CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 10-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2015 |
10-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7647 |
0.0031 |
0.4% |
0.7585 |
| High |
0.7670 |
0.7647 |
-0.0023 |
-0.3% |
0.7670 |
| Low |
0.7604 |
0.7580 |
-0.0024 |
-0.3% |
0.7523 |
| Close |
0.7623 |
0.7618 |
-0.0005 |
-0.1% |
0.7618 |
| Range |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0147 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
114 |
27 |
-87 |
-76.3% |
460 |
|
| Daily Pivots for day following 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7784 |
0.7655 |
|
| R3 |
0.7749 |
0.7717 |
0.7636 |
|
| R2 |
0.7682 |
0.7682 |
0.7630 |
|
| R1 |
0.7650 |
0.7650 |
0.7624 |
0.7633 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7606 |
| S1 |
0.7583 |
0.7583 |
0.7612 |
0.7566 |
| S2 |
0.7548 |
0.7548 |
0.7606 |
|
| S3 |
0.7481 |
0.7516 |
0.7600 |
|
| S4 |
0.7414 |
0.7449 |
0.7581 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.7978 |
0.7699 |
|
| R3 |
0.7898 |
0.7831 |
0.7658 |
|
| R2 |
0.7751 |
0.7751 |
0.7645 |
|
| R1 |
0.7684 |
0.7684 |
0.7631 |
0.7718 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7620 |
| S1 |
0.7537 |
0.7537 |
0.7605 |
0.7571 |
| S2 |
0.7457 |
0.7457 |
0.7591 |
|
| S3 |
0.7310 |
0.7390 |
0.7578 |
|
| S4 |
0.7163 |
0.7243 |
0.7537 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7670 |
0.7523 |
0.0147 |
1.9% |
0.0075 |
1.0% |
65% |
False |
False |
92 |
| 10 |
0.7670 |
0.7470 |
0.0200 |
2.6% |
0.0078 |
1.0% |
74% |
False |
False |
93 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0088 |
1.2% |
38% |
False |
False |
65 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0057 |
0.8% |
38% |
False |
False |
37 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0046 |
0.6% |
22% |
False |
False |
26 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0036 |
0.5% |
22% |
False |
False |
20 |
| 100 |
0.8543 |
0.7470 |
0.1073 |
14.1% |
0.0029 |
0.4% |
14% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7932 |
|
2.618 |
0.7822 |
|
1.618 |
0.7755 |
|
1.000 |
0.7714 |
|
0.618 |
0.7688 |
|
HIGH |
0.7647 |
|
0.618 |
0.7621 |
|
0.500 |
0.7614 |
|
0.382 |
0.7606 |
|
LOW |
0.7580 |
|
0.618 |
0.7539 |
|
1.000 |
0.7513 |
|
1.618 |
0.7472 |
|
2.618 |
0.7405 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 10-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7622 |
| PP |
0.7615 |
0.7621 |
| S1 |
0.7614 |
0.7619 |
|