CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7580 |
-0.0039 |
-0.5% |
0.7758 |
| High |
0.7633 |
0.7635 |
0.0002 |
0.0% |
0.7901 |
| Low |
0.7558 |
0.7553 |
-0.0005 |
-0.1% |
0.7709 |
| Close |
0.7581 |
0.7569 |
-0.0012 |
-0.2% |
0.7725 |
| Range |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0192 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
95,061 |
116,148 |
21,087 |
22.2% |
472,651 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7782 |
0.7614 |
|
| R3 |
0.7750 |
0.7700 |
0.7592 |
|
| R2 |
0.7668 |
0.7668 |
0.7584 |
|
| R1 |
0.7618 |
0.7618 |
0.7577 |
0.7602 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7578 |
| S1 |
0.7536 |
0.7536 |
0.7561 |
0.7520 |
| S2 |
0.7504 |
0.7504 |
0.7554 |
|
| S3 |
0.7422 |
0.7454 |
0.7546 |
|
| S4 |
0.7340 |
0.7372 |
0.7524 |
|
|
| 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 |
0.7849 |
0.7553 |
0.0296 |
3.9% |
0.0089 |
1.2% |
5% |
False |
True |
93,713 |
| 10 |
0.7901 |
0.7553 |
0.0348 |
4.6% |
0.0111 |
1.5% |
5% |
False |
True |
101,033 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
5.1% |
0.0112 |
1.5% |
14% |
False |
False |
82,994 |
| 40 |
0.7901 |
0.7517 |
0.0384 |
5.1% |
0.0095 |
1.3% |
14% |
False |
False |
41,878 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0096 |
1.3% |
8% |
False |
False |
28,017 |
| 80 |
0.8231 |
0.7517 |
0.0714 |
9.4% |
0.0082 |
1.1% |
7% |
False |
False |
21,021 |
| 100 |
0.8624 |
0.7517 |
0.1107 |
14.6% |
0.0069 |
0.9% |
5% |
False |
False |
16,817 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0059 |
0.8% |
4% |
False |
False |
14,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7850 |
|
1.618 |
0.7768 |
|
1.000 |
0.7717 |
|
0.618 |
0.7686 |
|
HIGH |
0.7635 |
|
0.618 |
0.7604 |
|
0.500 |
0.7594 |
|
0.382 |
0.7584 |
|
LOW |
0.7553 |
|
0.618 |
0.7502 |
|
1.000 |
0.7471 |
|
1.618 |
0.7420 |
|
2.618 |
0.7338 |
|
4.250 |
0.7205 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7634 |
| PP |
0.7586 |
0.7612 |
| S1 |
0.7577 |
0.7591 |
|