CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7783 |
0.0011 |
0.1% |
0.7643 |
| High |
0.7817 |
0.7801 |
-0.0016 |
-0.2% |
0.7817 |
| Low |
0.7734 |
0.7682 |
-0.0052 |
-0.7% |
0.7526 |
| Close |
0.7754 |
0.7693 |
-0.0061 |
-0.8% |
0.7754 |
| Range |
0.0083 |
0.0119 |
0.0036 |
43.4% |
0.0291 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.9% |
0.0000 |
| Volume |
103,387 |
82,921 |
-20,466 |
-19.8% |
587,264 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8007 |
0.7758 |
|
| R3 |
0.7963 |
0.7888 |
0.7726 |
|
| R2 |
0.7844 |
0.7844 |
0.7715 |
|
| R1 |
0.7769 |
0.7769 |
0.7704 |
0.7747 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7715 |
| S1 |
0.7650 |
0.7650 |
0.7682 |
0.7628 |
| S2 |
0.7606 |
0.7606 |
0.7671 |
|
| S3 |
0.7487 |
0.7531 |
0.7660 |
|
| S4 |
0.7368 |
0.7412 |
0.7628 |
|
|
| 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 |
0.7528 |
0.0289 |
3.8% |
0.0115 |
1.5% |
57% |
False |
False |
111,135 |
| 10 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0109 |
1.4% |
57% |
False |
False |
105,384 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0101 |
1.3% |
48% |
False |
False |
99,722 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0102 |
1.3% |
48% |
False |
False |
72,151 |
| 60 |
0.7964 |
0.7504 |
0.0460 |
6.0% |
0.0099 |
1.3% |
41% |
False |
False |
48,222 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0092 |
1.2% |
27% |
False |
False |
36,210 |
| 100 |
0.8485 |
0.7504 |
0.0981 |
12.8% |
0.0079 |
1.0% |
19% |
False |
False |
28,970 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.1% |
0.0069 |
0.9% |
15% |
False |
False |
24,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8307 |
|
2.618 |
0.8113 |
|
1.618 |
0.7994 |
|
1.000 |
0.7920 |
|
0.618 |
0.7875 |
|
HIGH |
0.7801 |
|
0.618 |
0.7756 |
|
0.500 |
0.7742 |
|
0.382 |
0.7727 |
|
LOW |
0.7682 |
|
0.618 |
0.7608 |
|
1.000 |
0.7563 |
|
1.618 |
0.7489 |
|
2.618 |
0.7370 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7742 |
0.7732 |
| PP |
0.7725 |
0.7719 |
| S1 |
0.7709 |
0.7706 |
|