CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7919 |
0.7850 |
-0.0069 |
-0.9% |
0.7759 |
High |
0.7949 |
0.7936 |
-0.0013 |
-0.2% |
0.7975 |
Low |
0.7840 |
0.7814 |
-0.0026 |
-0.3% |
0.7740 |
Close |
0.7849 |
0.7863 |
0.0014 |
0.2% |
0.7863 |
Range |
0.0109 |
0.0122 |
0.0013 |
11.9% |
0.0235 |
ATR |
0.0098 |
0.0100 |
0.0002 |
1.8% |
0.0000 |
Volume |
197 |
146 |
-51 |
-25.9% |
879 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8237 |
0.8172 |
0.7930 |
|
R3 |
0.8115 |
0.8050 |
0.7897 |
|
R2 |
0.7993 |
0.7993 |
0.7885 |
|
R1 |
0.7928 |
0.7928 |
0.7874 |
0.7961 |
PP |
0.7871 |
0.7871 |
0.7871 |
0.7887 |
S1 |
0.7806 |
0.7806 |
0.7852 |
0.7839 |
S2 |
0.7749 |
0.7749 |
0.7841 |
|
S3 |
0.7627 |
0.7684 |
0.7829 |
|
S4 |
0.7505 |
0.7562 |
0.7796 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8564 |
0.8449 |
0.7992 |
|
R3 |
0.8329 |
0.8214 |
0.7928 |
|
R2 |
0.8094 |
0.8094 |
0.7906 |
|
R1 |
0.7979 |
0.7979 |
0.7885 |
0.8037 |
PP |
0.7859 |
0.7859 |
0.7859 |
0.7888 |
S1 |
0.7744 |
0.7744 |
0.7841 |
0.7802 |
S2 |
0.7624 |
0.7624 |
0.7820 |
|
S3 |
0.7389 |
0.7509 |
0.7798 |
|
S4 |
0.7154 |
0.7274 |
0.7734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7975 |
0.7740 |
0.0235 |
3.0% |
0.0108 |
1.4% |
52% |
False |
False |
175 |
10 |
0.8012 |
0.7740 |
0.0272 |
3.5% |
0.0107 |
1.4% |
45% |
False |
False |
214 |
20 |
0.8012 |
0.7499 |
0.0513 |
6.5% |
0.0097 |
1.2% |
71% |
False |
False |
168 |
40 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0092 |
1.2% |
73% |
False |
False |
117 |
60 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0070 |
0.9% |
73% |
False |
False |
81 |
80 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0059 |
0.7% |
59% |
False |
False |
62 |
100 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0048 |
0.6% |
59% |
False |
False |
50 |
120 |
0.8543 |
0.7470 |
0.1073 |
13.6% |
0.0041 |
0.5% |
37% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8455 |
2.618 |
0.8255 |
1.618 |
0.8133 |
1.000 |
0.8058 |
0.618 |
0.8011 |
HIGH |
0.7936 |
0.618 |
0.7889 |
0.500 |
0.7875 |
0.382 |
0.7861 |
LOW |
0.7814 |
0.618 |
0.7739 |
1.000 |
0.7692 |
1.618 |
0.7617 |
2.618 |
0.7495 |
4.250 |
0.7296 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7875 |
0.7895 |
PP |
0.7871 |
0.7884 |
S1 |
0.7867 |
0.7874 |
|