CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7617 |
-0.0057 |
-0.7% |
0.7639 |
| High |
0.7753 |
0.7711 |
-0.0042 |
-0.5% |
0.7819 |
| Low |
0.7596 |
0.7599 |
0.0003 |
0.0% |
0.7591 |
| Close |
0.7616 |
0.7693 |
0.0077 |
1.0% |
0.7616 |
| Range |
0.0157 |
0.0112 |
-0.0045 |
-28.7% |
0.0228 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
88,503 |
89,324 |
821 |
0.9% |
464,213 |
|
| Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8004 |
0.7960 |
0.7755 |
|
| R3 |
0.7892 |
0.7848 |
0.7724 |
|
| R2 |
0.7780 |
0.7780 |
0.7714 |
|
| R1 |
0.7736 |
0.7736 |
0.7703 |
0.7758 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7679 |
| S1 |
0.7624 |
0.7624 |
0.7683 |
0.7646 |
| S2 |
0.7556 |
0.7556 |
0.7672 |
|
| S3 |
0.7444 |
0.7512 |
0.7662 |
|
| S4 |
0.7332 |
0.7400 |
0.7631 |
|
|
| 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 |
0.7596 |
0.0223 |
2.9% |
0.0128 |
1.7% |
43% |
False |
False |
95,075 |
| 10 |
0.7832 |
0.7591 |
0.0241 |
3.1% |
0.0109 |
1.4% |
42% |
False |
False |
90,824 |
| 20 |
0.8151 |
0.7591 |
0.0560 |
7.3% |
0.0102 |
1.3% |
18% |
False |
False |
82,094 |
| 40 |
0.8151 |
0.7526 |
0.0625 |
8.1% |
0.0107 |
1.4% |
27% |
False |
False |
93,434 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0107 |
1.4% |
29% |
False |
False |
94,839 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0101 |
1.3% |
29% |
False |
False |
74,443 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0102 |
1.3% |
27% |
False |
False |
59,625 |
| 120 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0093 |
1.2% |
27% |
False |
False |
49,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.8004 |
|
1.618 |
0.7892 |
|
1.000 |
0.7823 |
|
0.618 |
0.7780 |
|
HIGH |
0.7711 |
|
0.618 |
0.7668 |
|
0.500 |
0.7655 |
|
0.382 |
0.7642 |
|
LOW |
0.7599 |
|
0.618 |
0.7530 |
|
1.000 |
0.7487 |
|
1.618 |
0.7418 |
|
2.618 |
0.7306 |
|
4.250 |
0.7123 |
|
|
| Fisher Pivots for day following 08-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7691 |
| PP |
0.7668 |
0.7689 |
| S1 |
0.7655 |
0.7687 |
|