CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7756 |
0.0030 |
0.4% |
0.7599 |
| High |
0.7775 |
0.7760 |
-0.0015 |
-0.2% |
0.7775 |
| Low |
0.7700 |
0.7648 |
-0.0052 |
-0.7% |
0.7499 |
| Close |
0.7716 |
0.7656 |
-0.0060 |
-0.8% |
0.7716 |
| Range |
0.0075 |
0.0112 |
0.0037 |
49.3% |
0.0276 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.0% |
0.0000 |
| Volume |
163 |
105 |
-58 |
-35.6% |
481 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8024 |
0.7952 |
0.7718 |
|
| R3 |
0.7912 |
0.7840 |
0.7687 |
|
| R2 |
0.7800 |
0.7800 |
0.7677 |
|
| R1 |
0.7728 |
0.7728 |
0.7666 |
0.7708 |
| PP |
0.7688 |
0.7688 |
0.7688 |
0.7678 |
| S1 |
0.7616 |
0.7616 |
0.7646 |
0.7596 |
| S2 |
0.7576 |
0.7576 |
0.7635 |
|
| S3 |
0.7464 |
0.7504 |
0.7625 |
|
| S4 |
0.7352 |
0.7392 |
0.7594 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8491 |
0.8380 |
0.7868 |
|
| R3 |
0.8215 |
0.8104 |
0.7792 |
|
| R2 |
0.7939 |
0.7939 |
0.7767 |
|
| R1 |
0.7828 |
0.7828 |
0.7741 |
0.7884 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7691 |
| S1 |
0.7552 |
0.7552 |
0.7691 |
0.7608 |
| S2 |
0.7387 |
0.7387 |
0.7665 |
|
| S3 |
0.7111 |
0.7276 |
0.7640 |
|
| S4 |
0.6835 |
0.7000 |
0.7564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7505 |
0.0270 |
3.5% |
0.0096 |
1.3% |
56% |
False |
False |
99 |
| 10 |
0.7775 |
0.7499 |
0.0276 |
3.6% |
0.0091 |
1.2% |
57% |
False |
False |
100 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0080 |
1.0% |
48% |
False |
False |
85 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0070 |
0.9% |
48% |
False |
False |
51 |
| 60 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0052 |
0.7% |
48% |
False |
False |
36 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0042 |
0.6% |
28% |
False |
False |
27 |
| 100 |
0.8379 |
0.7470 |
0.0909 |
11.9% |
0.0035 |
0.5% |
20% |
False |
False |
22 |
| 120 |
0.8658 |
0.7470 |
0.1188 |
15.5% |
0.0030 |
0.4% |
16% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8236 |
|
2.618 |
0.8053 |
|
1.618 |
0.7941 |
|
1.000 |
0.7872 |
|
0.618 |
0.7829 |
|
HIGH |
0.7760 |
|
0.618 |
0.7717 |
|
0.500 |
0.7704 |
|
0.382 |
0.7691 |
|
LOW |
0.7648 |
|
0.618 |
0.7579 |
|
1.000 |
0.7536 |
|
1.618 |
0.7467 |
|
2.618 |
0.7355 |
|
4.250 |
0.7172 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7704 |
0.7711 |
| PP |
0.7688 |
0.7693 |
| S1 |
0.7672 |
0.7674 |
|