CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7602 |
-0.0037 |
-0.5% |
0.7802 |
| High |
0.7663 |
0.7785 |
0.0122 |
1.6% |
0.7832 |
| Low |
0.7591 |
0.7602 |
0.0011 |
0.1% |
0.7611 |
| Close |
0.7600 |
0.7776 |
0.0176 |
2.3% |
0.7649 |
| Range |
0.0072 |
0.0183 |
0.0111 |
154.2% |
0.0221 |
| ATR |
0.0098 |
0.0104 |
0.0006 |
6.4% |
0.0000 |
| Volume |
78,158 |
123,543 |
45,385 |
58.1% |
354,704 |
|
| Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8270 |
0.8206 |
0.7877 |
|
| R3 |
0.8087 |
0.8023 |
0.7826 |
|
| R2 |
0.7904 |
0.7904 |
0.7810 |
|
| R1 |
0.7840 |
0.7840 |
0.7793 |
0.7872 |
| PP |
0.7721 |
0.7721 |
0.7721 |
0.7737 |
| S1 |
0.7657 |
0.7657 |
0.7759 |
0.7689 |
| S2 |
0.7538 |
0.7538 |
0.7742 |
|
| S3 |
0.7355 |
0.7474 |
0.7726 |
|
| S4 |
0.7172 |
0.7291 |
0.7675 |
|
|
| 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 |
0.7785 |
0.7591 |
0.0194 |
2.5% |
0.0104 |
1.3% |
95% |
True |
False |
92,928 |
| 10 |
0.7998 |
0.7591 |
0.0407 |
5.2% |
0.0098 |
1.3% |
45% |
False |
False |
83,111 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0105 |
1.3% |
33% |
False |
False |
87,213 |
| 40 |
0.8151 |
0.7526 |
0.0625 |
8.0% |
0.0105 |
1.3% |
40% |
False |
False |
94,230 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0106 |
1.4% |
42% |
False |
False |
92,844 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0100 |
1.3% |
42% |
False |
False |
70,055 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0100 |
1.3% |
39% |
False |
False |
56,113 |
| 120 |
0.8231 |
0.7504 |
0.0727 |
9.3% |
0.0091 |
1.2% |
37% |
False |
False |
46,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8563 |
|
2.618 |
0.8264 |
|
1.618 |
0.8081 |
|
1.000 |
0.7968 |
|
0.618 |
0.7898 |
|
HIGH |
0.7785 |
|
0.618 |
0.7715 |
|
0.500 |
0.7694 |
|
0.382 |
0.7672 |
|
LOW |
0.7602 |
|
0.618 |
0.7489 |
|
1.000 |
0.7419 |
|
1.618 |
0.7306 |
|
2.618 |
0.7123 |
|
4.250 |
0.6824 |
|
|
| Fisher Pivots for day following 02-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7747 |
| PP |
0.7721 |
0.7717 |
| S1 |
0.7694 |
0.7688 |
|