CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7759 |
0.7797 |
0.0038 |
0.5% |
0.7765 |
High |
0.7795 |
0.7900 |
0.0105 |
1.3% |
0.8012 |
Low |
0.7759 |
0.7740 |
-0.0019 |
-0.2% |
0.7750 |
Close |
0.7790 |
0.7887 |
0.0097 |
1.2% |
0.7768 |
Range |
0.0036 |
0.0160 |
0.0124 |
344.4% |
0.0262 |
ATR |
0.0091 |
0.0096 |
0.0005 |
5.4% |
0.0000 |
Volume |
104 |
95 |
-9 |
-8.7% |
1,264 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8322 |
0.8265 |
0.7975 |
|
R3 |
0.8162 |
0.8105 |
0.7931 |
|
R2 |
0.8002 |
0.8002 |
0.7916 |
|
R1 |
0.7945 |
0.7945 |
0.7902 |
0.7974 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7857 |
S1 |
0.7785 |
0.7785 |
0.7872 |
0.7814 |
S2 |
0.7682 |
0.7682 |
0.7858 |
|
S3 |
0.7522 |
0.7625 |
0.7843 |
|
S4 |
0.7362 |
0.7465 |
0.7799 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8629 |
0.8461 |
0.7912 |
|
R3 |
0.8367 |
0.8199 |
0.7840 |
|
R2 |
0.8105 |
0.8105 |
0.7816 |
|
R1 |
0.7937 |
0.7937 |
0.7792 |
0.8021 |
PP |
0.7843 |
0.7843 |
0.7843 |
0.7886 |
S1 |
0.7675 |
0.7675 |
0.7744 |
0.7759 |
S2 |
0.7581 |
0.7581 |
0.7720 |
|
S3 |
0.7319 |
0.7413 |
0.7696 |
|
S4 |
0.7057 |
0.7151 |
0.7624 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8012 |
0.7740 |
0.0272 |
3.4% |
0.0105 |
1.3% |
54% |
False |
True |
252 |
10 |
0.8012 |
0.7650 |
0.0362 |
4.6% |
0.0095 |
1.2% |
65% |
False |
False |
205 |
20 |
0.8012 |
0.7499 |
0.0513 |
6.5% |
0.0090 |
1.1% |
76% |
False |
False |
152 |
40 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0089 |
1.1% |
77% |
False |
False |
104 |
60 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0065 |
0.8% |
77% |
False |
False |
70 |
80 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0055 |
0.7% |
62% |
False |
False |
53 |
100 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0044 |
0.6% |
62% |
False |
False |
43 |
120 |
0.8569 |
0.7470 |
0.1099 |
13.9% |
0.0038 |
0.5% |
38% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8580 |
2.618 |
0.8319 |
1.618 |
0.8159 |
1.000 |
0.8060 |
0.618 |
0.7999 |
HIGH |
0.7900 |
0.618 |
0.7839 |
0.500 |
0.7820 |
0.382 |
0.7801 |
LOW |
0.7740 |
0.618 |
0.7641 |
1.000 |
0.7580 |
1.618 |
0.7481 |
2.618 |
0.7321 |
4.250 |
0.7060 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7865 |
0.7865 |
PP |
0.7842 |
0.7842 |
S1 |
0.7820 |
0.7820 |
|