CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.8004 |
0.0176 |
2.2% |
0.7783 |
| High |
0.8006 |
0.8055 |
0.0049 |
0.6% |
0.7819 |
| Low |
0.7813 |
0.7955 |
0.0142 |
1.8% |
0.7659 |
| Close |
0.7993 |
0.8014 |
0.0021 |
0.3% |
0.7803 |
| Range |
0.0193 |
0.0100 |
-0.0093 |
-48.2% |
0.0160 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
138,453 |
142,176 |
3,723 |
2.7% |
404,978 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8308 |
0.8261 |
0.8069 |
|
| R3 |
0.8208 |
0.8161 |
0.8042 |
|
| R2 |
0.8108 |
0.8108 |
0.8032 |
|
| R1 |
0.8061 |
0.8061 |
0.8023 |
0.8085 |
| PP |
0.8008 |
0.8008 |
0.8008 |
0.8020 |
| S1 |
0.7961 |
0.7961 |
0.8005 |
0.7985 |
| S2 |
0.7908 |
0.7908 |
0.7996 |
|
| S3 |
0.7808 |
0.7861 |
0.7987 |
|
| S4 |
0.7708 |
0.7761 |
0.7959 |
|
|
| 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 |
0.8055 |
0.7689 |
0.0366 |
4.6% |
0.0106 |
1.3% |
89% |
True |
False |
105,827 |
| 10 |
0.8055 |
0.7647 |
0.0408 |
5.1% |
0.0105 |
1.3% |
90% |
True |
False |
100,979 |
| 20 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0102 |
1.3% |
93% |
True |
False |
100,693 |
| 40 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0106 |
1.3% |
93% |
True |
False |
88,997 |
| 60 |
0.8055 |
0.7504 |
0.0551 |
6.9% |
0.0100 |
1.2% |
93% |
True |
False |
59,548 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
8.8% |
0.0097 |
1.2% |
72% |
False |
False |
44,737 |
| 100 |
0.8271 |
0.7504 |
0.0767 |
9.6% |
0.0085 |
1.1% |
66% |
False |
False |
35,794 |
| 120 |
0.8624 |
0.7504 |
0.1120 |
14.0% |
0.0074 |
0.9% |
46% |
False |
False |
29,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8480 |
|
2.618 |
0.8317 |
|
1.618 |
0.8217 |
|
1.000 |
0.8155 |
|
0.618 |
0.8117 |
|
HIGH |
0.8055 |
|
0.618 |
0.8017 |
|
0.500 |
0.8005 |
|
0.382 |
0.7993 |
|
LOW |
0.7955 |
|
0.618 |
0.7893 |
|
1.000 |
0.7855 |
|
1.618 |
0.7793 |
|
2.618 |
0.7693 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.7980 |
| PP |
0.8008 |
0.7946 |
| S1 |
0.8005 |
0.7913 |
|