CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7650 |
0.7687 |
0.0037 |
0.5% |
0.7599 |
High |
0.7738 |
0.7725 |
-0.0013 |
-0.2% |
0.7775 |
Low |
0.7650 |
0.7660 |
0.0010 |
0.1% |
0.7499 |
Close |
0.7710 |
0.7717 |
0.0007 |
0.1% |
0.7716 |
Range |
0.0088 |
0.0065 |
-0.0023 |
-26.1% |
0.0276 |
ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
88 |
114 |
26 |
29.5% |
481 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7871 |
0.7753 |
|
R3 |
0.7831 |
0.7806 |
0.7735 |
|
R2 |
0.7766 |
0.7766 |
0.7729 |
|
R1 |
0.7741 |
0.7741 |
0.7723 |
0.7754 |
PP |
0.7701 |
0.7701 |
0.7701 |
0.7707 |
S1 |
0.7676 |
0.7676 |
0.7711 |
0.7689 |
S2 |
0.7636 |
0.7636 |
0.7705 |
|
S3 |
0.7571 |
0.7611 |
0.7699 |
|
S4 |
0.7506 |
0.7546 |
0.7681 |
|
|
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 |
0.7624 |
0.0151 |
2.0% |
0.0080 |
1.0% |
62% |
False |
False |
106 |
10 |
0.7775 |
0.7499 |
0.0276 |
3.6% |
0.0086 |
1.1% |
79% |
False |
False |
87 |
20 |
0.7775 |
0.7470 |
0.0305 |
4.0% |
0.0081 |
1.0% |
81% |
False |
False |
94 |
40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0072 |
0.9% |
64% |
False |
False |
58 |
60 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0055 |
0.7% |
64% |
False |
False |
40 |
80 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0045 |
0.6% |
37% |
False |
False |
30 |
100 |
0.8342 |
0.7470 |
0.0872 |
11.3% |
0.0037 |
0.5% |
28% |
False |
False |
24 |
120 |
0.8603 |
0.7470 |
0.1133 |
14.7% |
0.0032 |
0.4% |
22% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8001 |
2.618 |
0.7895 |
1.618 |
0.7830 |
1.000 |
0.7790 |
0.618 |
0.7765 |
HIGH |
0.7725 |
0.618 |
0.7700 |
0.500 |
0.7693 |
0.382 |
0.7685 |
LOW |
0.7660 |
0.618 |
0.7620 |
1.000 |
0.7595 |
1.618 |
0.7555 |
2.618 |
0.7490 |
4.250 |
0.7384 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7709 |
0.7705 |
PP |
0.7701 |
0.7693 |
S1 |
0.7693 |
0.7681 |
|