CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 03-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7522 |
0.7510 |
-0.0012 |
-0.2% |
0.7658 |
High |
0.7530 |
0.7633 |
0.0103 |
1.4% |
0.7664 |
Low |
0.7470 |
0.7510 |
0.0040 |
0.5% |
0.7470 |
Close |
0.7521 |
0.7596 |
0.0075 |
1.0% |
0.7596 |
Range |
0.0060 |
0.0123 |
0.0063 |
105.0% |
0.0194 |
ATR |
0.0079 |
0.0082 |
0.0003 |
3.9% |
0.0000 |
Volume |
82 |
147 |
65 |
79.3% |
477 |
|
Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7949 |
0.7895 |
0.7664 |
|
R3 |
0.7826 |
0.7772 |
0.7630 |
|
R2 |
0.7703 |
0.7703 |
0.7619 |
|
R1 |
0.7649 |
0.7649 |
0.7607 |
0.7676 |
PP |
0.7580 |
0.7580 |
0.7580 |
0.7593 |
S1 |
0.7526 |
0.7526 |
0.7585 |
0.7553 |
S2 |
0.7457 |
0.7457 |
0.7573 |
|
S3 |
0.7334 |
0.7403 |
0.7562 |
|
S4 |
0.7211 |
0.7280 |
0.7528 |
|
|
Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8159 |
0.8071 |
0.7703 |
|
R3 |
0.7965 |
0.7877 |
0.7649 |
|
R2 |
0.7771 |
0.7771 |
0.7632 |
|
R1 |
0.7683 |
0.7683 |
0.7614 |
0.7630 |
PP |
0.7577 |
0.7577 |
0.7577 |
0.7550 |
S1 |
0.7489 |
0.7489 |
0.7578 |
0.7436 |
S2 |
0.7383 |
0.7383 |
0.7560 |
|
S3 |
0.7189 |
0.7295 |
0.7543 |
|
S4 |
0.6995 |
0.7101 |
0.7489 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7664 |
0.7470 |
0.0194 |
2.6% |
0.0080 |
1.1% |
65% |
False |
False |
95 |
10 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0077 |
1.0% |
33% |
False |
False |
71 |
20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0082 |
1.1% |
33% |
False |
False |
50 |
40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0048 |
0.6% |
33% |
False |
False |
27 |
60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0041 |
0.5% |
19% |
False |
False |
19 |
80 |
0.8180 |
0.7470 |
0.0710 |
9.3% |
0.0031 |
0.4% |
18% |
False |
False |
14 |
100 |
0.8569 |
0.7470 |
0.1099 |
14.5% |
0.0026 |
0.3% |
11% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8156 |
2.618 |
0.7955 |
1.618 |
0.7832 |
1.000 |
0.7756 |
0.618 |
0.7709 |
HIGH |
0.7633 |
0.618 |
0.7586 |
0.500 |
0.7572 |
0.382 |
0.7557 |
LOW |
0.7510 |
0.618 |
0.7434 |
1.000 |
0.7387 |
1.618 |
0.7311 |
2.618 |
0.7188 |
4.250 |
0.6987 |
|
|
Fisher Pivots for day following 03-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7588 |
0.7581 |
PP |
0.7580 |
0.7566 |
S1 |
0.7572 |
0.7552 |
|