CME Australian Dollar Future September 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 |
0.7736 |
0.7640 |
-0.0096 |
-1.2% |
0.7600 |
| High |
0.7737 |
0.7702 |
-0.0035 |
-0.5% |
0.7776 |
| Low |
0.7623 |
0.7558 |
-0.0065 |
-0.9% |
0.7554 |
| Close |
0.7643 |
0.7578 |
-0.0065 |
-0.9% |
0.7578 |
| Range |
0.0114 |
0.0144 |
0.0030 |
26.3% |
0.0222 |
| ATR |
0.0096 |
0.0100 |
0.0003 |
3.5% |
0.0000 |
| Volume |
7,242 |
5,479 |
-1,763 |
-24.3% |
28,408 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.7955 |
0.7657 |
|
| R3 |
0.7901 |
0.7811 |
0.7618 |
|
| R2 |
0.7757 |
0.7757 |
0.7604 |
|
| R1 |
0.7667 |
0.7667 |
0.7591 |
0.7640 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7599 |
| S1 |
0.7523 |
0.7523 |
0.7565 |
0.7496 |
| S2 |
0.7469 |
0.7469 |
0.7552 |
|
| S3 |
0.7325 |
0.7379 |
0.7538 |
|
| S4 |
0.7181 |
0.7235 |
0.7499 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8302 |
0.8162 |
0.7700 |
|
| R3 |
0.8080 |
0.7940 |
0.7639 |
|
| R2 |
0.7858 |
0.7858 |
0.7619 |
|
| R1 |
0.7718 |
0.7718 |
0.7598 |
0.7677 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7616 |
| S1 |
0.7496 |
0.7496 |
0.7558 |
0.7455 |
| S2 |
0.7414 |
0.7414 |
0.7537 |
|
| S3 |
0.7192 |
0.7274 |
0.7517 |
|
| S4 |
0.6970 |
0.7052 |
0.7456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7554 |
0.0222 |
2.9% |
0.0115 |
1.5% |
11% |
False |
False |
5,681 |
| 10 |
0.7880 |
0.7554 |
0.0326 |
4.3% |
0.0105 |
1.4% |
7% |
False |
False |
3,358 |
| 20 |
0.8109 |
0.7554 |
0.0555 |
7.3% |
0.0097 |
1.3% |
4% |
False |
False |
1,854 |
| 40 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0096 |
1.3% |
13% |
False |
False |
1,008 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0093 |
1.2% |
17% |
False |
False |
694 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0076 |
1.0% |
17% |
False |
False |
523 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0066 |
0.9% |
16% |
False |
False |
419 |
| 120 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0055 |
0.7% |
16% |
False |
False |
349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8314 |
|
2.618 |
0.8079 |
|
1.618 |
0.7935 |
|
1.000 |
0.7846 |
|
0.618 |
0.7791 |
|
HIGH |
0.7702 |
|
0.618 |
0.7647 |
|
0.500 |
0.7630 |
|
0.382 |
0.7613 |
|
LOW |
0.7558 |
|
0.618 |
0.7469 |
|
1.000 |
0.7414 |
|
1.618 |
0.7325 |
|
2.618 |
0.7181 |
|
4.250 |
0.6946 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7630 |
0.7667 |
| PP |
0.7613 |
0.7637 |
| S1 |
0.7595 |
0.7608 |
|