CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7716 |
0.0029 |
0.4% |
0.7756 |
| High |
0.7725 |
0.7774 |
0.0049 |
0.6% |
0.7774 |
| Low |
0.7660 |
0.7709 |
0.0049 |
0.6% |
0.7624 |
| Close |
0.7717 |
0.7764 |
0.0047 |
0.6% |
0.7764 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0150 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
114 |
386 |
272 |
238.6% |
755 |
|
| Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7919 |
0.7800 |
|
| R3 |
0.7879 |
0.7854 |
0.7782 |
|
| R2 |
0.7814 |
0.7814 |
0.7776 |
|
| R1 |
0.7789 |
0.7789 |
0.7770 |
0.7802 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7755 |
| S1 |
0.7724 |
0.7724 |
0.7758 |
0.7737 |
| S2 |
0.7684 |
0.7684 |
0.7752 |
|
| S3 |
0.7619 |
0.7659 |
0.7746 |
|
| S4 |
0.7554 |
0.7594 |
0.7728 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8117 |
0.7847 |
|
| R3 |
0.8021 |
0.7967 |
0.7805 |
|
| R2 |
0.7871 |
0.7871 |
0.7792 |
|
| R1 |
0.7817 |
0.7817 |
0.7778 |
0.7844 |
| PP |
0.7721 |
0.7721 |
0.7721 |
0.7734 |
| S1 |
0.7667 |
0.7667 |
0.7750 |
0.7694 |
| S2 |
0.7571 |
0.7571 |
0.7737 |
|
| S3 |
0.7421 |
0.7517 |
0.7723 |
|
| S4 |
0.7271 |
0.7367 |
0.7682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7774 |
0.7624 |
0.0150 |
1.9% |
0.0078 |
1.0% |
93% |
True |
False |
151 |
| 10 |
0.7775 |
0.7499 |
0.0276 |
3.6% |
0.0086 |
1.1% |
96% |
False |
False |
123 |
| 20 |
0.7775 |
0.7470 |
0.0305 |
3.9% |
0.0082 |
1.1% |
96% |
False |
False |
108 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0073 |
0.9% |
76% |
False |
False |
67 |
| 60 |
0.7855 |
0.7470 |
0.0385 |
5.0% |
0.0057 |
0.7% |
76% |
False |
False |
47 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0046 |
0.6% |
44% |
False |
False |
35 |
| 100 |
0.8279 |
0.7470 |
0.0809 |
10.4% |
0.0038 |
0.5% |
36% |
False |
False |
28 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
14.2% |
0.0032 |
0.4% |
27% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7944 |
|
1.618 |
0.7879 |
|
1.000 |
0.7839 |
|
0.618 |
0.7814 |
|
HIGH |
0.7774 |
|
0.618 |
0.7749 |
|
0.500 |
0.7742 |
|
0.382 |
0.7734 |
|
LOW |
0.7709 |
|
0.618 |
0.7669 |
|
1.000 |
0.7644 |
|
1.618 |
0.7604 |
|
2.618 |
0.7539 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 24-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7747 |
| PP |
0.7749 |
0.7729 |
| S1 |
0.7742 |
0.7712 |
|