CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7561 |
-0.0082 |
-1.1% |
0.7609 |
| High |
0.7650 |
0.7622 |
-0.0028 |
-0.4% |
0.7709 |
| Low |
0.7526 |
0.7528 |
0.0002 |
0.0% |
0.7548 |
| Close |
0.7559 |
0.7605 |
0.0046 |
0.6% |
0.7655 |
| Range |
0.0124 |
0.0094 |
-0.0030 |
-24.2% |
0.0161 |
| ATR |
0.0102 |
0.0102 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
114,508 |
108,134 |
-6,374 |
-5.6% |
430,689 |
|
| Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7830 |
0.7657 |
|
| R3 |
0.7773 |
0.7736 |
0.7631 |
|
| R2 |
0.7679 |
0.7679 |
0.7622 |
|
| R1 |
0.7642 |
0.7642 |
0.7614 |
0.7661 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7594 |
| S1 |
0.7548 |
0.7548 |
0.7596 |
0.7567 |
| S2 |
0.7491 |
0.7491 |
0.7588 |
|
| S3 |
0.7397 |
0.7454 |
0.7579 |
|
| S4 |
0.7303 |
0.7360 |
0.7553 |
|
|
| 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% |
0.0095 |
1.2% |
43% |
False |
False |
98,846 |
| 10 |
0.7709 |
0.7504 |
0.0205 |
2.7% |
0.0093 |
1.2% |
49% |
False |
False |
97,897 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0110 |
1.4% |
25% |
False |
False |
99,874 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0097 |
1.3% |
25% |
False |
False |
60,990 |
| 60 |
0.8162 |
0.7504 |
0.0658 |
8.7% |
0.0098 |
1.3% |
15% |
False |
False |
40,793 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.3% |
0.0089 |
1.2% |
14% |
False |
False |
30,618 |
| 100 |
0.8605 |
0.7504 |
0.1101 |
14.5% |
0.0075 |
1.0% |
9% |
False |
False |
24,495 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.3% |
0.0065 |
0.8% |
8% |
False |
False |
20,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7868 |
|
1.618 |
0.7774 |
|
1.000 |
0.7716 |
|
0.618 |
0.7680 |
|
HIGH |
0.7622 |
|
0.618 |
0.7586 |
|
0.500 |
0.7575 |
|
0.382 |
0.7564 |
|
LOW |
0.7528 |
|
0.618 |
0.7470 |
|
1.000 |
0.7434 |
|
1.618 |
0.7376 |
|
2.618 |
0.7282 |
|
4.250 |
0.7129 |
|
|
| Fisher Pivots for day following 14-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7610 |
| PP |
0.7585 |
0.7608 |
| S1 |
0.7575 |
0.7607 |
|