CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 28-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2015 |
28-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7774 |
0.7803 |
0.0029 |
0.4% |
0.7623 |
High |
0.7778 |
0.7917 |
0.0139 |
1.8% |
0.7729 |
Low |
0.7757 |
0.7803 |
0.0046 |
0.6% |
0.7611 |
Close |
0.7757 |
0.7917 |
0.0160 |
2.1% |
0.7729 |
Range |
0.0021 |
0.0114 |
0.0093 |
442.9% |
0.0118 |
ATR |
0.0056 |
0.0063 |
0.0007 |
13.4% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
6 |
|
Daily Pivots for day following 28-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8221 |
0.8183 |
0.7980 |
|
R3 |
0.8107 |
0.8069 |
0.7948 |
|
R2 |
0.7993 |
0.7993 |
0.7938 |
|
R1 |
0.7955 |
0.7955 |
0.7927 |
0.7974 |
PP |
0.7879 |
0.7879 |
0.7879 |
0.7889 |
S1 |
0.7841 |
0.7841 |
0.7907 |
0.7860 |
S2 |
0.7765 |
0.7765 |
0.7896 |
|
S3 |
0.7651 |
0.7727 |
0.7886 |
|
S4 |
0.7537 |
0.7613 |
0.7854 |
|
|
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 |
0.7917 |
0.7625 |
0.0292 |
3.7% |
0.0039 |
0.5% |
100% |
True |
False |
1 |
10 |
0.7917 |
0.7524 |
0.0393 |
5.0% |
0.0033 |
0.4% |
100% |
True |
False |
2 |
20 |
0.7917 |
0.7465 |
0.0452 |
5.7% |
0.0026 |
0.3% |
100% |
True |
False |
5 |
40 |
0.7917 |
0.7448 |
0.0469 |
5.9% |
0.0028 |
0.4% |
100% |
True |
False |
6 |
60 |
0.7917 |
0.7448 |
0.0469 |
5.9% |
0.0022 |
0.3% |
100% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8402 |
2.618 |
0.8215 |
1.618 |
0.8101 |
1.000 |
0.8031 |
0.618 |
0.7987 |
HIGH |
0.7917 |
0.618 |
0.7873 |
0.500 |
0.7860 |
0.382 |
0.7847 |
LOW |
0.7803 |
0.618 |
0.7733 |
1.000 |
0.7689 |
1.618 |
0.7619 |
2.618 |
0.7505 |
4.250 |
0.7319 |
|
|
Fisher Pivots for day following 28-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7898 |
0.7886 |
PP |
0.7879 |
0.7854 |
S1 |
0.7860 |
0.7823 |
|