CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7774 |
0.0004 |
0.1% |
0.7802 |
| High |
0.7819 |
0.7777 |
-0.0042 |
-0.5% |
0.7832 |
| Low |
0.7746 |
0.7661 |
-0.0085 |
-1.1% |
0.7611 |
| Close |
0.7765 |
0.7681 |
-0.0084 |
-1.1% |
0.7649 |
| Range |
0.0073 |
0.0116 |
0.0043 |
58.9% |
0.0221 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,475 |
92,534 |
11,059 |
13.6% |
354,704 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7984 |
0.7745 |
|
| R3 |
0.7938 |
0.7868 |
0.7713 |
|
| R2 |
0.7822 |
0.7822 |
0.7702 |
|
| R1 |
0.7752 |
0.7752 |
0.7692 |
0.7729 |
| PP |
0.7706 |
0.7706 |
0.7706 |
0.7695 |
| S1 |
0.7636 |
0.7636 |
0.7670 |
0.7613 |
| S2 |
0.7590 |
0.7590 |
0.7660 |
|
| S3 |
0.7474 |
0.7520 |
0.7649 |
|
| S4 |
0.7358 |
0.7404 |
0.7617 |
|
|
| 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 |
3.0% |
0.0098 |
1.3% |
39% |
False |
False |
90,789 |
| 10 |
0.7922 |
0.7591 |
0.0331 |
4.3% |
0.0099 |
1.3% |
27% |
False |
False |
85,398 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.3% |
0.0100 |
1.3% |
16% |
False |
False |
83,837 |
| 40 |
0.8151 |
0.7526 |
0.0625 |
8.1% |
0.0104 |
1.4% |
25% |
False |
False |
93,356 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0107 |
1.4% |
27% |
False |
False |
94,154 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0100 |
1.3% |
27% |
False |
False |
72,225 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0101 |
1.3% |
25% |
False |
False |
57,851 |
| 120 |
0.8225 |
0.7504 |
0.0721 |
9.4% |
0.0092 |
1.2% |
25% |
False |
False |
48,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8081 |
|
1.618 |
0.7965 |
|
1.000 |
0.7893 |
|
0.618 |
0.7849 |
|
HIGH |
0.7777 |
|
0.618 |
0.7733 |
|
0.500 |
0.7719 |
|
0.382 |
0.7705 |
|
LOW |
0.7661 |
|
0.618 |
0.7589 |
|
1.000 |
0.7545 |
|
1.618 |
0.7473 |
|
2.618 |
0.7357 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7711 |
| PP |
0.7706 |
0.7701 |
| S1 |
0.7694 |
0.7691 |
|