CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7724 |
0.0024 |
0.3% |
0.7706 |
| High |
0.7701 |
0.7724 |
0.0023 |
0.3% |
0.7706 |
| Low |
0.7700 |
0.7690 |
-0.0010 |
-0.1% |
0.7562 |
| Close |
0.7701 |
0.7690 |
-0.0011 |
-0.1% |
0.7577 |
| Range |
0.0001 |
0.0034 |
0.0033 |
3,300.0% |
0.0144 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
7 |
1 |
-6 |
-85.7% |
15 |
|
| Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7803 |
0.7781 |
0.7709 |
|
| R3 |
0.7769 |
0.7747 |
0.7699 |
|
| R2 |
0.7735 |
0.7735 |
0.7696 |
|
| R1 |
0.7713 |
0.7713 |
0.7693 |
0.7707 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7699 |
| S1 |
0.7679 |
0.7679 |
0.7687 |
0.7673 |
| S2 |
0.7667 |
0.7667 |
0.7684 |
|
| S3 |
0.7633 |
0.7645 |
0.7681 |
|
| S4 |
0.7599 |
0.7611 |
0.7671 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7956 |
0.7656 |
|
| R3 |
0.7903 |
0.7812 |
0.7617 |
|
| R2 |
0.7759 |
0.7759 |
0.7603 |
|
| R1 |
0.7668 |
0.7668 |
0.7590 |
0.7642 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7602 |
| S1 |
0.7524 |
0.7524 |
0.7564 |
0.7498 |
| S2 |
0.7471 |
0.7471 |
0.7551 |
|
| S3 |
0.7327 |
0.7380 |
0.7537 |
|
| S4 |
0.7183 |
0.7236 |
0.7498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7724 |
0.7529 |
0.0195 |
2.5% |
0.0025 |
0.3% |
83% |
True |
False |
4 |
| 10 |
0.7816 |
0.7529 |
0.0287 |
3.7% |
0.0022 |
0.3% |
56% |
False |
False |
3 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.7% |
0.0019 |
0.3% |
31% |
False |
False |
2 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.3% |
0.0025 |
0.3% |
36% |
False |
False |
3 |
| 60 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0027 |
0.4% |
40% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0023 |
0.3% |
40% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7813 |
|
1.618 |
0.7779 |
|
1.000 |
0.7758 |
|
0.618 |
0.7745 |
|
HIGH |
0.7724 |
|
0.618 |
0.7711 |
|
0.500 |
0.7707 |
|
0.382 |
0.7703 |
|
LOW |
0.7690 |
|
0.618 |
0.7669 |
|
1.000 |
0.7656 |
|
1.618 |
0.7635 |
|
2.618 |
0.7601 |
|
4.250 |
0.7546 |
|
|
| Fisher Pivots for day following 03-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7669 |
| PP |
0.7701 |
0.7648 |
| S1 |
0.7696 |
0.7627 |
|