CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 05-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7591 |
-0.0091 |
-1.2% |
0.7529 |
| High |
0.7682 |
0.7591 |
-0.0091 |
-1.2% |
0.7724 |
| Low |
0.7608 |
0.7536 |
-0.0072 |
-0.9% |
0.7529 |
| Close |
0.7608 |
0.7544 |
-0.0064 |
-0.8% |
0.7544 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-25.7% |
0.0195 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
18 |
|
| Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7688 |
0.7574 |
|
| R3 |
0.7667 |
0.7633 |
0.7559 |
|
| R2 |
0.7612 |
0.7612 |
0.7554 |
|
| R1 |
0.7578 |
0.7578 |
0.7549 |
0.7568 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7552 |
| S1 |
0.7523 |
0.7523 |
0.7539 |
0.7513 |
| S2 |
0.7502 |
0.7502 |
0.7534 |
|
| S3 |
0.7447 |
0.7468 |
0.7529 |
|
| S4 |
0.7392 |
0.7413 |
0.7514 |
|
|
| Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8059 |
0.7651 |
|
| R3 |
0.7989 |
0.7864 |
0.7598 |
|
| R2 |
0.7794 |
0.7794 |
0.7580 |
|
| R1 |
0.7669 |
0.7669 |
0.7562 |
0.7732 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7630 |
| S1 |
0.7474 |
0.7474 |
0.7526 |
0.7537 |
| S2 |
0.7404 |
0.7404 |
0.7508 |
|
| S3 |
0.7209 |
0.7279 |
0.7490 |
|
| S4 |
0.7014 |
0.7084 |
0.7437 |
|
|
| 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% |
0.0033 |
0.4% |
8% |
False |
False |
3 |
| 10 |
0.7745 |
0.7529 |
0.0216 |
2.9% |
0.0033 |
0.4% |
7% |
False |
False |
3 |
| 20 |
0.8046 |
0.7529 |
0.0517 |
6.9% |
0.0026 |
0.3% |
3% |
False |
False |
2 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0028 |
0.4% |
10% |
False |
False |
3 |
| 60 |
0.8046 |
0.7465 |
0.0581 |
7.7% |
0.0029 |
0.4% |
14% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0024 |
0.3% |
16% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7735 |
|
1.618 |
0.7680 |
|
1.000 |
0.7646 |
|
0.618 |
0.7625 |
|
HIGH |
0.7591 |
|
0.618 |
0.7570 |
|
0.500 |
0.7564 |
|
0.382 |
0.7557 |
|
LOW |
0.7536 |
|
0.618 |
0.7502 |
|
1.000 |
0.7481 |
|
1.618 |
0.7447 |
|
2.618 |
0.7392 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 05-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7630 |
| PP |
0.7557 |
0.7601 |
| S1 |
0.7551 |
0.7573 |
|