CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 30-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2015 |
30-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
0.7938 |
0.7889 |
-0.0049 |
-0.6% |
0.7623 |
High |
0.7938 |
0.7889 |
-0.0049 |
-0.6% |
0.7729 |
Low |
0.7938 |
0.7800 |
-0.0138 |
-1.7% |
0.7611 |
Close |
0.7938 |
0.7824 |
-0.0114 |
-1.4% |
0.7729 |
Range |
0.0000 |
0.0089 |
0.0089 |
|
0.0118 |
ATR |
0.0060 |
0.0066 |
0.0006 |
9.2% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 30-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8053 |
0.7873 |
|
R3 |
0.8016 |
0.7964 |
0.7848 |
|
R2 |
0.7927 |
0.7927 |
0.7840 |
|
R1 |
0.7875 |
0.7875 |
0.7832 |
0.7857 |
PP |
0.7838 |
0.7838 |
0.7838 |
0.7828 |
S1 |
0.7786 |
0.7786 |
0.7816 |
0.7768 |
S2 |
0.7749 |
0.7749 |
0.7808 |
|
S3 |
0.7660 |
0.7697 |
0.7800 |
|
S4 |
0.7571 |
0.7608 |
0.7775 |
|
|
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 |
0.7729 |
0.0209 |
2.7% |
0.0045 |
0.6% |
45% |
False |
False |
3 |
10 |
0.7938 |
0.7611 |
0.0327 |
4.2% |
0.0029 |
0.4% |
65% |
False |
False |
2 |
20 |
0.7938 |
0.7486 |
0.0452 |
5.8% |
0.0027 |
0.3% |
75% |
False |
False |
5 |
40 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0030 |
0.4% |
77% |
False |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0022 |
0.3% |
77% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8267 |
2.618 |
0.8122 |
1.618 |
0.8033 |
1.000 |
0.7978 |
0.618 |
0.7944 |
HIGH |
0.7889 |
0.618 |
0.7855 |
0.500 |
0.7845 |
0.382 |
0.7834 |
LOW |
0.7800 |
0.618 |
0.7745 |
1.000 |
0.7711 |
1.618 |
0.7656 |
2.618 |
0.7567 |
4.250 |
0.7422 |
|
|
Fisher Pivots for day following 30-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7845 |
0.7869 |
PP |
0.7838 |
0.7854 |
S1 |
0.7831 |
0.7839 |
|