CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7722 |
0.7658 |
-0.0064 |
-0.8% |
0.7721 |
| High |
0.7726 |
0.7664 |
-0.0062 |
-0.8% |
0.7855 |
| Low |
0.7680 |
0.7565 |
-0.0115 |
-1.5% |
0.7680 |
| Close |
0.7689 |
0.7584 |
-0.0105 |
-1.4% |
0.7689 |
| Range |
0.0046 |
0.0099 |
0.0053 |
115.2% |
0.0175 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.9% |
0.0000 |
| Volume |
93 |
85 |
-8 |
-8.6% |
233 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7842 |
0.7638 |
|
| R3 |
0.7802 |
0.7743 |
0.7611 |
|
| R2 |
0.7703 |
0.7703 |
0.7602 |
|
| R1 |
0.7644 |
0.7644 |
0.7593 |
0.7624 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7595 |
| S1 |
0.7545 |
0.7545 |
0.7575 |
0.7525 |
| S2 |
0.7505 |
0.7505 |
0.7566 |
|
| S3 |
0.7406 |
0.7446 |
0.7557 |
|
| S4 |
0.7307 |
0.7347 |
0.7530 |
|
|
| 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 |
0.7565 |
0.0290 |
3.8% |
0.0069 |
0.9% |
7% |
False |
True |
52 |
| 10 |
0.7855 |
0.7520 |
0.0335 |
4.4% |
0.0104 |
1.4% |
19% |
False |
False |
46 |
| 20 |
0.7855 |
0.7495 |
0.0360 |
4.7% |
0.0069 |
0.9% |
25% |
False |
False |
31 |
| 40 |
0.7855 |
0.7495 |
0.0360 |
4.7% |
0.0046 |
0.6% |
25% |
False |
False |
18 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0036 |
0.5% |
14% |
False |
False |
12 |
| 80 |
0.8239 |
0.7495 |
0.0744 |
9.8% |
0.0028 |
0.4% |
12% |
False |
False |
9 |
| 100 |
0.8569 |
0.7495 |
0.1074 |
14.2% |
0.0023 |
0.3% |
8% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8085 |
|
2.618 |
0.7923 |
|
1.618 |
0.7824 |
|
1.000 |
0.7763 |
|
0.618 |
0.7725 |
|
HIGH |
0.7664 |
|
0.618 |
0.7626 |
|
0.500 |
0.7615 |
|
0.382 |
0.7603 |
|
LOW |
0.7565 |
|
0.618 |
0.7504 |
|
1.000 |
0.7466 |
|
1.618 |
0.7405 |
|
2.618 |
0.7306 |
|
4.250 |
0.7144 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7685 |
| PP |
0.7604 |
0.7651 |
| S1 |
0.7594 |
0.7618 |
|