CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7658 |
0.7575 |
-0.0083 |
-1.1% |
0.7721 |
High |
0.7664 |
0.7578 |
-0.0086 |
-1.1% |
0.7855 |
Low |
0.7565 |
0.7528 |
-0.0037 |
-0.5% |
0.7680 |
Close |
0.7584 |
0.7547 |
-0.0037 |
-0.5% |
0.7689 |
Range |
0.0099 |
0.0050 |
-0.0049 |
-49.5% |
0.0175 |
ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
85 |
83 |
-2 |
-2.4% |
233 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7701 |
0.7674 |
0.7575 |
|
R3 |
0.7651 |
0.7624 |
0.7561 |
|
R2 |
0.7601 |
0.7601 |
0.7556 |
|
R1 |
0.7574 |
0.7574 |
0.7552 |
0.7563 |
PP |
0.7551 |
0.7551 |
0.7551 |
0.7545 |
S1 |
0.7524 |
0.7524 |
0.7542 |
0.7513 |
S2 |
0.7501 |
0.7501 |
0.7538 |
|
S3 |
0.7451 |
0.7474 |
0.7533 |
|
S4 |
0.7401 |
0.7424 |
0.7520 |
|
|
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 |
0.7822 |
0.7528 |
0.0294 |
3.9% |
0.0063 |
0.8% |
6% |
False |
True |
63 |
10 |
0.7855 |
0.7520 |
0.0335 |
4.4% |
0.0104 |
1.4% |
8% |
False |
False |
52 |
20 |
0.7855 |
0.7495 |
0.0360 |
4.8% |
0.0071 |
0.9% |
14% |
False |
False |
35 |
40 |
0.7855 |
0.7495 |
0.0360 |
4.8% |
0.0046 |
0.6% |
14% |
False |
False |
20 |
60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0036 |
0.5% |
8% |
False |
False |
14 |
80 |
0.8224 |
0.7495 |
0.0729 |
9.7% |
0.0029 |
0.4% |
7% |
False |
False |
10 |
100 |
0.8569 |
0.7495 |
0.1074 |
14.2% |
0.0024 |
0.3% |
5% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7791 |
2.618 |
0.7709 |
1.618 |
0.7659 |
1.000 |
0.7628 |
0.618 |
0.7609 |
HIGH |
0.7578 |
0.618 |
0.7559 |
0.500 |
0.7553 |
0.382 |
0.7547 |
LOW |
0.7528 |
0.618 |
0.7497 |
1.000 |
0.7478 |
1.618 |
0.7447 |
2.618 |
0.7397 |
4.250 |
0.7316 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7553 |
0.7627 |
PP |
0.7551 |
0.7600 |
S1 |
0.7549 |
0.7574 |
|