CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 29-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7803 |
0.7938 |
0.0135 |
1.7% |
0.7623 |
High |
0.7917 |
0.7938 |
0.0021 |
0.3% |
0.7729 |
Low |
0.7803 |
0.7938 |
0.0135 |
1.7% |
0.7611 |
Close |
0.7917 |
0.7938 |
0.0021 |
0.3% |
0.7729 |
Range |
0.0114 |
0.0000 |
-0.0114 |
-100.0% |
0.0118 |
ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
6 |
|
Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7938 |
0.7938 |
0.7938 |
|
R3 |
0.7938 |
0.7938 |
0.7938 |
|
R2 |
0.7938 |
0.7938 |
0.7938 |
|
R1 |
0.7938 |
0.7938 |
0.7938 |
0.7938 |
PP |
0.7938 |
0.7938 |
0.7938 |
0.7938 |
S1 |
0.7938 |
0.7938 |
0.7938 |
0.7938 |
S2 |
0.7938 |
0.7938 |
0.7938 |
|
S3 |
0.7938 |
0.7938 |
0.7938 |
|
S4 |
0.7938 |
0.7938 |
0.7938 |
|
|
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 |
0.7938 |
0.7625 |
0.0313 |
3.9% |
0.0039 |
0.5% |
100% |
True |
False |
2 |
10 |
0.7938 |
0.7611 |
0.0327 |
4.1% |
0.0027 |
0.3% |
100% |
True |
False |
2 |
20 |
0.7938 |
0.7465 |
0.0473 |
6.0% |
0.0024 |
0.3% |
100% |
True |
False |
5 |
40 |
0.7938 |
0.7448 |
0.0490 |
6.2% |
0.0028 |
0.4% |
100% |
True |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.2% |
0.0021 |
0.3% |
100% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7938 |
2.618 |
0.7938 |
1.618 |
0.7938 |
1.000 |
0.7938 |
0.618 |
0.7938 |
HIGH |
0.7938 |
0.618 |
0.7938 |
0.500 |
0.7938 |
0.382 |
0.7938 |
LOW |
0.7938 |
0.618 |
0.7938 |
1.000 |
0.7938 |
1.618 |
0.7938 |
2.618 |
0.7938 |
4.250 |
0.7938 |
|
|
Fisher Pivots for day following 29-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7938 |
0.7908 |
PP |
0.7938 |
0.7878 |
S1 |
0.7938 |
0.7848 |
|