CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 05-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7752 |
0.7778 |
0.0026 |
0.3% |
0.7774 |
High |
0.7757 |
0.7852 |
0.0095 |
1.2% |
0.7938 |
Low |
0.7752 |
0.7778 |
0.0026 |
0.3% |
0.7735 |
Close |
0.7757 |
0.7852 |
0.0095 |
1.2% |
0.7735 |
Range |
0.0005 |
0.0074 |
0.0069 |
1,380.0% |
0.0203 |
ATR |
0.0064 |
0.0066 |
0.0002 |
3.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
37 |
|
Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.8025 |
0.7893 |
|
R3 |
0.7975 |
0.7951 |
0.7872 |
|
R2 |
0.7901 |
0.7901 |
0.7866 |
|
R1 |
0.7877 |
0.7877 |
0.7859 |
0.7889 |
PP |
0.7827 |
0.7827 |
0.7827 |
0.7834 |
S1 |
0.7803 |
0.7803 |
0.7845 |
0.7815 |
S2 |
0.7753 |
0.7753 |
0.7838 |
|
S3 |
0.7679 |
0.7729 |
0.7832 |
|
S4 |
0.7605 |
0.7655 |
0.7811 |
|
|
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% |
0.0043 |
0.5% |
58% |
False |
False |
6 |
10 |
0.7938 |
0.7625 |
0.0313 |
4.0% |
0.0041 |
0.5% |
73% |
False |
False |
4 |
20 |
0.7938 |
0.7486 |
0.0452 |
5.8% |
0.0030 |
0.4% |
81% |
False |
False |
3 |
40 |
0.7938 |
0.7448 |
0.0490 |
6.2% |
0.0031 |
0.4% |
82% |
False |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.2% |
0.0024 |
0.3% |
82% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8167 |
2.618 |
0.8046 |
1.618 |
0.7972 |
1.000 |
0.7926 |
0.618 |
0.7898 |
HIGH |
0.7852 |
0.618 |
0.7824 |
0.500 |
0.7815 |
0.382 |
0.7806 |
LOW |
0.7778 |
0.618 |
0.7732 |
1.000 |
0.7704 |
1.618 |
0.7658 |
2.618 |
0.7584 |
4.250 |
0.7464 |
|
|
Fisher Pivots for day following 05-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7840 |
0.7833 |
PP |
0.7827 |
0.7813 |
S1 |
0.7815 |
0.7794 |
|