CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7647 |
0.7599 |
-0.0048 |
-0.6% |
0.7585 |
| High |
0.7647 |
0.7600 |
-0.0047 |
-0.6% |
0.7670 |
| Low |
0.7580 |
0.7499 |
-0.0081 |
-1.1% |
0.7523 |
| Close |
0.7618 |
0.7523 |
-0.0095 |
-1.2% |
0.7618 |
| Range |
0.0067 |
0.0101 |
0.0034 |
50.7% |
0.0147 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.4% |
0.0000 |
| Volume |
27 |
88 |
61 |
225.9% |
460 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7784 |
0.7579 |
|
| R3 |
0.7743 |
0.7683 |
0.7551 |
|
| R2 |
0.7642 |
0.7642 |
0.7542 |
|
| R1 |
0.7582 |
0.7582 |
0.7532 |
0.7562 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7530 |
| S1 |
0.7481 |
0.7481 |
0.7514 |
0.7461 |
| S2 |
0.7440 |
0.7440 |
0.7504 |
|
| S3 |
0.7339 |
0.7380 |
0.7495 |
|
| S4 |
0.7238 |
0.7279 |
0.7467 |
|
|
| 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 |
0.7499 |
0.0171 |
2.3% |
0.0086 |
1.1% |
14% |
False |
True |
100 |
| 10 |
0.7670 |
0.7470 |
0.0200 |
2.7% |
0.0078 |
1.0% |
27% |
False |
False |
94 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0091 |
1.2% |
14% |
False |
False |
70 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0060 |
0.8% |
14% |
False |
False |
39 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.9% |
0.0047 |
0.6% |
8% |
False |
False |
28 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.9% |
0.0037 |
0.5% |
8% |
False |
False |
21 |
| 100 |
0.8543 |
0.7470 |
0.1073 |
14.3% |
0.0030 |
0.4% |
5% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7864 |
|
1.618 |
0.7763 |
|
1.000 |
0.7701 |
|
0.618 |
0.7662 |
|
HIGH |
0.7600 |
|
0.618 |
0.7561 |
|
0.500 |
0.7550 |
|
0.382 |
0.7538 |
|
LOW |
0.7499 |
|
0.618 |
0.7437 |
|
1.000 |
0.7398 |
|
1.618 |
0.7336 |
|
2.618 |
0.7235 |
|
4.250 |
0.7070 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7550 |
0.7585 |
| PP |
0.7541 |
0.7564 |
| S1 |
0.7532 |
0.7544 |
|