CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7704 |
0.7619 |
-0.0085 |
-1.1% |
0.7758 |
| High |
0.7714 |
0.7633 |
-0.0081 |
-1.1% |
0.7901 |
| Low |
0.7600 |
0.7558 |
-0.0042 |
-0.6% |
0.7709 |
| Close |
0.7618 |
0.7581 |
-0.0037 |
-0.5% |
0.7725 |
| Range |
0.0114 |
0.0075 |
-0.0039 |
-34.2% |
0.0192 |
| ATR |
0.0109 |
0.0106 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
95,283 |
95,061 |
-222 |
-0.2% |
472,651 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7773 |
0.7622 |
|
| R3 |
0.7741 |
0.7698 |
0.7602 |
|
| R2 |
0.7666 |
0.7666 |
0.7595 |
|
| R1 |
0.7623 |
0.7623 |
0.7588 |
0.7607 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7583 |
| S1 |
0.7548 |
0.7548 |
0.7574 |
0.7532 |
| S2 |
0.7516 |
0.7516 |
0.7567 |
|
| S3 |
0.7441 |
0.7473 |
0.7560 |
|
| S4 |
0.7366 |
0.7398 |
0.7540 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8232 |
0.7831 |
|
| R3 |
0.8162 |
0.8040 |
0.7778 |
|
| R2 |
0.7970 |
0.7970 |
0.7760 |
|
| R1 |
0.7848 |
0.7848 |
0.7743 |
0.7813 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7761 |
| S1 |
0.7656 |
0.7656 |
0.7707 |
0.7621 |
| S2 |
0.7586 |
0.7586 |
0.7690 |
|
| S3 |
0.7394 |
0.7464 |
0.7672 |
|
| S4 |
0.7202 |
0.7272 |
0.7619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7868 |
0.7558 |
0.0310 |
4.1% |
0.0088 |
1.2% |
7% |
False |
True |
85,077 |
| 10 |
0.7901 |
0.7550 |
0.0351 |
4.6% |
0.0129 |
1.7% |
9% |
False |
False |
103,440 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
5.1% |
0.0111 |
1.5% |
17% |
False |
False |
77,302 |
| 40 |
0.7901 |
0.7517 |
0.0384 |
5.1% |
0.0099 |
1.3% |
17% |
False |
False |
38,976 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0096 |
1.3% |
9% |
False |
False |
26,085 |
| 80 |
0.8271 |
0.7517 |
0.0754 |
9.9% |
0.0081 |
1.1% |
8% |
False |
False |
19,570 |
| 100 |
0.8624 |
0.7517 |
0.1107 |
14.6% |
0.0069 |
0.9% |
6% |
False |
False |
15,656 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0059 |
0.8% |
5% |
False |
False |
13,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7952 |
|
2.618 |
0.7829 |
|
1.618 |
0.7754 |
|
1.000 |
0.7708 |
|
0.618 |
0.7679 |
|
HIGH |
0.7633 |
|
0.618 |
0.7604 |
|
0.500 |
0.7596 |
|
0.382 |
0.7587 |
|
LOW |
0.7558 |
|
0.618 |
0.7512 |
|
1.000 |
0.7483 |
|
1.618 |
0.7437 |
|
2.618 |
0.7362 |
|
4.250 |
0.7239 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7679 |
| PP |
0.7591 |
0.7646 |
| S1 |
0.7586 |
0.7614 |
|