CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2015 |
22-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7688 |
-0.0012 |
-0.2% |
0.7643 |
| High |
0.7730 |
0.7783 |
0.0053 |
0.7% |
0.7817 |
| Low |
0.7659 |
0.7682 |
0.0023 |
0.3% |
0.7526 |
| Close |
0.7682 |
0.7748 |
0.0066 |
0.9% |
0.7754 |
| Range |
0.0071 |
0.0101 |
0.0030 |
42.3% |
0.0291 |
| ATR |
0.0104 |
0.0103 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
76,349 |
76,918 |
569 |
0.7% |
587,264 |
|
| Daily Pivots for day following 22-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.7995 |
0.7804 |
|
| R3 |
0.7940 |
0.7894 |
0.7776 |
|
| R2 |
0.7839 |
0.7839 |
0.7767 |
|
| R1 |
0.7793 |
0.7793 |
0.7757 |
0.7816 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7749 |
| S1 |
0.7692 |
0.7692 |
0.7739 |
0.7715 |
| S2 |
0.7637 |
0.7637 |
0.7729 |
|
| S3 |
0.7536 |
0.7591 |
0.7720 |
|
| S4 |
0.7435 |
0.7490 |
0.7692 |
|
|
| 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 |
0.7647 |
0.0170 |
2.2% |
0.0105 |
1.4% |
59% |
False |
False |
96,131 |
| 10 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0103 |
1.3% |
76% |
False |
False |
99,813 |
| 20 |
0.7868 |
0.7504 |
0.0364 |
4.7% |
0.0097 |
1.3% |
67% |
False |
False |
95,505 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0103 |
1.3% |
61% |
False |
False |
75,963 |
| 60 |
0.7942 |
0.7504 |
0.0438 |
5.7% |
0.0098 |
1.3% |
56% |
False |
False |
50,764 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0093 |
1.2% |
35% |
False |
False |
38,125 |
| 100 |
0.8430 |
0.7504 |
0.0926 |
12.0% |
0.0081 |
1.0% |
26% |
False |
False |
30,503 |
| 120 |
0.8690 |
0.7504 |
0.1186 |
15.3% |
0.0070 |
0.9% |
21% |
False |
False |
25,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8212 |
|
2.618 |
0.8047 |
|
1.618 |
0.7946 |
|
1.000 |
0.7884 |
|
0.618 |
0.7845 |
|
HIGH |
0.7783 |
|
0.618 |
0.7744 |
|
0.500 |
0.7733 |
|
0.382 |
0.7721 |
|
LOW |
0.7682 |
|
0.618 |
0.7620 |
|
1.000 |
0.7581 |
|
1.618 |
0.7519 |
|
2.618 |
0.7418 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 22-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7742 |
| PP |
0.7738 |
0.7736 |
| S1 |
0.7733 |
0.7730 |
|