CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7808 |
0.7938 |
0.0130 |
1.7% |
0.7756 |
| High |
0.7961 |
0.8012 |
0.0051 |
0.6% |
0.7774 |
| Low |
0.7808 |
0.7916 |
0.0108 |
1.4% |
0.7624 |
| Close |
0.7953 |
0.7975 |
0.0022 |
0.3% |
0.7764 |
| Range |
0.0153 |
0.0096 |
-0.0057 |
-37.3% |
0.0150 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
48 |
283 |
235 |
489.6% |
755 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8211 |
0.8028 |
|
| R3 |
0.8160 |
0.8115 |
0.8001 |
|
| R2 |
0.8064 |
0.8064 |
0.7993 |
|
| R1 |
0.8019 |
0.8019 |
0.7984 |
0.8042 |
| PP |
0.7968 |
0.7968 |
0.7968 |
0.7979 |
| S1 |
0.7923 |
0.7923 |
0.7966 |
0.7946 |
| S2 |
0.7872 |
0.7872 |
0.7957 |
|
| S3 |
0.7776 |
0.7827 |
0.7949 |
|
| S4 |
0.7680 |
0.7731 |
0.7922 |
|
|
| 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 |
0.8012 |
0.7660 |
0.0352 |
4.4% |
0.0087 |
1.1% |
89% |
True |
False |
197 |
| 10 |
0.8012 |
0.7624 |
0.0388 |
4.9% |
0.0088 |
1.1% |
90% |
True |
False |
146 |
| 20 |
0.8012 |
0.7470 |
0.0542 |
6.8% |
0.0086 |
1.1% |
93% |
True |
False |
120 |
| 40 |
0.8012 |
0.7470 |
0.0542 |
6.8% |
0.0080 |
1.0% |
93% |
True |
False |
79 |
| 60 |
0.8012 |
0.7470 |
0.0542 |
6.8% |
0.0058 |
0.7% |
93% |
True |
False |
54 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0050 |
0.6% |
76% |
False |
False |
41 |
| 100 |
0.8180 |
0.7470 |
0.0710 |
8.9% |
0.0041 |
0.5% |
71% |
False |
False |
33 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
13.8% |
0.0035 |
0.4% |
46% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8263 |
|
1.618 |
0.8167 |
|
1.000 |
0.8108 |
|
0.618 |
0.8071 |
|
HIGH |
0.8012 |
|
0.618 |
0.7975 |
|
0.500 |
0.7964 |
|
0.382 |
0.7953 |
|
LOW |
0.7916 |
|
0.618 |
0.7857 |
|
1.000 |
0.7820 |
|
1.618 |
0.7761 |
|
2.618 |
0.7665 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7971 |
0.7945 |
| PP |
0.7968 |
0.7914 |
| S1 |
0.7964 |
0.7884 |
|