CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.8004 |
0.7978 |
-0.0026 |
-0.3% |
0.7783 |
High |
0.8055 |
0.8002 |
-0.0053 |
-0.7% |
0.7819 |
Low |
0.7955 |
0.7844 |
-0.0111 |
-1.4% |
0.7659 |
Close |
0.8014 |
0.7896 |
-0.0118 |
-1.5% |
0.7803 |
Range |
0.0100 |
0.0158 |
0.0058 |
58.0% |
0.0160 |
ATR |
0.0105 |
0.0109 |
0.0005 |
4.4% |
0.0000 |
Volume |
142,176 |
142,834 |
658 |
0.5% |
404,978 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8388 |
0.8300 |
0.7983 |
|
R3 |
0.8230 |
0.8142 |
0.7939 |
|
R2 |
0.8072 |
0.8072 |
0.7925 |
|
R1 |
0.7984 |
0.7984 |
0.7910 |
0.7949 |
PP |
0.7914 |
0.7914 |
0.7914 |
0.7897 |
S1 |
0.7826 |
0.7826 |
0.7882 |
0.7791 |
S2 |
0.7756 |
0.7756 |
0.7867 |
|
S3 |
0.7598 |
0.7668 |
0.7853 |
|
S4 |
0.7440 |
0.7510 |
0.7809 |
|
|
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 |
0.7743 |
0.0312 |
4.0% |
0.0122 |
1.5% |
49% |
False |
False |
116,497 |
10 |
0.8055 |
0.7659 |
0.0396 |
5.0% |
0.0106 |
1.3% |
60% |
False |
False |
101,154 |
20 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0106 |
1.3% |
71% |
False |
False |
102,027 |
40 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0109 |
1.4% |
71% |
False |
False |
92,511 |
60 |
0.8055 |
0.7504 |
0.0551 |
7.0% |
0.0099 |
1.3% |
71% |
False |
False |
61,928 |
80 |
0.8208 |
0.7504 |
0.0704 |
8.9% |
0.0098 |
1.2% |
56% |
False |
False |
46,519 |
100 |
0.8231 |
0.7504 |
0.0727 |
9.2% |
0.0087 |
1.1% |
54% |
False |
False |
37,222 |
120 |
0.8624 |
0.7504 |
0.1120 |
14.2% |
0.0075 |
0.9% |
35% |
False |
False |
31,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8674 |
2.618 |
0.8416 |
1.618 |
0.8258 |
1.000 |
0.8160 |
0.618 |
0.8100 |
HIGH |
0.8002 |
0.618 |
0.7942 |
0.500 |
0.7923 |
0.382 |
0.7904 |
LOW |
0.7844 |
0.618 |
0.7746 |
1.000 |
0.7686 |
1.618 |
0.7588 |
2.618 |
0.7430 |
4.250 |
0.7173 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7923 |
0.7934 |
PP |
0.7914 |
0.7921 |
S1 |
0.7905 |
0.7909 |
|