CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7700 |
-0.0083 |
-1.1% |
0.7643 |
| High |
0.7801 |
0.7730 |
-0.0071 |
-0.9% |
0.7817 |
| Low |
0.7682 |
0.7659 |
-0.0023 |
-0.3% |
0.7526 |
| Close |
0.7693 |
0.7682 |
-0.0011 |
-0.1% |
0.7754 |
| Range |
0.0119 |
0.0071 |
-0.0048 |
-40.3% |
0.0291 |
| ATR |
0.0106 |
0.0104 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
82,921 |
76,349 |
-6,572 |
-7.9% |
587,264 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7864 |
0.7721 |
|
| R3 |
0.7832 |
0.7793 |
0.7702 |
|
| R2 |
0.7761 |
0.7761 |
0.7695 |
|
| R1 |
0.7722 |
0.7722 |
0.7689 |
0.7706 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7683 |
| S1 |
0.7651 |
0.7651 |
0.7675 |
0.7635 |
| S2 |
0.7619 |
0.7619 |
0.7669 |
|
| S3 |
0.7548 |
0.7580 |
0.7662 |
|
| S4 |
0.7477 |
0.7509 |
0.7643 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8572 |
0.8454 |
0.7914 |
|
| R3 |
0.8281 |
0.8163 |
0.7834 |
|
| R2 |
0.7990 |
0.7990 |
0.7807 |
|
| R1 |
0.7872 |
0.7872 |
0.7781 |
0.7931 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7729 |
| S1 |
0.7581 |
0.7581 |
0.7727 |
0.7640 |
| S2 |
0.7408 |
0.7408 |
0.7701 |
|
| S3 |
0.7117 |
0.7290 |
0.7674 |
|
| S4 |
0.6826 |
0.6999 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7817 |
0.7545 |
0.0272 |
3.5% |
0.0110 |
1.4% |
50% |
False |
False |
104,778 |
| 10 |
0.7817 |
0.7526 |
0.0291 |
3.8% |
0.0103 |
1.3% |
54% |
False |
False |
101,812 |
| 20 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0097 |
1.3% |
45% |
False |
False |
97,132 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.2% |
0.0103 |
1.3% |
45% |
False |
False |
74,049 |
| 60 |
0.7942 |
0.7504 |
0.0438 |
5.7% |
0.0098 |
1.3% |
41% |
False |
False |
49,490 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.2% |
0.0092 |
1.2% |
25% |
False |
False |
37,164 |
| 100 |
0.8430 |
0.7504 |
0.0926 |
12.1% |
0.0080 |
1.0% |
19% |
False |
False |
29,734 |
| 120 |
0.8746 |
0.7504 |
0.1242 |
16.2% |
0.0069 |
0.9% |
14% |
False |
False |
24,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7916 |
|
1.618 |
0.7845 |
|
1.000 |
0.7801 |
|
0.618 |
0.7774 |
|
HIGH |
0.7730 |
|
0.618 |
0.7703 |
|
0.500 |
0.7695 |
|
0.382 |
0.7686 |
|
LOW |
0.7659 |
|
0.618 |
0.7615 |
|
1.000 |
0.7588 |
|
1.618 |
0.7544 |
|
2.618 |
0.7473 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7695 |
0.7738 |
| PP |
0.7690 |
0.7719 |
| S1 |
0.7686 |
0.7701 |
|