CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2015 |
09-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7616 |
0.0042 |
0.6% |
0.7658 |
| High |
0.7655 |
0.7670 |
0.0015 |
0.2% |
0.7664 |
| Low |
0.7574 |
0.7604 |
0.0030 |
0.4% |
0.7470 |
| Close |
0.7632 |
0.7623 |
-0.0009 |
-0.1% |
0.7596 |
| Range |
0.0081 |
0.0066 |
-0.0015 |
-18.5% |
0.0194 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
214 |
114 |
-100 |
-46.7% |
477 |
|
| Daily Pivots for day following 09-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7830 |
0.7793 |
0.7659 |
|
| R3 |
0.7764 |
0.7727 |
0.7641 |
|
| R2 |
0.7698 |
0.7698 |
0.7635 |
|
| R1 |
0.7661 |
0.7661 |
0.7629 |
0.7680 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7642 |
| S1 |
0.7595 |
0.7595 |
0.7617 |
0.7614 |
| S2 |
0.7566 |
0.7566 |
0.7611 |
|
| S3 |
0.7500 |
0.7529 |
0.7605 |
|
| S4 |
0.7434 |
0.7463 |
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 |
0.7670 |
0.7510 |
0.0160 |
2.1% |
0.0086 |
1.1% |
71% |
True |
False |
116 |
| 10 |
0.7726 |
0.7470 |
0.0256 |
3.4% |
0.0076 |
1.0% |
60% |
False |
False |
100 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0087 |
1.1% |
40% |
False |
False |
65 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0056 |
0.7% |
40% |
False |
False |
37 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0046 |
0.6% |
23% |
False |
False |
26 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0035 |
0.5% |
23% |
False |
False |
19 |
| 100 |
0.8569 |
0.7470 |
0.1099 |
14.4% |
0.0029 |
0.4% |
14% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7951 |
|
2.618 |
0.7843 |
|
1.618 |
0.7777 |
|
1.000 |
0.7736 |
|
0.618 |
0.7711 |
|
HIGH |
0.7670 |
|
0.618 |
0.7645 |
|
0.500 |
0.7637 |
|
0.382 |
0.7629 |
|
LOW |
0.7604 |
|
0.618 |
0.7563 |
|
1.000 |
0.7538 |
|
1.618 |
0.7497 |
|
2.618 |
0.7431 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 09-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7614 |
| PP |
0.7632 |
0.7605 |
| S1 |
0.7628 |
0.7597 |
|