CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7645 |
-0.0080 |
-1.0% |
0.7802 |
| High |
0.7755 |
0.7668 |
-0.0087 |
-1.1% |
0.7832 |
| Low |
0.7611 |
0.7623 |
0.0012 |
0.2% |
0.7611 |
| Close |
0.7647 |
0.7649 |
0.0002 |
0.0% |
0.7649 |
| Range |
0.0144 |
0.0045 |
-0.0099 |
-68.8% |
0.0221 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
114,346 |
78,236 |
-36,110 |
-31.6% |
354,704 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7782 |
0.7760 |
0.7674 |
|
| R3 |
0.7737 |
0.7715 |
0.7661 |
|
| R2 |
0.7692 |
0.7692 |
0.7657 |
|
| R1 |
0.7670 |
0.7670 |
0.7653 |
0.7681 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7652 |
| S1 |
0.7625 |
0.7625 |
0.7645 |
0.7636 |
| S2 |
0.7602 |
0.7602 |
0.7641 |
|
| S3 |
0.7557 |
0.7580 |
0.7637 |
|
| S4 |
0.7512 |
0.7535 |
0.7624 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8360 |
0.8226 |
0.7771 |
|
| R3 |
0.8139 |
0.8005 |
0.7710 |
|
| R2 |
0.7918 |
0.7918 |
0.7690 |
|
| R1 |
0.7784 |
0.7784 |
0.7669 |
0.7741 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7676 |
| S1 |
0.7563 |
0.7563 |
0.7629 |
0.7520 |
| S2 |
0.7476 |
0.7476 |
0.7608 |
|
| S3 |
0.7255 |
0.7342 |
0.7588 |
|
| S4 |
0.7034 |
0.7121 |
0.7527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7922 |
0.7611 |
0.0311 |
4.1% |
0.0100 |
1.3% |
12% |
False |
False |
85,552 |
| 10 |
0.8077 |
0.7611 |
0.0466 |
6.1% |
0.0090 |
1.2% |
8% |
False |
False |
75,400 |
| 20 |
0.8151 |
0.7611 |
0.0540 |
7.1% |
0.0100 |
1.3% |
7% |
False |
False |
84,421 |
| 40 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0103 |
1.3% |
22% |
False |
False |
93,224 |
| 60 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0106 |
1.4% |
22% |
False |
False |
89,814 |
| 80 |
0.8151 |
0.7504 |
0.0647 |
8.5% |
0.0099 |
1.3% |
22% |
False |
False |
67,551 |
| 100 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0099 |
1.3% |
21% |
False |
False |
54,100 |
| 120 |
0.8231 |
0.7504 |
0.0727 |
9.5% |
0.0089 |
1.2% |
20% |
False |
False |
45,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7859 |
|
2.618 |
0.7786 |
|
1.618 |
0.7741 |
|
1.000 |
0.7713 |
|
0.618 |
0.7696 |
|
HIGH |
0.7668 |
|
0.618 |
0.7651 |
|
0.500 |
0.7646 |
|
0.382 |
0.7640 |
|
LOW |
0.7623 |
|
0.618 |
0.7595 |
|
1.000 |
0.7578 |
|
1.618 |
0.7550 |
|
2.618 |
0.7505 |
|
4.250 |
0.7432 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7686 |
| PP |
0.7647 |
0.7674 |
| S1 |
0.7646 |
0.7661 |
|