CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7573 |
-0.0036 |
-0.5% |
0.7704 |
| High |
0.7638 |
0.7680 |
0.0042 |
0.5% |
0.7714 |
| Low |
0.7550 |
0.7548 |
-0.0002 |
0.0% |
0.7504 |
| Close |
0.7595 |
0.7605 |
0.0010 |
0.1% |
0.7555 |
| Range |
0.0088 |
0.0132 |
0.0044 |
50.0% |
0.0210 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.1% |
0.0000 |
| Volume |
47,033 |
112,064 |
65,031 |
138.3% |
420,930 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7938 |
0.7678 |
|
| R3 |
0.7875 |
0.7806 |
0.7641 |
|
| R2 |
0.7743 |
0.7743 |
0.7629 |
|
| R1 |
0.7674 |
0.7674 |
0.7617 |
0.7709 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7628 |
| S1 |
0.7542 |
0.7542 |
0.7593 |
0.7577 |
| S2 |
0.7479 |
0.7479 |
0.7581 |
|
| S3 |
0.7347 |
0.7410 |
0.7569 |
|
| S4 |
0.7215 |
0.7278 |
0.7532 |
|
|
| 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 |
0.7680 |
0.7504 |
0.0176 |
2.3% |
0.0091 |
1.2% |
57% |
True |
False |
96,948 |
| 10 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0092 |
1.2% |
25% |
False |
False |
92,452 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0113 |
1.5% |
25% |
False |
False |
94,150 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0096 |
1.3% |
25% |
False |
False |
48,677 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0099 |
1.3% |
14% |
False |
False |
32,567 |
| 80 |
0.8225 |
0.7504 |
0.0721 |
9.5% |
0.0085 |
1.1% |
14% |
False |
False |
24,440 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.7% |
0.0070 |
0.9% |
9% |
False |
False |
19,553 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.3% |
0.0061 |
0.8% |
8% |
False |
False |
16,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8241 |
|
2.618 |
0.8026 |
|
1.618 |
0.7894 |
|
1.000 |
0.7812 |
|
0.618 |
0.7762 |
|
HIGH |
0.7680 |
|
0.618 |
0.7630 |
|
0.500 |
0.7614 |
|
0.382 |
0.7598 |
|
LOW |
0.7548 |
|
0.618 |
0.7466 |
|
1.000 |
0.7416 |
|
1.618 |
0.7334 |
|
2.618 |
0.7202 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7601 |
| PP |
0.7611 |
0.7596 |
| S1 |
0.7608 |
0.7592 |
|