CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7545 |
0.0000 |
0.0% |
0.7585 |
| High |
0.7581 |
0.7632 |
0.0051 |
0.7% |
0.7670 |
| Low |
0.7505 |
0.7522 |
0.0017 |
0.2% |
0.7523 |
| Close |
0.7570 |
0.7621 |
0.0051 |
0.7% |
0.7618 |
| Range |
0.0076 |
0.0110 |
0.0034 |
44.7% |
0.0147 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0000 |
| Volume |
65 |
105 |
40 |
61.5% |
460 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7881 |
0.7682 |
|
| R3 |
0.7812 |
0.7771 |
0.7651 |
|
| R2 |
0.7702 |
0.7702 |
0.7641 |
|
| R1 |
0.7661 |
0.7661 |
0.7631 |
0.7682 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7602 |
| S1 |
0.7551 |
0.7551 |
0.7611 |
0.7572 |
| S2 |
0.7482 |
0.7482 |
0.7601 |
|
| S3 |
0.7372 |
0.7441 |
0.7591 |
|
| S4 |
0.7262 |
0.7331 |
0.7561 |
|
|
| 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 |
2.2% |
0.0084 |
1.1% |
71% |
False |
False |
79 |
| 10 |
0.7670 |
0.7470 |
0.0200 |
2.6% |
0.0085 |
1.1% |
76% |
False |
False |
94 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0087 |
1.1% |
39% |
False |
False |
76 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0064 |
0.8% |
39% |
False |
False |
43 |
| 60 |
0.8008 |
0.7470 |
0.0538 |
7.1% |
0.0049 |
0.6% |
28% |
False |
False |
30 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0039 |
0.5% |
23% |
False |
False |
23 |
| 100 |
0.8481 |
0.7470 |
0.1011 |
13.3% |
0.0032 |
0.4% |
15% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.7920 |
|
1.618 |
0.7810 |
|
1.000 |
0.7742 |
|
0.618 |
0.7700 |
|
HIGH |
0.7632 |
|
0.618 |
0.7590 |
|
0.500 |
0.7577 |
|
0.382 |
0.7564 |
|
LOW |
0.7522 |
|
0.618 |
0.7454 |
|
1.000 |
0.7412 |
|
1.618 |
0.7344 |
|
2.618 |
0.7234 |
|
4.250 |
0.7055 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7603 |
| PP |
0.7592 |
0.7584 |
| S1 |
0.7577 |
0.7566 |
|