CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7755 |
0.7722 |
-0.0033 |
-0.4% |
0.7721 |
High |
0.7804 |
0.7726 |
-0.0078 |
-1.0% |
0.7855 |
Low |
0.7740 |
0.7680 |
-0.0060 |
-0.8% |
0.7680 |
Close |
0.7744 |
0.7689 |
-0.0055 |
-0.7% |
0.7689 |
Range |
0.0064 |
0.0046 |
-0.0018 |
-28.1% |
0.0175 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
19 |
93 |
74 |
389.5% |
233 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7809 |
0.7714 |
|
R3 |
0.7790 |
0.7763 |
0.7702 |
|
R2 |
0.7744 |
0.7744 |
0.7697 |
|
R1 |
0.7717 |
0.7717 |
0.7693 |
0.7708 |
PP |
0.7698 |
0.7698 |
0.7698 |
0.7694 |
S1 |
0.7671 |
0.7671 |
0.7685 |
0.7662 |
S2 |
0.7652 |
0.7652 |
0.7681 |
|
S3 |
0.7606 |
0.7625 |
0.7676 |
|
S4 |
0.7560 |
0.7579 |
0.7664 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8266 |
0.8153 |
0.7785 |
|
R3 |
0.8091 |
0.7978 |
0.7737 |
|
R2 |
0.7916 |
0.7916 |
0.7721 |
|
R1 |
0.7803 |
0.7803 |
0.7705 |
0.7772 |
PP |
0.7741 |
0.7741 |
0.7741 |
0.7726 |
S1 |
0.7628 |
0.7628 |
0.7673 |
0.7597 |
S2 |
0.7566 |
0.7566 |
0.7657 |
|
S3 |
0.7391 |
0.7453 |
0.7641 |
|
S4 |
0.7216 |
0.7278 |
0.7593 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7855 |
0.7680 |
0.0175 |
2.3% |
0.0073 |
0.9% |
5% |
False |
True |
46 |
10 |
0.7855 |
0.7520 |
0.0335 |
4.4% |
0.0099 |
1.3% |
50% |
False |
False |
38 |
20 |
0.7855 |
0.7495 |
0.0360 |
4.7% |
0.0064 |
0.8% |
54% |
False |
False |
27 |
40 |
0.7855 |
0.7495 |
0.0360 |
4.7% |
0.0044 |
0.6% |
54% |
False |
False |
16 |
60 |
0.8138 |
0.7495 |
0.0643 |
8.4% |
0.0034 |
0.4% |
30% |
False |
False |
11 |
80 |
0.8279 |
0.7495 |
0.0784 |
10.2% |
0.0027 |
0.4% |
25% |
False |
False |
8 |
100 |
0.8569 |
0.7495 |
0.1074 |
14.0% |
0.0022 |
0.3% |
18% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7922 |
2.618 |
0.7846 |
1.618 |
0.7800 |
1.000 |
0.7772 |
0.618 |
0.7754 |
HIGH |
0.7726 |
0.618 |
0.7708 |
0.500 |
0.7703 |
0.382 |
0.7698 |
LOW |
0.7680 |
0.618 |
0.7652 |
1.000 |
0.7634 |
1.618 |
0.7606 |
2.618 |
0.7560 |
4.250 |
0.7485 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7703 |
0.7751 |
PP |
0.7698 |
0.7730 |
S1 |
0.7694 |
0.7710 |
|