CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 08-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2015 |
08-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7523 |
0.7574 |
0.0051 |
0.7% |
0.7658 |
| High |
0.7638 |
0.7655 |
0.0017 |
0.2% |
0.7664 |
| Low |
0.7523 |
0.7574 |
0.0051 |
0.7% |
0.7470 |
| Close |
0.7569 |
0.7632 |
0.0063 |
0.8% |
0.7596 |
| Range |
0.0115 |
0.0081 |
-0.0034 |
-29.6% |
0.0194 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
59 |
214 |
155 |
262.7% |
477 |
|
| Daily Pivots for day following 08-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7829 |
0.7677 |
|
| R3 |
0.7782 |
0.7748 |
0.7654 |
|
| R2 |
0.7701 |
0.7701 |
0.7647 |
|
| R1 |
0.7667 |
0.7667 |
0.7639 |
0.7684 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7629 |
| S1 |
0.7586 |
0.7586 |
0.7625 |
0.7603 |
| S2 |
0.7539 |
0.7539 |
0.7617 |
|
| S3 |
0.7458 |
0.7505 |
0.7610 |
|
| S4 |
0.7377 |
0.7424 |
0.7587 |
|
|
| 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 |
0.7655 |
0.7470 |
0.0185 |
2.4% |
0.0085 |
1.1% |
88% |
True |
False |
109 |
| 10 |
0.7804 |
0.7470 |
0.0334 |
4.4% |
0.0075 |
1.0% |
49% |
False |
False |
90 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0090 |
1.2% |
42% |
False |
False |
65 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0054 |
0.7% |
42% |
False |
False |
35 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0045 |
0.6% |
24% |
False |
False |
24 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0034 |
0.4% |
24% |
False |
False |
18 |
| 100 |
0.8569 |
0.7470 |
0.1099 |
14.4% |
0.0029 |
0.4% |
15% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7999 |
|
2.618 |
0.7867 |
|
1.618 |
0.7786 |
|
1.000 |
0.7736 |
|
0.618 |
0.7705 |
|
HIGH |
0.7655 |
|
0.618 |
0.7624 |
|
0.500 |
0.7615 |
|
0.382 |
0.7605 |
|
LOW |
0.7574 |
|
0.618 |
0.7524 |
|
1.000 |
0.7493 |
|
1.618 |
0.7443 |
|
2.618 |
0.7362 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 08-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7618 |
| PP |
0.7620 |
0.7603 |
| S1 |
0.7615 |
0.7589 |
|