CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 04-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7780 |
0.7752 |
-0.0028 |
-0.4% |
0.7774 |
High |
0.7780 |
0.7757 |
-0.0023 |
-0.3% |
0.7938 |
Low |
0.7735 |
0.7752 |
0.0017 |
0.2% |
0.7735 |
Close |
0.7735 |
0.7757 |
0.0022 |
0.3% |
0.7735 |
Range |
0.0045 |
0.0005 |
-0.0040 |
-88.9% |
0.0203 |
ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
22 |
1 |
-21 |
-95.5% |
37 |
|
Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7770 |
0.7769 |
0.7760 |
|
R3 |
0.7765 |
0.7764 |
0.7758 |
|
R2 |
0.7760 |
0.7760 |
0.7758 |
|
R1 |
0.7759 |
0.7759 |
0.7757 |
0.7760 |
PP |
0.7755 |
0.7755 |
0.7755 |
0.7756 |
S1 |
0.7754 |
0.7754 |
0.7757 |
0.7755 |
S2 |
0.7750 |
0.7750 |
0.7756 |
|
S3 |
0.7745 |
0.7749 |
0.7756 |
|
S4 |
0.7740 |
0.7744 |
0.7754 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8412 |
0.8276 |
0.7847 |
|
R3 |
0.8209 |
0.8073 |
0.7791 |
|
R2 |
0.8006 |
0.8006 |
0.7772 |
|
R1 |
0.7870 |
0.7870 |
0.7754 |
0.7837 |
PP |
0.7803 |
0.7803 |
0.7803 |
0.7786 |
S1 |
0.7667 |
0.7667 |
0.7716 |
0.7634 |
S2 |
0.7600 |
0.7600 |
0.7698 |
|
S3 |
0.7397 |
0.7464 |
0.7679 |
|
S4 |
0.7194 |
0.7261 |
0.7623 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7938 |
0.7735 |
0.0203 |
2.6% |
0.0051 |
0.7% |
11% |
False |
False |
7 |
10 |
0.7938 |
0.7611 |
0.0327 |
4.2% |
0.0033 |
0.4% |
45% |
False |
False |
4 |
20 |
0.7938 |
0.7486 |
0.0452 |
5.8% |
0.0026 |
0.3% |
60% |
False |
False |
4 |
40 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0032 |
0.4% |
63% |
False |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0023 |
0.3% |
63% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7778 |
2.618 |
0.7770 |
1.618 |
0.7765 |
1.000 |
0.7762 |
0.618 |
0.7760 |
HIGH |
0.7757 |
0.618 |
0.7755 |
0.500 |
0.7755 |
0.382 |
0.7754 |
LOW |
0.7752 |
0.618 |
0.7749 |
1.000 |
0.7747 |
1.618 |
0.7744 |
2.618 |
0.7739 |
4.250 |
0.7731 |
|
|
Fisher Pivots for day following 04-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7756 |
0.7812 |
PP |
0.7755 |
0.7794 |
S1 |
0.7755 |
0.7775 |
|