CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7765 |
0.0049 |
0.6% |
0.7756 |
| High |
0.7774 |
0.7810 |
0.0036 |
0.5% |
0.7774 |
| Low |
0.7709 |
0.7756 |
0.0047 |
0.6% |
0.7624 |
| Close |
0.7764 |
0.7792 |
0.0028 |
0.4% |
0.7764 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0150 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
386 |
155 |
-231 |
-59.8% |
755 |
|
| Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7924 |
0.7822 |
|
| R3 |
0.7894 |
0.7870 |
0.7807 |
|
| R2 |
0.7840 |
0.7840 |
0.7802 |
|
| R1 |
0.7816 |
0.7816 |
0.7797 |
0.7828 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7792 |
| S1 |
0.7762 |
0.7762 |
0.7787 |
0.7774 |
| S2 |
0.7732 |
0.7732 |
0.7782 |
|
| S3 |
0.7678 |
0.7708 |
0.7777 |
|
| S4 |
0.7624 |
0.7654 |
0.7762 |
|
|
| 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 |
0.7810 |
0.7624 |
0.0186 |
2.4% |
0.0066 |
0.8% |
90% |
True |
False |
161 |
| 10 |
0.7810 |
0.7505 |
0.0305 |
3.9% |
0.0081 |
1.0% |
94% |
True |
False |
130 |
| 20 |
0.7810 |
0.7470 |
0.0340 |
4.4% |
0.0080 |
1.0% |
95% |
True |
False |
112 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
4.9% |
0.0074 |
1.0% |
84% |
False |
False |
71 |
| 60 |
0.7855 |
0.7470 |
0.0385 |
4.9% |
0.0057 |
0.7% |
84% |
False |
False |
49 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0047 |
0.6% |
48% |
False |
False |
37 |
| 100 |
0.8239 |
0.7470 |
0.0769 |
9.9% |
0.0039 |
0.5% |
42% |
False |
False |
30 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
14.1% |
0.0033 |
0.4% |
29% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7951 |
|
1.618 |
0.7897 |
|
1.000 |
0.7864 |
|
0.618 |
0.7843 |
|
HIGH |
0.7810 |
|
0.618 |
0.7789 |
|
0.500 |
0.7783 |
|
0.382 |
0.7777 |
|
LOW |
0.7756 |
|
0.618 |
0.7723 |
|
1.000 |
0.7702 |
|
1.618 |
0.7669 |
|
2.618 |
0.7615 |
|
4.250 |
0.7527 |
|
|
| Fisher Pivots for day following 27-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7789 |
0.7773 |
| PP |
0.7786 |
0.7754 |
| S1 |
0.7783 |
0.7735 |
|