CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7573 |
0.7606 |
0.0033 |
0.4% |
0.7704 |
| High |
0.7680 |
0.7697 |
0.0017 |
0.2% |
0.7714 |
| Low |
0.7548 |
0.7603 |
0.0055 |
0.7% |
0.7504 |
| Close |
0.7605 |
0.7668 |
0.0063 |
0.8% |
0.7555 |
| Range |
0.0132 |
0.0094 |
-0.0038 |
-28.8% |
0.0210 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
112,064 |
96,907 |
-15,157 |
-13.5% |
420,930 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7897 |
0.7720 |
|
| R3 |
0.7844 |
0.7803 |
0.7694 |
|
| R2 |
0.7750 |
0.7750 |
0.7685 |
|
| R1 |
0.7709 |
0.7709 |
0.7677 |
0.7730 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7666 |
| S1 |
0.7615 |
0.7615 |
0.7659 |
0.7636 |
| S2 |
0.7562 |
0.7562 |
0.7651 |
|
| S3 |
0.7468 |
0.7521 |
0.7642 |
|
| S4 |
0.7374 |
0.7427 |
0.7616 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8098 |
0.7671 |
|
| R3 |
0.8011 |
0.7888 |
0.7613 |
|
| R2 |
0.7801 |
0.7801 |
0.7594 |
|
| R1 |
0.7678 |
0.7678 |
0.7574 |
0.7635 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7569 |
| S1 |
0.7468 |
0.7468 |
0.7536 |
0.7425 |
| S2 |
0.7381 |
0.7381 |
0.7517 |
|
| S3 |
0.7171 |
0.7258 |
0.7497 |
|
| S4 |
0.6961 |
0.7048 |
0.7440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7697 |
0.7504 |
0.0193 |
2.5% |
0.0095 |
1.2% |
85% |
True |
False |
97,318 |
| 10 |
0.7868 |
0.7504 |
0.0364 |
4.7% |
0.0091 |
1.2% |
45% |
False |
False |
91,197 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0112 |
1.5% |
41% |
False |
False |
95,751 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0096 |
1.3% |
41% |
False |
False |
51,095 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0099 |
1.3% |
23% |
False |
False |
34,181 |
| 80 |
0.8225 |
0.7504 |
0.0721 |
9.4% |
0.0086 |
1.1% |
23% |
False |
False |
25,651 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.6% |
0.0071 |
0.9% |
15% |
False |
False |
20,522 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.2% |
0.0062 |
0.8% |
13% |
False |
False |
17,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8097 |
|
2.618 |
0.7943 |
|
1.618 |
0.7849 |
|
1.000 |
0.7791 |
|
0.618 |
0.7755 |
|
HIGH |
0.7697 |
|
0.618 |
0.7661 |
|
0.500 |
0.7650 |
|
0.382 |
0.7639 |
|
LOW |
0.7603 |
|
0.618 |
0.7545 |
|
1.000 |
0.7509 |
|
1.618 |
0.7451 |
|
2.618 |
0.7357 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7662 |
0.7653 |
| PP |
0.7656 |
0.7638 |
| S1 |
0.7650 |
0.7623 |
|