CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7585 |
0.0075 |
1.0% |
0.7658 |
| High |
0.7633 |
0.7596 |
-0.0037 |
-0.5% |
0.7664 |
| Low |
0.7510 |
0.7550 |
0.0040 |
0.5% |
0.7470 |
| Close |
0.7596 |
0.7561 |
-0.0035 |
-0.5% |
0.7596 |
| Range |
0.0123 |
0.0046 |
-0.0077 |
-62.6% |
0.0194 |
| ATR |
0.0082 |
0.0080 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
147 |
46 |
-101 |
-68.7% |
477 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7707 |
0.7680 |
0.7586 |
|
| R3 |
0.7661 |
0.7634 |
0.7574 |
|
| R2 |
0.7615 |
0.7615 |
0.7569 |
|
| R1 |
0.7588 |
0.7588 |
0.7565 |
0.7579 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7564 |
| S1 |
0.7542 |
0.7542 |
0.7557 |
0.7533 |
| S2 |
0.7523 |
0.7523 |
0.7553 |
|
| S3 |
0.7477 |
0.7496 |
0.7548 |
|
| S4 |
0.7431 |
0.7450 |
0.7536 |
|
|
| 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 |
0.7633 |
0.7470 |
0.0163 |
2.2% |
0.0070 |
0.9% |
56% |
False |
False |
87 |
| 10 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0069 |
0.9% |
24% |
False |
False |
70 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0085 |
1.1% |
24% |
False |
False |
52 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0049 |
0.6% |
24% |
False |
False |
28 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0041 |
0.5% |
14% |
False |
False |
19 |
| 80 |
0.8180 |
0.7470 |
0.0710 |
9.4% |
0.0032 |
0.4% |
13% |
False |
False |
15 |
| 100 |
0.8569 |
0.7470 |
0.1099 |
14.5% |
0.0027 |
0.4% |
8% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7792 |
|
2.618 |
0.7716 |
|
1.618 |
0.7670 |
|
1.000 |
0.7642 |
|
0.618 |
0.7624 |
|
HIGH |
0.7596 |
|
0.618 |
0.7578 |
|
0.500 |
0.7573 |
|
0.382 |
0.7568 |
|
LOW |
0.7550 |
|
0.618 |
0.7522 |
|
1.000 |
0.7504 |
|
1.618 |
0.7476 |
|
2.618 |
0.7430 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7558 |
| PP |
0.7569 |
0.7555 |
| S1 |
0.7565 |
0.7552 |
|