CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7729 |
0.7757 |
0.0028 |
0.4% |
0.7783 |
| High |
0.7768 |
0.7819 |
0.0051 |
0.7% |
0.7819 |
| Low |
0.7689 |
0.7743 |
0.0054 |
0.7% |
0.7659 |
| Close |
0.7756 |
0.7803 |
0.0047 |
0.6% |
0.7803 |
| Range |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0160 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
89,485 |
79,305 |
-10,180 |
-11.4% |
404,978 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8016 |
0.7986 |
0.7845 |
|
| R3 |
0.7940 |
0.7910 |
0.7824 |
|
| R2 |
0.7864 |
0.7864 |
0.7817 |
|
| R1 |
0.7834 |
0.7834 |
0.7810 |
0.7849 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7796 |
| S1 |
0.7758 |
0.7758 |
0.7796 |
0.7773 |
| S2 |
0.7712 |
0.7712 |
0.7789 |
|
| S3 |
0.7636 |
0.7682 |
0.7782 |
|
| S4 |
0.7560 |
0.7606 |
0.7761 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8182 |
0.7891 |
|
| R3 |
0.8080 |
0.8022 |
0.7847 |
|
| R2 |
0.7920 |
0.7920 |
0.7832 |
|
| R1 |
0.7862 |
0.7862 |
0.7818 |
0.7891 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7775 |
| S1 |
0.7702 |
0.7702 |
0.7788 |
0.7731 |
| S2 |
0.7600 |
0.7600 |
0.7774 |
|
| S3 |
0.7440 |
0.7542 |
0.7759 |
|
| S4 |
0.7280 |
0.7382 |
0.7715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7819 |
0.7659 |
0.0160 |
2.1% |
0.0089 |
1.1% |
90% |
True |
False |
80,995 |
| 10 |
0.7819 |
0.7526 |
0.0293 |
3.8% |
0.0103 |
1.3% |
95% |
True |
False |
99,224 |
| 20 |
0.7819 |
0.7504 |
0.0315 |
4.0% |
0.0097 |
1.2% |
95% |
True |
False |
96,550 |
| 40 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0102 |
1.3% |
75% |
False |
False |
80,133 |
| 60 |
0.7901 |
0.7504 |
0.0397 |
5.1% |
0.0098 |
1.3% |
75% |
False |
False |
53,569 |
| 80 |
0.8208 |
0.7504 |
0.0704 |
9.0% |
0.0095 |
1.2% |
42% |
False |
False |
40,235 |
| 100 |
0.8394 |
0.7504 |
0.0890 |
11.4% |
0.0082 |
1.1% |
34% |
False |
False |
32,191 |
| 120 |
0.8656 |
0.7504 |
0.1152 |
14.8% |
0.0071 |
0.9% |
26% |
False |
False |
26,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8142 |
|
2.618 |
0.8018 |
|
1.618 |
0.7942 |
|
1.000 |
0.7895 |
|
0.618 |
0.7866 |
|
HIGH |
0.7819 |
|
0.618 |
0.7790 |
|
0.500 |
0.7781 |
|
0.382 |
0.7772 |
|
LOW |
0.7743 |
|
0.618 |
0.7696 |
|
1.000 |
0.7667 |
|
1.618 |
0.7620 |
|
2.618 |
0.7544 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7786 |
| PP |
0.7788 |
0.7768 |
| S1 |
0.7781 |
0.7751 |
|