CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7643 |
-0.0022 |
-0.3% |
0.7609 |
| High |
0.7693 |
0.7650 |
-0.0043 |
-0.6% |
0.7709 |
| Low |
0.7609 |
0.7526 |
-0.0083 |
-1.1% |
0.7548 |
| Close |
0.7655 |
0.7559 |
-0.0096 |
-1.3% |
0.7655 |
| Range |
0.0084 |
0.0124 |
0.0040 |
47.6% |
0.0161 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.1% |
0.0000 |
| Volume |
83,357 |
114,508 |
31,151 |
37.4% |
430,689 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7879 |
0.7627 |
|
| R3 |
0.7826 |
0.7755 |
0.7593 |
|
| R2 |
0.7702 |
0.7702 |
0.7582 |
|
| R1 |
0.7631 |
0.7631 |
0.7570 |
0.7605 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7565 |
| S1 |
0.7507 |
0.7507 |
0.7548 |
0.7481 |
| S2 |
0.7454 |
0.7454 |
0.7536 |
|
| S3 |
0.7330 |
0.7383 |
0.7525 |
|
| S4 |
0.7206 |
0.7259 |
0.7491 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8049 |
0.7744 |
|
| R3 |
0.7959 |
0.7888 |
0.7699 |
|
| R2 |
0.7798 |
0.7798 |
0.7685 |
|
| R1 |
0.7727 |
0.7727 |
0.7670 |
0.7763 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7655 |
| S1 |
0.7566 |
0.7566 |
0.7640 |
0.7602 |
| S2 |
0.7476 |
0.7476 |
0.7625 |
|
| S3 |
0.7315 |
0.7405 |
0.7611 |
|
| S4 |
0.7154 |
0.7244 |
0.7566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7709 |
0.7526 |
0.0183 |
2.4% |
0.0103 |
1.4% |
18% |
False |
True |
99,632 |
| 10 |
0.7714 |
0.7504 |
0.0210 |
2.8% |
0.0095 |
1.3% |
26% |
False |
False |
96,612 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.3% |
0.0109 |
1.4% |
14% |
False |
False |
98,244 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.3% |
0.0096 |
1.3% |
14% |
False |
False |
58,307 |
| 60 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0099 |
1.3% |
8% |
False |
False |
38,994 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0088 |
1.2% |
8% |
False |
False |
29,266 |
| 100 |
0.8605 |
0.7504 |
0.1101 |
14.6% |
0.0074 |
1.0% |
5% |
False |
False |
23,414 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.4% |
0.0064 |
0.8% |
4% |
False |
False |
19,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8177 |
|
2.618 |
0.7975 |
|
1.618 |
0.7851 |
|
1.000 |
0.7774 |
|
0.618 |
0.7727 |
|
HIGH |
0.7650 |
|
0.618 |
0.7603 |
|
0.500 |
0.7588 |
|
0.382 |
0.7573 |
|
LOW |
0.7526 |
|
0.618 |
0.7449 |
|
1.000 |
0.7402 |
|
1.618 |
0.7325 |
|
2.618 |
0.7201 |
|
4.250 |
0.6999 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7618 |
| PP |
0.7578 |
0.7598 |
| S1 |
0.7569 |
0.7579 |
|