CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 30-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7938 |
0.7938 |
0.0000 |
0.0% |
0.7756 |
| High |
0.8012 |
0.7942 |
-0.0070 |
-0.9% |
0.7774 |
| Low |
0.7916 |
0.7809 |
-0.0107 |
-1.4% |
0.7624 |
| Close |
0.7975 |
0.7858 |
-0.0117 |
-1.5% |
0.7764 |
| Range |
0.0096 |
0.0133 |
0.0037 |
38.5% |
0.0150 |
| ATR |
0.0089 |
0.0094 |
0.0006 |
6.2% |
0.0000 |
| Volume |
283 |
362 |
79 |
27.9% |
755 |
|
| Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8269 |
0.8196 |
0.7931 |
|
| R3 |
0.8136 |
0.8063 |
0.7895 |
|
| R2 |
0.8003 |
0.8003 |
0.7882 |
|
| R1 |
0.7930 |
0.7930 |
0.7870 |
0.7900 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7855 |
| S1 |
0.7797 |
0.7797 |
0.7846 |
0.7767 |
| S2 |
0.7737 |
0.7737 |
0.7834 |
|
| S3 |
0.7604 |
0.7664 |
0.7821 |
|
| S4 |
0.7471 |
0.7531 |
0.7785 |
|
|
| 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 |
0.7709 |
0.0303 |
3.9% |
0.0100 |
1.3% |
49% |
False |
False |
246 |
| 10 |
0.8012 |
0.7624 |
0.0388 |
4.9% |
0.0090 |
1.1% |
60% |
False |
False |
176 |
| 20 |
0.8012 |
0.7499 |
0.0513 |
6.5% |
0.0090 |
1.1% |
70% |
False |
False |
134 |
| 40 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0084 |
1.1% |
72% |
False |
False |
88 |
| 60 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0060 |
0.8% |
72% |
False |
False |
60 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0051 |
0.7% |
58% |
False |
False |
46 |
| 100 |
0.8180 |
0.7470 |
0.0710 |
9.0% |
0.0042 |
0.5% |
55% |
False |
False |
37 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
14.0% |
0.0036 |
0.5% |
35% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8507 |
|
2.618 |
0.8290 |
|
1.618 |
0.8157 |
|
1.000 |
0.8075 |
|
0.618 |
0.8024 |
|
HIGH |
0.7942 |
|
0.618 |
0.7891 |
|
0.500 |
0.7876 |
|
0.382 |
0.7860 |
|
LOW |
0.7809 |
|
0.618 |
0.7727 |
|
1.000 |
0.7676 |
|
1.618 |
0.7594 |
|
2.618 |
0.7461 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 30-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7910 |
| PP |
0.7870 |
0.7893 |
| S1 |
0.7864 |
0.7875 |
|