CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7657 |
0.0051 |
0.7% |
0.7704 |
| High |
0.7697 |
0.7709 |
0.0012 |
0.2% |
0.7714 |
| Low |
0.7603 |
0.7630 |
0.0027 |
0.4% |
0.7504 |
| Close |
0.7668 |
0.7659 |
-0.0009 |
-0.1% |
0.7555 |
| Range |
0.0094 |
0.0079 |
-0.0015 |
-16.0% |
0.0210 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
96,907 |
91,328 |
-5,579 |
-5.8% |
420,930 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7860 |
0.7702 |
|
| R3 |
0.7824 |
0.7781 |
0.7681 |
|
| R2 |
0.7745 |
0.7745 |
0.7673 |
|
| R1 |
0.7702 |
0.7702 |
0.7666 |
0.7724 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7677 |
| S1 |
0.7623 |
0.7623 |
0.7652 |
0.7645 |
| S2 |
0.7587 |
0.7587 |
0.7645 |
|
| S3 |
0.7508 |
0.7544 |
0.7637 |
|
| S4 |
0.7429 |
0.7465 |
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 |
0.7709 |
0.7504 |
0.0205 |
2.7% |
0.0094 |
1.2% |
76% |
True |
False |
92,354 |
| 10 |
0.7849 |
0.7504 |
0.0345 |
4.5% |
0.0092 |
1.2% |
45% |
False |
False |
93,033 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0112 |
1.5% |
39% |
False |
False |
96,575 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0096 |
1.3% |
39% |
False |
False |
53,372 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0098 |
1.3% |
22% |
False |
False |
35,700 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0086 |
1.1% |
22% |
False |
False |
26,793 |
| 100 |
0.8624 |
0.7504 |
0.1120 |
14.6% |
0.0072 |
0.9% |
14% |
False |
False |
21,435 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.2% |
0.0062 |
0.8% |
12% |
False |
False |
17,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7916 |
|
1.618 |
0.7837 |
|
1.000 |
0.7788 |
|
0.618 |
0.7758 |
|
HIGH |
0.7709 |
|
0.618 |
0.7679 |
|
0.500 |
0.7670 |
|
0.382 |
0.7660 |
|
LOW |
0.7630 |
|
0.618 |
0.7581 |
|
1.000 |
0.7551 |
|
1.618 |
0.7502 |
|
2.618 |
0.7423 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7649 |
| PP |
0.7666 |
0.7639 |
| S1 |
0.7663 |
0.7629 |
|