CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 24-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2015 |
24-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7625 |
0.7729 |
0.0104 |
1.4% |
0.7623 |
High |
0.7683 |
0.7729 |
0.0046 |
0.6% |
0.7729 |
Low |
0.7625 |
0.7729 |
0.0104 |
1.4% |
0.7611 |
Close |
0.7683 |
0.7729 |
0.0046 |
0.6% |
0.7729 |
Range |
0.0058 |
0.0000 |
-0.0058 |
-100.0% |
0.0118 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
6 |
|
Daily Pivots for day following 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7729 |
0.7729 |
|
R3 |
0.7729 |
0.7729 |
0.7729 |
|
R2 |
0.7729 |
0.7729 |
0.7729 |
|
R1 |
0.7729 |
0.7729 |
0.7729 |
0.7729 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7729 |
S1 |
0.7729 |
0.7729 |
0.7729 |
0.7729 |
S2 |
0.7729 |
0.7729 |
0.7729 |
|
S3 |
0.7729 |
0.7729 |
0.7729 |
|
S4 |
0.7729 |
0.7729 |
0.7729 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8044 |
0.8004 |
0.7794 |
|
R3 |
0.7926 |
0.7886 |
0.7761 |
|
R2 |
0.7808 |
0.7808 |
0.7751 |
|
R1 |
0.7768 |
0.7768 |
0.7740 |
0.7788 |
PP |
0.7690 |
0.7690 |
0.7690 |
0.7700 |
S1 |
0.7650 |
0.7650 |
0.7718 |
0.7670 |
S2 |
0.7572 |
0.7572 |
0.7707 |
|
S3 |
0.7454 |
0.7532 |
0.7697 |
|
S4 |
0.7336 |
0.7414 |
0.7664 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7729 |
0.7611 |
0.0118 |
1.5% |
0.0012 |
0.2% |
100% |
True |
False |
1 |
10 |
0.7729 |
0.7486 |
0.0243 |
3.1% |
0.0025 |
0.3% |
100% |
True |
False |
2 |
20 |
0.7729 |
0.7465 |
0.0264 |
3.4% |
0.0022 |
0.3% |
100% |
True |
False |
5 |
40 |
0.7860 |
0.7448 |
0.0412 |
5.3% |
0.0025 |
0.3% |
68% |
False |
False |
6 |
60 |
0.7860 |
0.7448 |
0.0412 |
5.3% |
0.0020 |
0.3% |
68% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7729 |
2.618 |
0.7729 |
1.618 |
0.7729 |
1.000 |
0.7729 |
0.618 |
0.7729 |
HIGH |
0.7729 |
0.618 |
0.7729 |
0.500 |
0.7729 |
0.382 |
0.7729 |
LOW |
0.7729 |
0.618 |
0.7729 |
1.000 |
0.7729 |
1.618 |
0.7729 |
2.618 |
0.7729 |
4.250 |
0.7729 |
|
|
Fisher Pivots for day following 24-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7729 |
0.7712 |
PP |
0.7729 |
0.7694 |
S1 |
0.7729 |
0.7677 |
|