CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 07-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2015 |
07-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7523 |
-0.0062 |
-0.8% |
0.7658 |
| High |
0.7596 |
0.7638 |
0.0042 |
0.6% |
0.7664 |
| Low |
0.7550 |
0.7523 |
-0.0027 |
-0.4% |
0.7470 |
| Close |
0.7561 |
0.7569 |
0.0008 |
0.1% |
0.7596 |
| Range |
0.0046 |
0.0115 |
0.0069 |
150.0% |
0.0194 |
| ATR |
0.0080 |
0.0082 |
0.0003 |
3.2% |
0.0000 |
| Volume |
46 |
59 |
13 |
28.3% |
477 |
|
| Daily Pivots for day following 07-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7860 |
0.7632 |
|
| R3 |
0.7807 |
0.7745 |
0.7601 |
|
| R2 |
0.7692 |
0.7692 |
0.7590 |
|
| R1 |
0.7630 |
0.7630 |
0.7580 |
0.7661 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7592 |
| S1 |
0.7515 |
0.7515 |
0.7558 |
0.7546 |
| S2 |
0.7462 |
0.7462 |
0.7548 |
|
| S3 |
0.7347 |
0.7400 |
0.7537 |
|
| S4 |
0.7232 |
0.7285 |
0.7506 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8071 |
0.7703 |
|
| R3 |
0.7965 |
0.7877 |
0.7649 |
|
| R2 |
0.7771 |
0.7771 |
0.7632 |
|
| R1 |
0.7683 |
0.7683 |
0.7614 |
0.7630 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7550 |
| S1 |
0.7489 |
0.7489 |
0.7578 |
0.7436 |
| S2 |
0.7383 |
0.7383 |
0.7560 |
|
| S3 |
0.7189 |
0.7295 |
0.7543 |
|
| S4 |
0.6995 |
0.7101 |
0.7489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7638 |
0.7470 |
0.0168 |
2.2% |
0.0083 |
1.1% |
59% |
True |
False |
82 |
| 10 |
0.7822 |
0.7470 |
0.0352 |
4.7% |
0.0073 |
1.0% |
28% |
False |
False |
73 |
| 20 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0087 |
1.2% |
26% |
False |
False |
55 |
| 40 |
0.7855 |
0.7470 |
0.0385 |
5.1% |
0.0052 |
0.7% |
26% |
False |
False |
29 |
| 60 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0043 |
0.6% |
15% |
False |
False |
20 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0033 |
0.4% |
15% |
False |
False |
15 |
| 100 |
0.8569 |
0.7470 |
0.1099 |
14.5% |
0.0028 |
0.4% |
9% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8127 |
|
2.618 |
0.7939 |
|
1.618 |
0.7824 |
|
1.000 |
0.7753 |
|
0.618 |
0.7709 |
|
HIGH |
0.7638 |
|
0.618 |
0.7594 |
|
0.500 |
0.7581 |
|
0.382 |
0.7567 |
|
LOW |
0.7523 |
|
0.618 |
0.7452 |
|
1.000 |
0.7408 |
|
1.618 |
0.7337 |
|
2.618 |
0.7222 |
|
4.250 |
0.7034 |
|
|
| Fisher Pivots for day following 07-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7574 |
| PP |
0.7577 |
0.7572 |
| S1 |
0.7573 |
0.7571 |
|