CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7770 |
0.0168 |
2.2% |
0.7802 |
| High |
0.7785 |
0.7819 |
0.0034 |
0.4% |
0.7832 |
| Low |
0.7602 |
0.7746 |
0.0144 |
1.9% |
0.7611 |
| Close |
0.7776 |
0.7765 |
-0.0011 |
-0.1% |
0.7649 |
| Range |
0.0183 |
0.0073 |
-0.0110 |
-60.1% |
0.0221 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
123,543 |
81,475 |
-42,068 |
-34.1% |
354,704 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7953 |
0.7805 |
|
| R3 |
0.7923 |
0.7880 |
0.7785 |
|
| R2 |
0.7850 |
0.7850 |
0.7778 |
|
| R1 |
0.7807 |
0.7807 |
0.7772 |
0.7792 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7769 |
| S1 |
0.7734 |
0.7734 |
0.7758 |
0.7719 |
| S2 |
0.7704 |
0.7704 |
0.7752 |
|
| S3 |
0.7631 |
0.7661 |
0.7745 |
|
| S4 |
0.7558 |
0.7588 |
0.7725 |
|
|
| 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 |
0.7819 |
0.7591 |
0.0228 |
2.9% |
0.0103 |
1.3% |
76% |
True |
False |
95,151 |
| 10 |
0.7924 |
0.7591 |
0.0333 |
4.3% |
0.0095 |
1.2% |
52% |
False |
False |
83,043 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.2% |
0.0100 |
1.3% |
31% |
False |
False |
84,955 |
| 40 |
0.8151 |
0.7526 |
0.0625 |
8.0% |
0.0103 |
1.3% |
38% |
False |
False |
93,465 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0106 |
1.4% |
40% |
False |
False |
93,693 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.3% |
0.0100 |
1.3% |
40% |
False |
False |
71,071 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0100 |
1.3% |
37% |
False |
False |
56,926 |
| 120 |
0.8225 |
0.7504 |
0.0721 |
9.3% |
0.0091 |
1.2% |
36% |
False |
False |
47,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8129 |
|
2.618 |
0.8010 |
|
1.618 |
0.7937 |
|
1.000 |
0.7892 |
|
0.618 |
0.7864 |
|
HIGH |
0.7819 |
|
0.618 |
0.7791 |
|
0.500 |
0.7783 |
|
0.382 |
0.7774 |
|
LOW |
0.7746 |
|
0.618 |
0.7701 |
|
1.000 |
0.7673 |
|
1.618 |
0.7628 |
|
2.618 |
0.7555 |
|
4.250 |
0.7436 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7745 |
| PP |
0.7777 |
0.7725 |
| S1 |
0.7771 |
0.7705 |
|