CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 23-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2015 |
23-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7675 |
0.7625 |
-0.0050 |
-0.7% |
0.7492 |
High |
0.7675 |
0.7683 |
0.0008 |
0.1% |
0.7717 |
Low |
0.7675 |
0.7625 |
-0.0050 |
-0.7% |
0.7486 |
Close |
0.7675 |
0.7683 |
0.0008 |
0.1% |
0.7683 |
Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0231 |
ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 23-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7838 |
0.7818 |
0.7715 |
|
R3 |
0.7780 |
0.7760 |
0.7699 |
|
R2 |
0.7722 |
0.7722 |
0.7694 |
|
R1 |
0.7702 |
0.7702 |
0.7688 |
0.7712 |
PP |
0.7664 |
0.7664 |
0.7664 |
0.7669 |
S1 |
0.7644 |
0.7644 |
0.7678 |
0.7654 |
S2 |
0.7606 |
0.7606 |
0.7672 |
|
S3 |
0.7548 |
0.7586 |
0.7667 |
|
S4 |
0.7490 |
0.7528 |
0.7651 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8322 |
0.8233 |
0.7810 |
|
R3 |
0.8091 |
0.8002 |
0.7747 |
|
R2 |
0.7860 |
0.7860 |
0.7725 |
|
R1 |
0.7771 |
0.7771 |
0.7704 |
0.7816 |
PP |
0.7629 |
0.7629 |
0.7629 |
0.7651 |
S1 |
0.7540 |
0.7540 |
0.7662 |
0.7585 |
S2 |
0.7398 |
0.7398 |
0.7641 |
|
S3 |
0.7167 |
0.7309 |
0.7619 |
|
S4 |
0.6936 |
0.7078 |
0.7556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7690 |
0.7611 |
0.0079 |
1.0% |
0.0013 |
0.2% |
91% |
False |
False |
2 |
10 |
0.7717 |
0.7486 |
0.0231 |
3.0% |
0.0025 |
0.3% |
85% |
False |
False |
2 |
20 |
0.7717 |
0.7465 |
0.0252 |
3.3% |
0.0022 |
0.3% |
87% |
False |
False |
6 |
40 |
0.7860 |
0.7448 |
0.0412 |
5.4% |
0.0025 |
0.3% |
57% |
False |
False |
6 |
60 |
0.7860 |
0.7448 |
0.0412 |
5.4% |
0.0021 |
0.3% |
57% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7930 |
2.618 |
0.7835 |
1.618 |
0.7777 |
1.000 |
0.7741 |
0.618 |
0.7719 |
HIGH |
0.7683 |
0.618 |
0.7661 |
0.500 |
0.7654 |
0.382 |
0.7647 |
LOW |
0.7625 |
0.618 |
0.7589 |
1.000 |
0.7567 |
1.618 |
0.7531 |
2.618 |
0.7473 |
4.250 |
0.7379 |
|
|
Fisher Pivots for day following 23-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7673 |
0.7671 |
PP |
0.7664 |
0.7659 |
S1 |
0.7654 |
0.7647 |
|