CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7609 |
0.0040 |
0.5% |
0.7704 |
| High |
0.7582 |
0.7638 |
0.0056 |
0.7% |
0.7714 |
| Low |
0.7504 |
0.7550 |
0.0046 |
0.6% |
0.7504 |
| Close |
0.7555 |
0.7595 |
0.0040 |
0.5% |
0.7555 |
| Range |
0.0078 |
0.0088 |
0.0010 |
12.8% |
0.0210 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
114,438 |
47,033 |
-67,405 |
-58.9% |
420,930 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7858 |
0.7815 |
0.7643 |
|
| R3 |
0.7770 |
0.7727 |
0.7619 |
|
| R2 |
0.7682 |
0.7682 |
0.7611 |
|
| R1 |
0.7639 |
0.7639 |
0.7603 |
0.7617 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7583 |
| S1 |
0.7551 |
0.7551 |
0.7587 |
0.7529 |
| S2 |
0.7506 |
0.7506 |
0.7579 |
|
| S3 |
0.7418 |
0.7463 |
0.7571 |
|
| S4 |
0.7330 |
0.7375 |
0.7547 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8098 |
0.7671 |
|
| R3 |
0.8011 |
0.7888 |
0.7613 |
|
| R2 |
0.7801 |
0.7801 |
0.7594 |
|
| R1 |
0.7678 |
0.7678 |
0.7574 |
0.7635 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7569 |
| S1 |
0.7468 |
0.7468 |
0.7536 |
0.7425 |
| S2 |
0.7381 |
0.7381 |
0.7517 |
|
| S3 |
0.7171 |
0.7258 |
0.7497 |
|
| S4 |
0.6961 |
0.7048 |
0.7440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7714 |
0.7504 |
0.0210 |
2.8% |
0.0087 |
1.2% |
43% |
False |
False |
93,592 |
| 10 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0092 |
1.2% |
23% |
False |
False |
94,061 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0109 |
1.4% |
23% |
False |
False |
90,074 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0095 |
1.2% |
23% |
False |
False |
45,880 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0097 |
1.3% |
13% |
False |
False |
30,701 |
| 80 |
0.8231 |
0.7504 |
0.0727 |
9.6% |
0.0084 |
1.1% |
13% |
False |
False |
23,040 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.7% |
0.0069 |
0.9% |
8% |
False |
False |
18,432 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.4% |
0.0060 |
0.8% |
7% |
False |
False |
15,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8012 |
|
2.618 |
0.7868 |
|
1.618 |
0.7780 |
|
1.000 |
0.7726 |
|
0.618 |
0.7692 |
|
HIGH |
0.7638 |
|
0.618 |
0.7604 |
|
0.500 |
0.7594 |
|
0.382 |
0.7584 |
|
LOW |
0.7550 |
|
0.618 |
0.7496 |
|
1.000 |
0.7462 |
|
1.618 |
0.7408 |
|
2.618 |
0.7320 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7587 |
| PP |
0.7594 |
0.7579 |
| S1 |
0.7594 |
0.7571 |
|