CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7817 |
0.7818 |
0.0001 |
0.0% |
0.7802 |
| High |
0.7834 |
0.7939 |
0.0105 |
1.3% |
0.8055 |
| Low |
0.7784 |
0.7765 |
-0.0019 |
-0.2% |
0.7770 |
| Close |
0.7828 |
0.7925 |
0.0097 |
1.2% |
0.7805 |
| Range |
0.0050 |
0.0174 |
0.0124 |
248.0% |
0.0285 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.7% |
0.0000 |
| Volume |
54,334 |
126,622 |
72,288 |
133.0% |
594,709 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8398 |
0.8336 |
0.8021 |
|
| R3 |
0.8224 |
0.8162 |
0.7973 |
|
| R2 |
0.8050 |
0.8050 |
0.7957 |
|
| R1 |
0.7988 |
0.7988 |
0.7941 |
0.8019 |
| PP |
0.7876 |
0.7876 |
0.7876 |
0.7892 |
| S1 |
0.7814 |
0.7814 |
0.7909 |
0.7845 |
| S2 |
0.7702 |
0.7702 |
0.7893 |
|
| S3 |
0.7528 |
0.7640 |
0.7877 |
|
| S4 |
0.7354 |
0.7466 |
0.7829 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8732 |
0.8553 |
0.7962 |
|
| R3 |
0.8447 |
0.8268 |
0.7883 |
|
| R2 |
0.8162 |
0.8162 |
0.7857 |
|
| R1 |
0.7983 |
0.7983 |
0.7831 |
0.8073 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7921 |
| S1 |
0.7698 |
0.7698 |
0.7779 |
0.7788 |
| S2 |
0.7592 |
0.7592 |
0.7753 |
|
| S3 |
0.7307 |
0.7413 |
0.7727 |
|
| S4 |
0.7022 |
0.7128 |
0.7648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8055 |
0.7765 |
0.0290 |
3.7% |
0.0117 |
1.5% |
55% |
False |
True |
111,498 |
| 10 |
0.8055 |
0.7682 |
0.0373 |
4.7% |
0.0112 |
1.4% |
65% |
False |
False |
102,137 |
| 20 |
0.8055 |
0.7526 |
0.0529 |
6.7% |
0.0107 |
1.4% |
75% |
False |
False |
101,974 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0110 |
1.4% |
76% |
False |
False |
98,062 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0100 |
1.3% |
76% |
False |
False |
66,443 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0101 |
1.3% |
60% |
False |
False |
49,919 |
| 100 |
0.8225 |
0.7504 |
0.0721 |
9.1% |
0.0089 |
1.1% |
58% |
False |
False |
39,947 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.1% |
0.0076 |
1.0% |
38% |
False |
False |
33,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8679 |
|
2.618 |
0.8395 |
|
1.618 |
0.8221 |
|
1.000 |
0.8113 |
|
0.618 |
0.8047 |
|
HIGH |
0.7939 |
|
0.618 |
0.7873 |
|
0.500 |
0.7852 |
|
0.382 |
0.7831 |
|
LOW |
0.7765 |
|
0.618 |
0.7657 |
|
1.000 |
0.7591 |
|
1.618 |
0.7483 |
|
2.618 |
0.7309 |
|
4.250 |
0.7026 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7901 |
0.7901 |
| PP |
0.7876 |
0.7876 |
| S1 |
0.7852 |
0.7852 |
|