CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7765 |
0.7808 |
0.0043 |
0.6% |
0.7756 |
| High |
0.7810 |
0.7961 |
0.0151 |
1.9% |
0.7774 |
| Low |
0.7756 |
0.7808 |
0.0052 |
0.7% |
0.7624 |
| Close |
0.7792 |
0.7953 |
0.0161 |
2.1% |
0.7764 |
| Range |
0.0054 |
0.0153 |
0.0099 |
183.3% |
0.0150 |
| ATR |
0.0082 |
0.0088 |
0.0006 |
7.6% |
0.0000 |
| Volume |
155 |
48 |
-107 |
-69.0% |
755 |
|
| Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8366 |
0.8313 |
0.8037 |
|
| R3 |
0.8213 |
0.8160 |
0.7995 |
|
| R2 |
0.8060 |
0.8060 |
0.7981 |
|
| R1 |
0.8007 |
0.8007 |
0.7967 |
0.8034 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7921 |
| S1 |
0.7854 |
0.7854 |
0.7939 |
0.7881 |
| S2 |
0.7754 |
0.7754 |
0.7925 |
|
| S3 |
0.7601 |
0.7701 |
0.7911 |
|
| S4 |
0.7448 |
0.7548 |
0.7869 |
|
|
| 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 |
0.7961 |
0.7650 |
0.0311 |
3.9% |
0.0085 |
1.1% |
97% |
True |
False |
158 |
| 10 |
0.7961 |
0.7522 |
0.0439 |
5.5% |
0.0089 |
1.1% |
98% |
True |
False |
128 |
| 20 |
0.7961 |
0.7470 |
0.0491 |
6.2% |
0.0085 |
1.1% |
98% |
True |
False |
110 |
| 40 |
0.7961 |
0.7470 |
0.0491 |
6.2% |
0.0078 |
1.0% |
98% |
True |
False |
72 |
| 60 |
0.7961 |
0.7470 |
0.0491 |
6.2% |
0.0059 |
0.7% |
98% |
True |
False |
50 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0048 |
0.6% |
72% |
False |
False |
38 |
| 100 |
0.8224 |
0.7470 |
0.0754 |
9.5% |
0.0040 |
0.5% |
64% |
False |
False |
30 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
13.8% |
0.0034 |
0.4% |
44% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8611 |
|
2.618 |
0.8362 |
|
1.618 |
0.8209 |
|
1.000 |
0.8114 |
|
0.618 |
0.8056 |
|
HIGH |
0.7961 |
|
0.618 |
0.7903 |
|
0.500 |
0.7885 |
|
0.382 |
0.7866 |
|
LOW |
0.7808 |
|
0.618 |
0.7713 |
|
1.000 |
0.7655 |
|
1.618 |
0.7560 |
|
2.618 |
0.7407 |
|
4.250 |
0.7158 |
|
|
| Fisher Pivots for day following 28-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7930 |
0.7914 |
| PP |
0.7907 |
0.7874 |
| S1 |
0.7885 |
0.7835 |
|