CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7729 |
0.0041 |
0.5% |
0.7643 |
| High |
0.7783 |
0.7768 |
-0.0015 |
-0.2% |
0.7817 |
| Low |
0.7682 |
0.7689 |
0.0007 |
0.1% |
0.7526 |
| Close |
0.7748 |
0.7756 |
0.0008 |
0.1% |
0.7754 |
| Range |
0.0101 |
0.0079 |
-0.0022 |
-21.8% |
0.0291 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
76,918 |
89,485 |
12,567 |
16.3% |
587,264 |
|
| Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7944 |
0.7799 |
|
| R3 |
0.7896 |
0.7865 |
0.7778 |
|
| R2 |
0.7817 |
0.7817 |
0.7770 |
|
| R1 |
0.7786 |
0.7786 |
0.7763 |
0.7802 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7745 |
| S1 |
0.7707 |
0.7707 |
0.7749 |
0.7723 |
| S2 |
0.7659 |
0.7659 |
0.7742 |
|
| S3 |
0.7580 |
0.7628 |
0.7734 |
|
| S4 |
0.7501 |
0.7549 |
0.7713 |
|
|
| 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 |
0.7659 |
0.0158 |
2.0% |
0.0091 |
1.2% |
61% |
False |
False |
85,812 |
| 10 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0103 |
1.3% |
79% |
False |
False |
99,629 |
| 20 |
0.7849 |
0.7504 |
0.0345 |
4.4% |
0.0097 |
1.3% |
73% |
False |
False |
96,331 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0103 |
1.3% |
63% |
False |
False |
78,186 |
| 60 |
0.7942 |
0.7504 |
0.0438 |
5.6% |
0.0099 |
1.3% |
58% |
False |
False |
52,252 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.1% |
0.0094 |
1.2% |
36% |
False |
False |
39,244 |
| 100 |
0.8394 |
0.7504 |
0.0890 |
11.5% |
0.0082 |
1.1% |
28% |
False |
False |
31,398 |
| 120 |
0.8690 |
0.7504 |
0.1186 |
15.3% |
0.0070 |
0.9% |
21% |
False |
False |
26,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8104 |
|
2.618 |
0.7975 |
|
1.618 |
0.7896 |
|
1.000 |
0.7847 |
|
0.618 |
0.7817 |
|
HIGH |
0.7768 |
|
0.618 |
0.7738 |
|
0.500 |
0.7729 |
|
0.382 |
0.7719 |
|
LOW |
0.7689 |
|
0.618 |
0.7640 |
|
1.000 |
0.7610 |
|
1.618 |
0.7561 |
|
2.618 |
0.7482 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 23-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7747 |
0.7744 |
| PP |
0.7738 |
0.7733 |
| S1 |
0.7729 |
0.7721 |
|