CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7569 |
-0.0011 |
-0.1% |
0.7758 |
| High |
0.7635 |
0.7582 |
-0.0053 |
-0.7% |
0.7901 |
| Low |
0.7553 |
0.7504 |
-0.0049 |
-0.6% |
0.7709 |
| Close |
0.7569 |
0.7555 |
-0.0014 |
-0.2% |
0.7725 |
| Range |
0.0082 |
0.0078 |
-0.0004 |
-4.9% |
0.0192 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
116,148 |
114,438 |
-1,710 |
-1.5% |
472,651 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7781 |
0.7746 |
0.7598 |
|
| R3 |
0.7703 |
0.7668 |
0.7576 |
|
| R2 |
0.7625 |
0.7625 |
0.7569 |
|
| R1 |
0.7590 |
0.7590 |
0.7562 |
0.7569 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7536 |
| S1 |
0.7512 |
0.7512 |
0.7548 |
0.7491 |
| S2 |
0.7469 |
0.7469 |
0.7541 |
|
| S3 |
0.7391 |
0.7434 |
0.7534 |
|
| S4 |
0.7313 |
0.7356 |
0.7512 |
|
|
| 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 |
0.7800 |
0.7504 |
0.0296 |
3.9% |
0.0088 |
1.2% |
17% |
False |
True |
101,615 |
| 10 |
0.7901 |
0.7504 |
0.0397 |
5.3% |
0.0099 |
1.3% |
13% |
False |
True |
100,121 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.3% |
0.0111 |
1.5% |
13% |
False |
True |
88,408 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.3% |
0.0095 |
1.3% |
13% |
False |
True |
44,724 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0096 |
1.3% |
7% |
False |
True |
29,921 |
| 80 |
0.8231 |
0.7504 |
0.0727 |
9.6% |
0.0083 |
1.1% |
7% |
False |
True |
22,452 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.8% |
0.0069 |
0.9% |
5% |
False |
True |
17,962 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.4% |
0.0059 |
0.8% |
4% |
False |
True |
14,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7786 |
|
1.618 |
0.7708 |
|
1.000 |
0.7660 |
|
0.618 |
0.7630 |
|
HIGH |
0.7582 |
|
0.618 |
0.7552 |
|
0.500 |
0.7543 |
|
0.382 |
0.7534 |
|
LOW |
0.7504 |
|
0.618 |
0.7456 |
|
1.000 |
0.7426 |
|
1.618 |
0.7378 |
|
2.618 |
0.7300 |
|
4.250 |
0.7173 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7570 |
| PP |
0.7547 |
0.7565 |
| S1 |
0.7543 |
0.7560 |
|