CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7725 |
-0.0001 |
0.0% |
0.8026 |
| High |
0.7761 |
0.7755 |
-0.0006 |
-0.1% |
0.8040 |
| Low |
0.7683 |
0.7611 |
-0.0072 |
-0.9% |
0.7801 |
| Close |
0.7712 |
0.7647 |
-0.0065 |
-0.8% |
0.7819 |
| Range |
0.0078 |
0.0144 |
0.0066 |
84.6% |
0.0239 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
3.1% |
0.0000 |
| Volume |
70,360 |
114,346 |
43,986 |
62.5% |
325,957 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8103 |
0.8019 |
0.7726 |
|
| R3 |
0.7959 |
0.7875 |
0.7687 |
|
| R2 |
0.7815 |
0.7815 |
0.7673 |
|
| R1 |
0.7731 |
0.7731 |
0.7660 |
0.7701 |
| PP |
0.7671 |
0.7671 |
0.7671 |
0.7656 |
| S1 |
0.7587 |
0.7587 |
0.7634 |
0.7557 |
| S2 |
0.7527 |
0.7527 |
0.7621 |
|
| S3 |
0.7383 |
0.7443 |
0.7607 |
|
| S4 |
0.7239 |
0.7299 |
0.7568 |
|
|
| 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 |
0.7922 |
0.7611 |
0.0311 |
4.1% |
0.0101 |
1.3% |
12% |
False |
True |
80,008 |
| 10 |
0.8151 |
0.7611 |
0.0540 |
7.1% |
0.0095 |
1.2% |
7% |
False |
True |
77,317 |
| 20 |
0.8151 |
0.7611 |
0.0540 |
7.1% |
0.0105 |
1.4% |
7% |
False |
True |
87,651 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0104 |
1.4% |
22% |
False |
False |
94,172 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0106 |
1.4% |
22% |
False |
False |
88,549 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0101 |
1.3% |
22% |
False |
False |
66,574 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0099 |
1.3% |
20% |
False |
False |
53,320 |
| 120 |
0.8271 |
0.7504 |
0.0767 |
10.0% |
0.0089 |
1.2% |
19% |
False |
False |
44,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8367 |
|
2.618 |
0.8132 |
|
1.618 |
0.7988 |
|
1.000 |
0.7899 |
|
0.618 |
0.7844 |
|
HIGH |
0.7755 |
|
0.618 |
0.7700 |
|
0.500 |
0.7683 |
|
0.382 |
0.7666 |
|
LOW |
0.7611 |
|
0.618 |
0.7522 |
|
1.000 |
0.7467 |
|
1.618 |
0.7378 |
|
2.618 |
0.7234 |
|
4.250 |
0.6999 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7722 |
| PP |
0.7671 |
0.7697 |
| S1 |
0.7659 |
0.7672 |
|