CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2015 |
17-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7772 |
0.0122 |
1.6% |
0.7643 |
| High |
0.7796 |
0.7817 |
0.0021 |
0.3% |
0.7817 |
| Low |
0.7647 |
0.7734 |
0.0087 |
1.1% |
0.7526 |
| Close |
0.7788 |
0.7754 |
-0.0034 |
-0.4% |
0.7754 |
| Range |
0.0149 |
0.0083 |
-0.0066 |
-44.3% |
0.0291 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
141,084 |
103,387 |
-37,697 |
-26.7% |
587,264 |
|
| Daily Pivots for day following 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7969 |
0.7800 |
|
| R3 |
0.7934 |
0.7886 |
0.7777 |
|
| R2 |
0.7851 |
0.7851 |
0.7769 |
|
| R1 |
0.7803 |
0.7803 |
0.7762 |
0.7786 |
| PP |
0.7768 |
0.7768 |
0.7768 |
0.7760 |
| S1 |
0.7720 |
0.7720 |
0.7746 |
0.7703 |
| S2 |
0.7685 |
0.7685 |
0.7739 |
|
| S3 |
0.7602 |
0.7637 |
0.7731 |
|
| S4 |
0.7519 |
0.7554 |
0.7708 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8572 |
0.8454 |
0.7914 |
|
| R3 |
0.8281 |
0.8163 |
0.7834 |
|
| R2 |
0.7990 |
0.7990 |
0.7807 |
|
| R1 |
0.7872 |
0.7872 |
0.7781 |
0.7931 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7729 |
| S1 |
0.7581 |
0.7581 |
0.7727 |
0.7640 |
| S2 |
0.7408 |
0.7408 |
0.7701 |
|
| S3 |
0.7117 |
0.7290 |
0.7674 |
|
| S4 |
0.6826 |
0.6999 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0116 |
1.5% |
78% |
True |
False |
117,452 |
| 10 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0106 |
1.4% |
78% |
True |
False |
101,795 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0103 |
1.3% |
63% |
False |
False |
100,958 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0101 |
1.3% |
63% |
False |
False |
70,086 |
| 60 |
0.8049 |
0.7504 |
0.0545 |
7.0% |
0.0099 |
1.3% |
46% |
False |
False |
46,846 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0090 |
1.2% |
36% |
False |
False |
35,174 |
| 100 |
0.8552 |
0.7504 |
0.1048 |
13.5% |
0.0078 |
1.0% |
24% |
False |
False |
28,141 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.0% |
0.0068 |
0.9% |
20% |
False |
False |
23,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8034 |
|
1.618 |
0.7951 |
|
1.000 |
0.7900 |
|
0.618 |
0.7868 |
|
HIGH |
0.7817 |
|
0.618 |
0.7785 |
|
0.500 |
0.7776 |
|
0.382 |
0.7766 |
|
LOW |
0.7734 |
|
0.618 |
0.7683 |
|
1.000 |
0.7651 |
|
1.618 |
0.7600 |
|
2.618 |
0.7517 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 17-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7730 |
| PP |
0.7768 |
0.7705 |
| S1 |
0.7761 |
0.7681 |
|