CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 14-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2015 |
14-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7599 |
0.7545 |
-0.0054 |
-0.7% |
0.7585 |
High |
0.7600 |
0.7581 |
-0.0019 |
-0.3% |
0.7670 |
Low |
0.7499 |
0.7505 |
0.0006 |
0.1% |
0.7523 |
Close |
0.7523 |
0.7570 |
0.0047 |
0.6% |
0.7618 |
Range |
0.0101 |
0.0076 |
-0.0025 |
-24.8% |
0.0147 |
ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
88 |
65 |
-23 |
-26.1% |
460 |
|
Daily Pivots for day following 14-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7780 |
0.7751 |
0.7612 |
|
R3 |
0.7704 |
0.7675 |
0.7591 |
|
R2 |
0.7628 |
0.7628 |
0.7584 |
|
R1 |
0.7599 |
0.7599 |
0.7577 |
0.7614 |
PP |
0.7552 |
0.7552 |
0.7552 |
0.7559 |
S1 |
0.7523 |
0.7523 |
0.7563 |
0.7538 |
S2 |
0.7476 |
0.7476 |
0.7556 |
|
S3 |
0.7400 |
0.7447 |
0.7549 |
|
S4 |
0.7324 |
0.7371 |
0.7528 |
|
|
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% |
0.0078 |
1.0% |
42% |
False |
False |
101 |
10 |
0.7670 |
0.7470 |
0.0200 |
2.6% |
0.0080 |
1.1% |
50% |
False |
False |
92 |
20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0092 |
1.2% |
26% |
False |
False |
72 |
40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0062 |
0.8% |
26% |
False |
False |
40 |
60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0049 |
0.6% |
15% |
False |
False |
29 |
80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0038 |
0.5% |
15% |
False |
False |
22 |
100 |
0.8481 |
0.7470 |
0.1011 |
13.4% |
0.0031 |
0.4% |
10% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7904 |
2.618 |
0.7780 |
1.618 |
0.7704 |
1.000 |
0.7657 |
0.618 |
0.7628 |
HIGH |
0.7581 |
0.618 |
0.7552 |
0.500 |
0.7543 |
0.382 |
0.7534 |
LOW |
0.7505 |
0.618 |
0.7458 |
1.000 |
0.7429 |
1.618 |
0.7382 |
2.618 |
0.7306 |
4.250 |
0.7182 |
|
|
Fisher Pivots for day following 14-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7561 |
0.7573 |
PP |
0.7552 |
0.7572 |
S1 |
0.7543 |
0.7571 |
|