CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7553 |
-0.0022 |
-0.3% |
0.7721 |
| High |
0.7578 |
0.7589 |
0.0011 |
0.1% |
0.7855 |
| Low |
0.7528 |
0.7520 |
-0.0008 |
-0.1% |
0.7680 |
| Close |
0.7547 |
0.7535 |
-0.0012 |
-0.2% |
0.7689 |
| Range |
0.0050 |
0.0069 |
0.0019 |
38.0% |
0.0175 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
83 |
80 |
-3 |
-3.6% |
233 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7714 |
0.7573 |
|
| R3 |
0.7686 |
0.7645 |
0.7554 |
|
| R2 |
0.7617 |
0.7617 |
0.7548 |
|
| R1 |
0.7576 |
0.7576 |
0.7541 |
0.7562 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7541 |
| S1 |
0.7507 |
0.7507 |
0.7529 |
0.7493 |
| S2 |
0.7479 |
0.7479 |
0.7522 |
|
| S3 |
0.7410 |
0.7438 |
0.7516 |
|
| S4 |
0.7341 |
0.7369 |
0.7497 |
|
|
| 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 |
0.7804 |
0.7520 |
0.0284 |
3.8% |
0.0066 |
0.9% |
5% |
False |
True |
72 |
| 10 |
0.7855 |
0.7520 |
0.0335 |
4.4% |
0.0090 |
1.2% |
4% |
False |
True |
57 |
| 20 |
0.7855 |
0.7495 |
0.0360 |
4.8% |
0.0075 |
1.0% |
11% |
False |
False |
39 |
| 40 |
0.7855 |
0.7495 |
0.0360 |
4.8% |
0.0044 |
0.6% |
11% |
False |
False |
22 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0038 |
0.5% |
6% |
False |
False |
15 |
| 80 |
0.8180 |
0.7495 |
0.0685 |
9.1% |
0.0030 |
0.4% |
6% |
False |
False |
11 |
| 100 |
0.8569 |
0.7495 |
0.1074 |
14.3% |
0.0025 |
0.3% |
4% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7770 |
|
1.618 |
0.7701 |
|
1.000 |
0.7658 |
|
0.618 |
0.7632 |
|
HIGH |
0.7589 |
|
0.618 |
0.7563 |
|
0.500 |
0.7555 |
|
0.382 |
0.7546 |
|
LOW |
0.7520 |
|
0.618 |
0.7477 |
|
1.000 |
0.7451 |
|
1.618 |
0.7408 |
|
2.618 |
0.7339 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7555 |
0.7592 |
| PP |
0.7548 |
0.7573 |
| S1 |
0.7542 |
0.7554 |
|