CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 01-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7889 |
0.7780 |
-0.0109 |
-1.4% |
0.7774 |
High |
0.7889 |
0.7780 |
-0.0109 |
-1.4% |
0.7938 |
Low |
0.7800 |
0.7735 |
-0.0065 |
-0.8% |
0.7735 |
Close |
0.7824 |
0.7735 |
-0.0089 |
-1.1% |
0.7735 |
Range |
0.0089 |
0.0045 |
-0.0044 |
-49.4% |
0.0203 |
ATR |
0.0066 |
0.0067 |
0.0002 |
2.5% |
0.0000 |
Volume |
5 |
22 |
17 |
340.0% |
37 |
|
Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7885 |
0.7855 |
0.7760 |
|
R3 |
0.7840 |
0.7810 |
0.7747 |
|
R2 |
0.7795 |
0.7795 |
0.7743 |
|
R1 |
0.7765 |
0.7765 |
0.7739 |
0.7758 |
PP |
0.7750 |
0.7750 |
0.7750 |
0.7746 |
S1 |
0.7720 |
0.7720 |
0.7731 |
0.7713 |
S2 |
0.7705 |
0.7705 |
0.7727 |
|
S3 |
0.7660 |
0.7675 |
0.7723 |
|
S4 |
0.7615 |
0.7630 |
0.7710 |
|
|
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% |
0.0054 |
0.7% |
0% |
False |
True |
7 |
10 |
0.7938 |
0.7611 |
0.0327 |
4.2% |
0.0033 |
0.4% |
38% |
False |
False |
4 |
20 |
0.7938 |
0.7486 |
0.0452 |
5.8% |
0.0027 |
0.3% |
55% |
False |
False |
4 |
40 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0031 |
0.4% |
59% |
False |
False |
6 |
60 |
0.7938 |
0.7448 |
0.0490 |
6.3% |
0.0023 |
0.3% |
59% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7971 |
2.618 |
0.7898 |
1.618 |
0.7853 |
1.000 |
0.7825 |
0.618 |
0.7808 |
HIGH |
0.7780 |
0.618 |
0.7763 |
0.500 |
0.7758 |
0.382 |
0.7752 |
LOW |
0.7735 |
0.618 |
0.7707 |
1.000 |
0.7690 |
1.618 |
0.7662 |
2.618 |
0.7617 |
4.250 |
0.7544 |
|
|
Fisher Pivots for day following 01-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7758 |
0.7837 |
PP |
0.7750 |
0.7803 |
S1 |
0.7743 |
0.7769 |
|