CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7597 |
0.7650 |
0.0053 |
0.7% |
0.7609 |
| High |
0.7674 |
0.7796 |
0.0122 |
1.6% |
0.7709 |
| Low |
0.7545 |
0.7647 |
0.0102 |
1.4% |
0.7548 |
| Close |
0.7657 |
0.7788 |
0.0131 |
1.7% |
0.7655 |
| Range |
0.0129 |
0.0149 |
0.0020 |
15.5% |
0.0161 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
3.1% |
0.0000 |
| Volume |
120,151 |
141,084 |
20,933 |
17.4% |
430,689 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8191 |
0.8138 |
0.7870 |
|
| R3 |
0.8042 |
0.7989 |
0.7829 |
|
| R2 |
0.7893 |
0.7893 |
0.7815 |
|
| R1 |
0.7840 |
0.7840 |
0.7802 |
0.7867 |
| PP |
0.7744 |
0.7744 |
0.7744 |
0.7757 |
| S1 |
0.7691 |
0.7691 |
0.7774 |
0.7718 |
| S2 |
0.7595 |
0.7595 |
0.7761 |
|
| S3 |
0.7446 |
0.7542 |
0.7747 |
|
| S4 |
0.7297 |
0.7393 |
0.7706 |
|
|
| 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 |
0.7796 |
0.7526 |
0.0270 |
3.5% |
0.0116 |
1.5% |
97% |
True |
False |
113,446 |
| 10 |
0.7796 |
0.7504 |
0.0292 |
3.7% |
0.0105 |
1.3% |
97% |
True |
False |
102,900 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0108 |
1.4% |
72% |
False |
False |
101,967 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0101 |
1.3% |
72% |
False |
False |
67,509 |
| 60 |
0.8140 |
0.7504 |
0.0636 |
8.2% |
0.0100 |
1.3% |
45% |
False |
False |
45,129 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0090 |
1.2% |
40% |
False |
False |
33,882 |
| 100 |
0.8552 |
0.7504 |
0.1048 |
13.5% |
0.0078 |
1.0% |
27% |
False |
False |
27,107 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
15.9% |
0.0067 |
0.9% |
23% |
False |
False |
22,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8429 |
|
2.618 |
0.8186 |
|
1.618 |
0.8037 |
|
1.000 |
0.7945 |
|
0.618 |
0.7888 |
|
HIGH |
0.7796 |
|
0.618 |
0.7739 |
|
0.500 |
0.7722 |
|
0.382 |
0.7704 |
|
LOW |
0.7647 |
|
0.618 |
0.7555 |
|
1.000 |
0.7498 |
|
1.618 |
0.7406 |
|
2.618 |
0.7257 |
|
4.250 |
0.7014 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7766 |
0.7746 |
| PP |
0.7744 |
0.7704 |
| S1 |
0.7722 |
0.7662 |
|