CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 21-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2015 |
21-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7663 |
-0.0093 |
-1.2% |
0.7599 |
| High |
0.7760 |
0.7683 |
-0.0077 |
-1.0% |
0.7775 |
| Low |
0.7648 |
0.7624 |
-0.0024 |
-0.3% |
0.7499 |
| Close |
0.7656 |
0.7645 |
-0.0011 |
-0.1% |
0.7716 |
| Range |
0.0112 |
0.0059 |
-0.0053 |
-47.3% |
0.0276 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
105 |
62 |
-43 |
-41.0% |
481 |
|
| Daily Pivots for day following 21-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7795 |
0.7677 |
|
| R3 |
0.7769 |
0.7736 |
0.7661 |
|
| R2 |
0.7710 |
0.7710 |
0.7656 |
|
| R1 |
0.7677 |
0.7677 |
0.7650 |
0.7664 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7644 |
| S1 |
0.7618 |
0.7618 |
0.7640 |
0.7605 |
| S2 |
0.7592 |
0.7592 |
0.7634 |
|
| S3 |
0.7533 |
0.7559 |
0.7629 |
|
| S4 |
0.7474 |
0.7500 |
0.7613 |
|
|
| 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 |
0.7522 |
0.0253 |
3.3% |
0.0093 |
1.2% |
49% |
False |
False |
99 |
| 10 |
0.7775 |
0.7499 |
0.0276 |
3.6% |
0.0086 |
1.1% |
53% |
False |
False |
100 |
| 20 |
0.7822 |
0.7470 |
0.0352 |
4.6% |
0.0079 |
1.0% |
50% |
False |
False |
86 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0069 |
0.9% |
45% |
False |
False |
53 |
| 60 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0053 |
0.7% |
45% |
False |
False |
37 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0043 |
0.6% |
26% |
False |
False |
28 |
| 100 |
0.8379 |
0.7470 |
0.0909 |
11.9% |
0.0036 |
0.5% |
19% |
False |
False |
22 |
| 120 |
0.8636 |
0.7470 |
0.1166 |
15.3% |
0.0030 |
0.4% |
15% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7934 |
|
2.618 |
0.7837 |
|
1.618 |
0.7778 |
|
1.000 |
0.7742 |
|
0.618 |
0.7719 |
|
HIGH |
0.7683 |
|
0.618 |
0.7660 |
|
0.500 |
0.7654 |
|
0.382 |
0.7647 |
|
LOW |
0.7624 |
|
0.618 |
0.7588 |
|
1.000 |
0.7565 |
|
1.618 |
0.7529 |
|
2.618 |
0.7470 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 21-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7700 |
| PP |
0.7651 |
0.7681 |
| S1 |
0.7648 |
0.7663 |
|