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 |
|