CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7726 |
-0.0076 |
-1.0% |
0.8026 |
| High |
0.7832 |
0.7761 |
-0.0071 |
-0.9% |
0.8040 |
| Low |
0.7719 |
0.7683 |
-0.0036 |
-0.5% |
0.7801 |
| Close |
0.7722 |
0.7712 |
-0.0010 |
-0.1% |
0.7819 |
| Range |
0.0113 |
0.0078 |
-0.0035 |
-31.0% |
0.0239 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
91,762 |
70,360 |
-21,402 |
-23.3% |
325,957 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7910 |
0.7755 |
|
| R3 |
0.7875 |
0.7832 |
0.7733 |
|
| R2 |
0.7797 |
0.7797 |
0.7726 |
|
| R1 |
0.7754 |
0.7754 |
0.7719 |
0.7737 |
| PP |
0.7719 |
0.7719 |
0.7719 |
0.7710 |
| S1 |
0.7676 |
0.7676 |
0.7705 |
0.7659 |
| S2 |
0.7641 |
0.7641 |
0.7698 |
|
| S3 |
0.7563 |
0.7598 |
0.7691 |
|
| S4 |
0.7485 |
0.7520 |
0.7669 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8604 |
0.8450 |
0.7950 |
|
| R3 |
0.8365 |
0.8211 |
0.7885 |
|
| R2 |
0.8126 |
0.8126 |
0.7863 |
|
| R1 |
0.7972 |
0.7972 |
0.7841 |
0.7930 |
| PP |
0.7887 |
0.7887 |
0.7887 |
0.7865 |
| S1 |
0.7733 |
0.7733 |
0.7797 |
0.7691 |
| S2 |
0.7648 |
0.7648 |
0.7775 |
|
| S3 |
0.7409 |
0.7494 |
0.7753 |
|
| S4 |
0.7170 |
0.7255 |
0.7688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7924 |
0.7683 |
0.0241 |
3.1% |
0.0087 |
1.1% |
12% |
False |
True |
70,934 |
| 10 |
0.8151 |
0.7683 |
0.0468 |
6.1% |
0.0097 |
1.3% |
6% |
False |
True |
75,812 |
| 20 |
0.8151 |
0.7683 |
0.0468 |
6.1% |
0.0103 |
1.3% |
6% |
False |
True |
89,042 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0102 |
1.3% |
32% |
False |
False |
93,690 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0105 |
1.4% |
32% |
False |
False |
86,686 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.4% |
0.0100 |
1.3% |
32% |
False |
False |
65,148 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0098 |
1.3% |
30% |
False |
False |
52,177 |
| 120 |
0.8290 |
0.7504 |
0.0786 |
10.2% |
0.0088 |
1.1% |
26% |
False |
False |
43,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8093 |
|
2.618 |
0.7965 |
|
1.618 |
0.7887 |
|
1.000 |
0.7839 |
|
0.618 |
0.7809 |
|
HIGH |
0.7761 |
|
0.618 |
0.7731 |
|
0.500 |
0.7722 |
|
0.382 |
0.7713 |
|
LOW |
0.7683 |
|
0.618 |
0.7635 |
|
1.000 |
0.7605 |
|
1.618 |
0.7557 |
|
2.618 |
0.7479 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7722 |
0.7803 |
| PP |
0.7719 |
0.7772 |
| S1 |
0.7715 |
0.7742 |
|