1.1% |
0.8040 |
| Low |
0.7801 |
0.7719 |
-0.0082 |
-1.1% |
0.7801 |
| Close |
0.7819 |
0.7722 |
-0.0097 |
-1.2% |
0.7819 |
| Range |
0.0121 |
0.0113 |
-0.0008 |
-6.6% |
0.0239 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.8% |
0.0000 |
| Volume |
73,059 |
91,762 |
18,703 |
25.6% |
325,957 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8022 |
0.7784 |
|
| R3 |
0.7984 |
0.7909 |
0.7753 |
|
| R2 |
0.7871 |
0.7871 |
0.7743 |
|
| R1 |
0.7796 |
0.7796 |
0.7732 |
0.7777 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7748 |
| S1 |
0.7683 |
0.7683 |
0.7712 |
0.7664 |
| S2 |
0.7645 |
0.7645 |
0.7701 |
|
| S3 |
0.7532 |
0.7570 |
0.7691 |
|
| S4 |
0.7419 |
0.7457 |
0.7660 |
|
|
| 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 |
0.7998 |
0.7719 |
0.0279 |
3.6% |
0.0092 |
1.2% |
1% |
False |
True |
73,294 |
| 10 |
0.8151 |
0.7719 |
0.0432 |
5.6% |
0.0100 |
1.3% |
1% |
False |
True |
76,670 |
| 20 |
0.8151 |
0.7719 |
0.0432 |
5.6% |
0.0109 |
1.4% |
1% |
False |
True |
92,447 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0103 |
1.3% |
34% |
False |
False |
94,313 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0105 |
1.4% |
34% |
False |
False |
85,540 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0100 |
1.3% |
34% |
False |
False |
64,270 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0098 |
1.3% |
31% |
False |
False |
51,474 |
| 120 |
0.8352 |
0.7504 |
0.0848 |
11.0% |
0.0087 |
1.1% |
26% |
False |
False |
42,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8312 |
|
2.618 |
0.8128 |
|
1.618 |
0.8015 |
|
1.000 |
0.7945 |
|
0.618 |
0.7902 |
|
HIGH |
0.7832 |
|
0.618 |
0.7789 |
|
0.500 |
0.7776 |
|
0.382 |
0.7762 |
|
LOW |
0.7719 |
|
0.618 |
0.7649 |
|
1.000 |
0.7606 |
|
1.618 |
0.7536 |
|
2.618 |
0.7423 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7821 |
| PP |
0.7758 |
0.7788 |
| S1 |
0.7740 |
0.7755 |
|