CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7792 |
0.7704 |
-0.0088 |
-1.1% |
0.7758 |
| High |
0.7800 |
0.7714 |
-0.0086 |
-1.1% |
0.7901 |
| Low |
0.7709 |
0.7600 |
-0.0109 |
-1.4% |
0.7709 |
| Close |
0.7725 |
0.7618 |
-0.0107 |
-1.4% |
0.7725 |
| Range |
0.0091 |
0.0114 |
0.0023 |
25.3% |
0.0192 |
| ATR |
0.0107 |
0.0109 |
0.0001 |
1.2% |
0.0000 |
| Volume |
87,148 |
95,283 |
8,135 |
9.3% |
472,651 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7916 |
0.7681 |
|
| R3 |
0.7872 |
0.7802 |
0.7649 |
|
| R2 |
0.7758 |
0.7758 |
0.7639 |
|
| R1 |
0.7688 |
0.7688 |
0.7628 |
0.7666 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7633 |
| S1 |
0.7574 |
0.7574 |
0.7608 |
0.7552 |
| S2 |
0.7530 |
0.7530 |
0.7597 |
|
| S3 |
0.7416 |
0.7460 |
0.7587 |
|
| S4 |
0.7302 |
0.7346 |
0.7555 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8232 |
0.7831 |
|
| R3 |
0.8162 |
0.8040 |
0.7778 |
|
| R2 |
0.7970 |
0.7970 |
0.7760 |
|
| R1 |
0.7848 |
0.7848 |
0.7743 |
0.7813 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7761 |
| S1 |
0.7656 |
0.7656 |
0.7707 |
0.7621 |
| S2 |
0.7586 |
0.7586 |
0.7690 |
|
| S3 |
0.7394 |
0.7464 |
0.7672 |
|
| S4 |
0.7202 |
0.7272 |
0.7619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7901 |
0.7600 |
0.0301 |
4.0% |
0.0093 |
1.2% |
6% |
False |
True |
87,957 |
| 10 |
0.7901 |
0.7550 |
0.0351 |
4.6% |
0.0127 |
1.7% |
19% |
False |
False |
101,852 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
5.0% |
0.0112 |
1.5% |
26% |
False |
False |
72,678 |
| 40 |
0.7901 |
0.7517 |
0.0384 |
5.0% |
0.0098 |
1.3% |
26% |
False |
False |
36,607 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0095 |
1.2% |
15% |
False |
False |
24,501 |
| 80 |
0.8290 |
0.7517 |
0.0773 |
10.1% |
0.0081 |
1.1% |
13% |
False |
False |
18,381 |
| 100 |
0.8624 |
0.7517 |
0.1107 |
14.5% |
0.0068 |
0.9% |
9% |
False |
False |
14,705 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.1% |
0.0058 |
0.8% |
8% |
False |
False |
12,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8199 |
|
2.618 |
0.8012 |
|
1.618 |
0.7898 |
|
1.000 |
0.7828 |
|
0.618 |
0.7784 |
|
HIGH |
0.7714 |
|
0.618 |
0.7670 |
|
0.500 |
0.7657 |
|
0.382 |
0.7644 |
|
LOW |
0.7600 |
|
0.618 |
0.7530 |
|
1.000 |
0.7486 |
|
1.618 |
0.7416 |
|
2.618 |
0.7302 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7725 |
| PP |
0.7644 |
0.7689 |
| S1 |
0.7631 |
0.7654 |
|