CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7657 |
0.0112 |
1.5% |
0.7585 |
| High |
0.7632 |
0.7756 |
0.0124 |
1.6% |
0.7670 |
| Low |
0.7522 |
0.7647 |
0.0125 |
1.7% |
0.7523 |
| Close |
0.7621 |
0.7750 |
0.0129 |
1.7% |
0.7618 |
| Range |
0.0110 |
0.0109 |
-0.0001 |
-0.9% |
0.0147 |
| ATR |
0.0085 |
0.0088 |
0.0004 |
4.3% |
0.0000 |
| Volume |
105 |
60 |
-45 |
-42.9% |
460 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.8006 |
0.7810 |
|
| R3 |
0.7936 |
0.7897 |
0.7780 |
|
| R2 |
0.7827 |
0.7827 |
0.7770 |
|
| R1 |
0.7788 |
0.7788 |
0.7760 |
0.7808 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7727 |
| S1 |
0.7679 |
0.7679 |
0.7740 |
0.7699 |
| S2 |
0.7609 |
0.7609 |
0.7730 |
|
| S3 |
0.7500 |
0.7570 |
0.7720 |
|
| S4 |
0.7391 |
0.7461 |
0.7690 |
|
|
| 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 |
0.7756 |
0.7499 |
0.0257 |
3.3% |
0.0093 |
1.2% |
98% |
True |
False |
69 |
| 10 |
0.7756 |
0.7499 |
0.0257 |
3.3% |
0.0089 |
1.2% |
98% |
True |
False |
92 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0084 |
1.1% |
73% |
False |
False |
77 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0065 |
0.8% |
73% |
False |
False |
45 |
| 60 |
0.7984 |
0.7470 |
0.0514 |
6.6% |
0.0050 |
0.6% |
54% |
False |
False |
31 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0040 |
0.5% |
42% |
False |
False |
24 |
| 100 |
0.8481 |
0.7470 |
0.1011 |
13.0% |
0.0033 |
0.4% |
28% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8219 |
|
2.618 |
0.8041 |
|
1.618 |
0.7932 |
|
1.000 |
0.7865 |
|
0.618 |
0.7823 |
|
HIGH |
0.7756 |
|
0.618 |
0.7714 |
|
0.500 |
0.7702 |
|
0.382 |
0.7689 |
|
LOW |
0.7647 |
|
0.618 |
0.7580 |
|
1.000 |
0.7538 |
|
1.618 |
0.7471 |
|
2.618 |
0.7362 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7734 |
0.7710 |
| PP |
0.7718 |
0.7670 |
| S1 |
0.7702 |
0.7631 |
|