CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
0.7774 |
0.7674 |
-0.0100 |
-1.3% |
0.7639 |
High |
0.7777 |
0.7753 |
-0.0024 |
-0.3% |
0.7819 |
Low |
0.7661 |
0.7596 |
-0.0065 |
-0.8% |
0.7591 |
Close |
0.7681 |
0.7616 |
-0.0065 |
-0.8% |
0.7616 |
Range |
0.0116 |
0.0157 |
0.0041 |
35.3% |
0.0228 |
ATR |
0.0103 |
0.0107 |
0.0004 |
3.8% |
0.0000 |
Volume |
92,534 |
88,503 |
-4,031 |
-4.4% |
464,213 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8126 |
0.8028 |
0.7702 |
|
R3 |
0.7969 |
0.7871 |
0.7659 |
|
R2 |
0.7812 |
0.7812 |
0.7645 |
|
R1 |
0.7714 |
0.7714 |
0.7630 |
0.7685 |
PP |
0.7655 |
0.7655 |
0.7655 |
0.7640 |
S1 |
0.7557 |
0.7557 |
0.7602 |
0.7528 |
S2 |
0.7498 |
0.7498 |
0.7587 |
|
S3 |
0.7341 |
0.7400 |
0.7573 |
|
S4 |
0.7184 |
0.7243 |
0.7530 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8359 |
0.8216 |
0.7741 |
|
R3 |
0.8131 |
0.7988 |
0.7679 |
|
R2 |
0.7903 |
0.7903 |
0.7658 |
|
R1 |
0.7760 |
0.7760 |
0.7637 |
0.7718 |
PP |
0.7675 |
0.7675 |
0.7675 |
0.7654 |
S1 |
0.7532 |
0.7532 |
0.7595 |
0.7490 |
S2 |
0.7447 |
0.7447 |
0.7574 |
|
S3 |
0.7219 |
0.7304 |
0.7553 |
|
S4 |
0.6991 |
0.7076 |
0.7491 |
|
|
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% |
0.0120 |
1.6% |
11% |
False |
False |
92,842 |
10 |
0.7922 |
0.7591 |
0.0331 |
4.3% |
0.0110 |
1.4% |
8% |
False |
False |
89,197 |
20 |
0.8151 |
0.7591 |
0.0560 |
7.4% |
0.0102 |
1.3% |
4% |
False |
False |
83,492 |
40 |
0.8151 |
0.7526 |
0.0625 |
8.2% |
0.0106 |
1.4% |
14% |
False |
False |
93,285 |
60 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0108 |
1.4% |
17% |
False |
False |
94,382 |
80 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0101 |
1.3% |
17% |
False |
False |
73,329 |
100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0101 |
1.3% |
16% |
False |
False |
58,734 |
120 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0092 |
1.2% |
16% |
False |
False |
48,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8420 |
2.618 |
0.8164 |
1.618 |
0.8007 |
1.000 |
0.7910 |
0.618 |
0.7850 |
HIGH |
0.7753 |
0.618 |
0.7693 |
0.500 |
0.7675 |
0.382 |
0.7656 |
LOW |
0.7596 |
0.618 |
0.7499 |
1.000 |
0.7439 |
1.618 |
0.7342 |
2.618 |
0.7185 |
4.250 |
0.6929 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7675 |
0.7708 |
PP |
0.7655 |
0.7677 |
S1 |
0.7636 |
0.7647 |
|