CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7639 |
-0.0006 |
-0.1% |
0.7802 |
| High |
0.7668 |
0.7663 |
-0.0005 |
-0.1% |
0.7832 |
| Low |
0.7623 |
0.7591 |
-0.0032 |
-0.4% |
0.7611 |
| Close |
0.7649 |
0.7600 |
-0.0049 |
-0.6% |
0.7649 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0221 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
78,236 |
78,158 |
-78 |
-0.1% |
354,704 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7789 |
0.7640 |
|
| R3 |
0.7762 |
0.7717 |
0.7620 |
|
| R2 |
0.7690 |
0.7690 |
0.7613 |
|
| R1 |
0.7645 |
0.7645 |
0.7607 |
0.7632 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7611 |
| S1 |
0.7573 |
0.7573 |
0.7593 |
0.7560 |
| S2 |
0.7546 |
0.7546 |
0.7587 |
|
| S3 |
0.7474 |
0.7501 |
0.7580 |
|
| S4 |
0.7402 |
0.7429 |
0.7560 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8226 |
0.7771 |
|
| R3 |
0.8139 |
0.8005 |
0.7710 |
|
| R2 |
0.7918 |
0.7918 |
0.7690 |
|
| R1 |
0.7784 |
0.7784 |
0.7669 |
0.7741 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7676 |
| S1 |
0.7563 |
0.7563 |
0.7629 |
0.7520 |
| S2 |
0.7476 |
0.7476 |
0.7608 |
|
| S3 |
0.7255 |
0.7342 |
0.7588 |
|
| S4 |
0.7034 |
0.7121 |
0.7527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7832 |
0.7591 |
0.0241 |
3.2% |
0.0090 |
1.2% |
4% |
False |
True |
86,572 |
| 10 |
0.8040 |
0.7591 |
0.0449 |
5.9% |
0.0087 |
1.2% |
2% |
False |
True |
75,881 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.4% |
0.0098 |
1.3% |
2% |
False |
True |
83,752 |
| 40 |
0.8151 |
0.7526 |
0.0625 |
8.2% |
0.0102 |
1.3% |
12% |
False |
False |
92,317 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0105 |
1.4% |
15% |
False |
False |
91,014 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0099 |
1.3% |
15% |
False |
False |
68,520 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0099 |
1.3% |
14% |
False |
False |
54,879 |
| 120 |
0.8231 |
0.7504 |
0.0727 |
9.6% |
0.0090 |
1.2% |
13% |
False |
False |
45,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7969 |
|
2.618 |
0.7851 |
|
1.618 |
0.7779 |
|
1.000 |
0.7735 |
|
0.618 |
0.7707 |
|
HIGH |
0.7663 |
|
0.618 |
0.7635 |
|
0.500 |
0.7627 |
|
0.382 |
0.7619 |
|
LOW |
0.7591 |
|
0.618 |
0.7547 |
|
1.000 |
0.7519 |
|
1.618 |
0.7475 |
|
2.618 |
0.7403 |
|
4.250 |
0.7285 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7673 |
| PP |
0.7618 |
0.7649 |
| S1 |
0.7609 |
0.7624 |
|