CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7614 |
0.7600 |
-0.0014 |
-0.2% |
0.7767 |
| High |
0.7628 |
0.7625 |
-0.0003 |
0.0% |
0.7792 |
| Low |
0.7590 |
0.7554 |
-0.0036 |
-0.5% |
0.7575 |
| Close |
0.7612 |
0.7562 |
-0.0050 |
-0.7% |
0.7612 |
| Range |
0.0038 |
0.0071 |
0.0033 |
86.8% |
0.0217 |
| ATR |
0.0092 |
0.0091 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
2,080 |
1,664 |
-416 |
-20.0% |
4,129 |
|
| Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7749 |
0.7601 |
|
| R3 |
0.7722 |
0.7678 |
0.7582 |
|
| R2 |
0.7651 |
0.7651 |
0.7575 |
|
| R1 |
0.7607 |
0.7607 |
0.7569 |
0.7594 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7574 |
| S1 |
0.7536 |
0.7536 |
0.7555 |
0.7523 |
| S2 |
0.7509 |
0.7509 |
0.7549 |
|
| S3 |
0.7438 |
0.7465 |
0.7542 |
|
| S4 |
0.7367 |
0.7394 |
0.7523 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8311 |
0.8178 |
0.7731 |
|
| R3 |
0.8094 |
0.7961 |
0.7672 |
|
| R2 |
0.7877 |
0.7877 |
0.7652 |
|
| R1 |
0.7744 |
0.7744 |
0.7632 |
0.7702 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7639 |
| S1 |
0.7527 |
0.7527 |
0.7592 |
0.7485 |
| S2 |
0.7443 |
0.7443 |
0.7572 |
|
| S3 |
0.7226 |
0.7310 |
0.7552 |
|
| S4 |
0.7009 |
0.7093 |
0.7493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7792 |
0.7554 |
0.0238 |
3.1% |
0.0086 |
1.1% |
3% |
False |
True |
1,158 |
| 10 |
0.7995 |
0.7554 |
0.0441 |
5.8% |
0.0082 |
1.1% |
2% |
False |
True |
897 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0093 |
1.2% |
1% |
False |
True |
554 |
| 40 |
0.8109 |
0.7499 |
0.0610 |
8.1% |
0.0091 |
1.2% |
10% |
False |
False |
351 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.5% |
0.0088 |
1.2% |
14% |
False |
False |
250 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.5% |
0.0069 |
0.9% |
14% |
False |
False |
189 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0061 |
0.8% |
14% |
False |
False |
151 |
| 120 |
0.8180 |
0.7470 |
0.0710 |
9.4% |
0.0051 |
0.7% |
13% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7927 |
|
2.618 |
0.7811 |
|
1.618 |
0.7740 |
|
1.000 |
0.7696 |
|
0.618 |
0.7669 |
|
HIGH |
0.7625 |
|
0.618 |
0.7598 |
|
0.500 |
0.7590 |
|
0.382 |
0.7581 |
|
LOW |
0.7554 |
|
0.618 |
0.7510 |
|
1.000 |
0.7483 |
|
1.618 |
0.7439 |
|
2.618 |
0.7368 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 01-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7632 |
| PP |
0.7580 |
0.7609 |
| S1 |
0.7571 |
0.7585 |
|