CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7561 |
0.7597 |
0.0036 |
0.5% |
0.7609 |
| High |
0.7622 |
0.7674 |
0.0052 |
0.7% |
0.7709 |
| Low |
0.7528 |
0.7545 |
0.0017 |
0.2% |
0.7548 |
| Close |
0.7605 |
0.7657 |
0.0052 |
0.7% |
0.7655 |
| Range |
0.0094 |
0.0129 |
0.0035 |
37.2% |
0.0161 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
108,134 |
120,151 |
12,017 |
11.1% |
430,689 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7964 |
0.7728 |
|
| R3 |
0.7883 |
0.7835 |
0.7692 |
|
| R2 |
0.7754 |
0.7754 |
0.7681 |
|
| R1 |
0.7706 |
0.7706 |
0.7669 |
0.7730 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7638 |
| S1 |
0.7577 |
0.7577 |
0.7645 |
0.7601 |
| S2 |
0.7496 |
0.7496 |
0.7633 |
|
| S3 |
0.7367 |
0.7448 |
0.7622 |
|
| S4 |
0.7238 |
0.7319 |
0.7586 |
|
|
| 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 |
0.7526 |
0.0183 |
2.4% |
0.0102 |
1.3% |
72% |
False |
False |
103,495 |
| 10 |
0.7709 |
0.7504 |
0.0205 |
2.7% |
0.0098 |
1.3% |
75% |
False |
False |
100,406 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0114 |
1.5% |
39% |
False |
False |
101,923 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0098 |
1.3% |
39% |
False |
False |
63,989 |
| 60 |
0.8153 |
0.7504 |
0.0649 |
8.5% |
0.0099 |
1.3% |
24% |
False |
False |
42,780 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0089 |
1.2% |
22% |
False |
False |
32,119 |
| 100 |
0.8552 |
0.7504 |
0.1048 |
13.7% |
0.0076 |
1.0% |
15% |
False |
False |
25,696 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.2% |
0.0066 |
0.9% |
12% |
False |
False |
21,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8222 |
|
2.618 |
0.8012 |
|
1.618 |
0.7883 |
|
1.000 |
0.7803 |
|
0.618 |
0.7754 |
|
HIGH |
0.7674 |
|
0.618 |
0.7625 |
|
0.500 |
0.7610 |
|
0.382 |
0.7594 |
|
LOW |
0.7545 |
|
0.618 |
0.7465 |
|
1.000 |
0.7416 |
|
1.618 |
0.7336 |
|
2.618 |
0.7207 |
|
4.250 |
0.6997 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7638 |
| PP |
0.7625 |
0.7619 |
| S1 |
0.7610 |
0.7600 |
|