CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7657 |
0.7665 |
0.0008 |
0.1% |
0.7609 |
| High |
0.7709 |
0.7693 |
-0.0016 |
-0.2% |
0.7709 |
| Low |
0.7630 |
0.7609 |
-0.0021 |
-0.3% |
0.7548 |
| Close |
0.7659 |
0.7655 |
-0.0004 |
-0.1% |
0.7655 |
| Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0161 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
91,328 |
83,357 |
-7,971 |
-8.7% |
430,689 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7864 |
0.7701 |
|
| R3 |
0.7820 |
0.7780 |
0.7678 |
|
| R2 |
0.7736 |
0.7736 |
0.7670 |
|
| R1 |
0.7696 |
0.7696 |
0.7663 |
0.7674 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7642 |
| S1 |
0.7612 |
0.7612 |
0.7647 |
0.7590 |
| S2 |
0.7568 |
0.7568 |
0.7640 |
|
| S3 |
0.7484 |
0.7528 |
0.7632 |
|
| S4 |
0.7400 |
0.7444 |
0.7609 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8049 |
0.7744 |
|
| R3 |
0.7959 |
0.7888 |
0.7699 |
|
| R2 |
0.7798 |
0.7798 |
0.7685 |
|
| R1 |
0.7727 |
0.7727 |
0.7670 |
0.7763 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7655 |
| S1 |
0.7566 |
0.7566 |
0.7640 |
0.7602 |
| S2 |
0.7476 |
0.7476 |
0.7625 |
|
| S3 |
0.7315 |
0.7405 |
0.7611 |
|
| S4 |
0.7154 |
0.7244 |
0.7566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7709 |
0.7548 |
0.0161 |
2.1% |
0.0095 |
1.2% |
66% |
False |
False |
86,137 |
| 10 |
0.7800 |
0.7504 |
0.0296 |
3.9% |
0.0092 |
1.2% |
51% |
False |
False |
93,876 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0108 |
1.4% |
38% |
False |
False |
97,650 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0096 |
1.3% |
38% |
False |
False |
55,451 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0099 |
1.3% |
21% |
False |
False |
37,086 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0087 |
1.1% |
21% |
False |
False |
27,835 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.6% |
0.0073 |
0.9% |
13% |
False |
False |
22,269 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.2% |
0.0063 |
0.8% |
12% |
False |
False |
18,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7913 |
|
1.618 |
0.7829 |
|
1.000 |
0.7777 |
|
0.618 |
0.7745 |
|
HIGH |
0.7693 |
|
0.618 |
0.7661 |
|
0.500 |
0.7651 |
|
0.382 |
0.7641 |
|
LOW |
0.7609 |
|
0.618 |
0.7557 |
|
1.000 |
0.7525 |
|
1.618 |
0.7473 |
|
2.618 |
0.7389 |
|
4.250 |
0.7252 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7656 |
| PP |
0.7652 |
0.7656 |
| S1 |
0.7651 |
0.7655 |
|