CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 08-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7814 |
0.7828 |
0.0014 |
0.2% |
0.7752 |
High |
0.7814 |
0.7828 |
0.0014 |
0.2% |
0.7874 |
Low |
0.7814 |
0.7828 |
0.0014 |
0.2% |
0.7752 |
Close |
0.7814 |
0.7828 |
0.0014 |
0.2% |
0.7828 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0059 |
-0.0003 |
-5.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7828 |
0.7828 |
0.7828 |
|
R3 |
0.7828 |
0.7828 |
0.7828 |
|
R2 |
0.7828 |
0.7828 |
0.7828 |
|
R1 |
0.7828 |
0.7828 |
0.7828 |
0.7828 |
PP |
0.7828 |
0.7828 |
0.7828 |
0.7828 |
S1 |
0.7828 |
0.7828 |
0.7828 |
0.7828 |
S2 |
0.7828 |
0.7828 |
0.7828 |
|
S3 |
0.7828 |
0.7828 |
0.7828 |
|
S4 |
0.7828 |
0.7828 |
0.7828 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8184 |
0.8128 |
0.7895 |
|
R3 |
0.8062 |
0.8006 |
0.7862 |
|
R2 |
0.7940 |
0.7940 |
0.7850 |
|
R1 |
0.7884 |
0.7884 |
0.7839 |
0.7912 |
PP |
0.7818 |
0.7818 |
0.7818 |
0.7832 |
S1 |
0.7762 |
0.7762 |
0.7817 |
0.7790 |
S2 |
0.7696 |
0.7696 |
0.7806 |
|
S3 |
0.7574 |
0.7640 |
0.7794 |
|
S4 |
0.7452 |
0.7518 |
0.7761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7874 |
0.7752 |
0.0122 |
1.6% |
0.0016 |
0.2% |
62% |
False |
False |
1 |
10 |
0.7938 |
0.7735 |
0.0203 |
2.6% |
0.0035 |
0.4% |
46% |
False |
False |
4 |
20 |
0.7938 |
0.7486 |
0.0452 |
5.8% |
0.0030 |
0.4% |
76% |
False |
False |
3 |
40 |
0.7938 |
0.7465 |
0.0473 |
6.0% |
0.0031 |
0.4% |
77% |
False |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0023 |
0.3% |
78% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7828 |
2.618 |
0.7828 |
1.618 |
0.7828 |
1.000 |
0.7828 |
0.618 |
0.7828 |
HIGH |
0.7828 |
0.618 |
0.7828 |
0.500 |
0.7828 |
0.382 |
0.7828 |
LOW |
0.7828 |
0.618 |
0.7828 |
1.000 |
0.7828 |
1.618 |
0.7828 |
2.618 |
0.7828 |
4.250 |
0.7828 |
|
|
Fisher Pivots for day following 08-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7828 |
0.7844 |
PP |
0.7828 |
0.7839 |
S1 |
0.7828 |
0.7833 |
|