CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7682 |
-0.0042 |
-0.5% |
0.7706 |
| High |
0.7724 |
0.7682 |
-0.0042 |
-0.5% |
0.7706 |
| Low |
0.7690 |
0.7608 |
-0.0082 |
-1.1% |
0.7562 |
| Close |
0.7690 |
0.7608 |
-0.0082 |
-1.1% |
0.7577 |
| Range |
0.0034 |
0.0074 |
0.0040 |
117.6% |
0.0144 |
| ATR |
0.0060 |
0.0061 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7855 |
0.7805 |
0.7649 |
|
| R3 |
0.7781 |
0.7731 |
0.7628 |
|
| R2 |
0.7707 |
0.7707 |
0.7622 |
|
| R1 |
0.7657 |
0.7657 |
0.7615 |
0.7645 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7627 |
| S1 |
0.7583 |
0.7583 |
0.7601 |
0.7571 |
| S2 |
0.7559 |
0.7559 |
0.7594 |
|
| S3 |
0.7485 |
0.7509 |
0.7588 |
|
| S4 |
0.7411 |
0.7435 |
0.7567 |
|
|
| 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 |
2.6% |
0.0025 |
0.3% |
41% |
False |
False |
4 |
| 10 |
0.7810 |
0.7529 |
0.0281 |
3.7% |
0.0027 |
0.4% |
28% |
False |
False |
3 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.8% |
0.0023 |
0.3% |
15% |
False |
False |
2 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0026 |
0.3% |
22% |
False |
False |
3 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0028 |
0.4% |
25% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0023 |
0.3% |
27% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7997 |
|
2.618 |
0.7876 |
|
1.618 |
0.7802 |
|
1.000 |
0.7756 |
|
0.618 |
0.7728 |
|
HIGH |
0.7682 |
|
0.618 |
0.7654 |
|
0.500 |
0.7645 |
|
0.382 |
0.7636 |
|
LOW |
0.7608 |
|
0.618 |
0.7562 |
|
1.000 |
0.7534 |
|
1.618 |
0.7488 |
|
2.618 |
0.7414 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 04-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7645 |
0.7666 |
| PP |
0.7633 |
0.7647 |
| S1 |
0.7620 |
0.7627 |
|