CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7553 |
0.7522 |
-0.0031 |
-0.4% |
0.7721 |
High |
0.7589 |
0.7530 |
-0.0059 |
-0.8% |
0.7855 |
Low |
0.7520 |
0.7470 |
-0.0050 |
-0.7% |
0.7680 |
Close |
0.7535 |
0.7521 |
-0.0014 |
-0.2% |
0.7689 |
Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0175 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
80 |
82 |
2 |
2.5% |
233 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7664 |
0.7554 |
|
R3 |
0.7627 |
0.7604 |
0.7538 |
|
R2 |
0.7567 |
0.7567 |
0.7532 |
|
R1 |
0.7544 |
0.7544 |
0.7527 |
0.7526 |
PP |
0.7507 |
0.7507 |
0.7507 |
0.7498 |
S1 |
0.7484 |
0.7484 |
0.7516 |
0.7466 |
S2 |
0.7447 |
0.7447 |
0.7510 |
|
S3 |
0.7387 |
0.7424 |
0.7505 |
|
S4 |
0.7327 |
0.7364 |
0.7488 |
|
|
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 |
0.7726 |
0.7470 |
0.0256 |
3.4% |
0.0065 |
0.9% |
20% |
False |
True |
84 |
10 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0078 |
1.0% |
13% |
False |
True |
62 |
20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0078 |
1.0% |
13% |
False |
True |
43 |
40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0045 |
0.6% |
13% |
False |
True |
23 |
60 |
0.8138 |
0.7470 |
0.0668 |
8.9% |
0.0039 |
0.5% |
8% |
False |
True |
16 |
80 |
0.8180 |
0.7470 |
0.0710 |
9.4% |
0.0031 |
0.4% |
7% |
False |
True |
12 |
100 |
0.8569 |
0.7470 |
0.1099 |
14.6% |
0.0025 |
0.3% |
5% |
False |
True |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7785 |
2.618 |
0.7687 |
1.618 |
0.7627 |
1.000 |
0.7590 |
0.618 |
0.7567 |
HIGH |
0.7530 |
0.618 |
0.7507 |
0.500 |
0.7500 |
0.382 |
0.7493 |
LOW |
0.7470 |
0.618 |
0.7433 |
1.000 |
0.7410 |
1.618 |
0.7373 |
2.618 |
0.7313 |
4.250 |
0.7215 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7530 |
PP |
0.7507 |
0.7527 |
S1 |
0.7500 |
0.7524 |
|