CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7757 |
0.7802 |
0.0045 |
0.6% |
0.7783 |
| High |
0.7819 |
0.7851 |
0.0032 |
0.4% |
0.7819 |
| Low |
0.7743 |
0.7770 |
0.0027 |
0.3% |
0.7659 |
| Close |
0.7803 |
0.7830 |
0.0027 |
0.3% |
0.7803 |
| Range |
0.0076 |
0.0081 |
0.0005 |
6.6% |
0.0160 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
79,305 |
79,720 |
415 |
0.5% |
404,978 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.8026 |
0.7875 |
|
| R3 |
0.7979 |
0.7945 |
0.7852 |
|
| R2 |
0.7898 |
0.7898 |
0.7845 |
|
| R1 |
0.7864 |
0.7864 |
0.7837 |
0.7881 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7826 |
| S1 |
0.7783 |
0.7783 |
0.7823 |
0.7800 |
| S2 |
0.7736 |
0.7736 |
0.7815 |
|
| S3 |
0.7655 |
0.7702 |
0.7808 |
|
| S4 |
0.7574 |
0.7621 |
0.7785 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8182 |
0.7891 |
|
| R3 |
0.8080 |
0.8022 |
0.7847 |
|
| R2 |
0.7920 |
0.7920 |
0.7832 |
|
| R1 |
0.7862 |
0.7862 |
0.7818 |
0.7891 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7775 |
| S1 |
0.7702 |
0.7702 |
0.7788 |
0.7731 |
| S2 |
0.7600 |
0.7600 |
0.7774 |
|
| S3 |
0.7440 |
0.7542 |
0.7759 |
|
| S4 |
0.7280 |
0.7382 |
0.7715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7851 |
0.7659 |
0.0192 |
2.5% |
0.0082 |
1.0% |
89% |
True |
False |
80,355 |
| 10 |
0.7851 |
0.7528 |
0.0323 |
4.1% |
0.0098 |
1.3% |
93% |
True |
False |
95,745 |
| 20 |
0.7851 |
0.7504 |
0.0347 |
4.4% |
0.0097 |
1.2% |
94% |
True |
False |
96,179 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0102 |
1.3% |
82% |
False |
False |
82,086 |
| 60 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0097 |
1.2% |
82% |
False |
False |
54,878 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0095 |
1.2% |
46% |
False |
False |
41,231 |
| 100 |
0.8352 |
0.7504 |
0.0848 |
10.8% |
0.0083 |
1.1% |
38% |
False |
False |
32,988 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.3% |
0.0072 |
0.9% |
29% |
False |
False |
27,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8063 |
|
1.618 |
0.7982 |
|
1.000 |
0.7932 |
|
0.618 |
0.7901 |
|
HIGH |
0.7851 |
|
0.618 |
0.7820 |
|
0.500 |
0.7811 |
|
0.382 |
0.7801 |
|
LOW |
0.7770 |
|
0.618 |
0.7720 |
|
1.000 |
0.7689 |
|
1.618 |
0.7639 |
|
2.618 |
0.7558 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7824 |
0.7810 |
| PP |
0.7817 |
0.7790 |
| S1 |
0.7811 |
0.7770 |
|