CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8093 |
0.8067 |
-0.0026 |
-0.3% |
0.7910 |
High |
0.8151 |
0.8077 |
-0.0074 |
-0.9% |
0.8151 |
Low |
0.8050 |
0.7984 |
-0.0066 |
-0.8% |
0.7862 |
Close |
0.8058 |
0.8034 |
-0.0024 |
-0.3% |
0.8034 |
Range |
0.0101 |
0.0093 |
-0.0008 |
-7.9% |
0.0289 |
ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
97,405 |
73,348 |
-24,057 |
-24.7% |
407,688 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8311 |
0.8265 |
0.8085 |
|
R3 |
0.8218 |
0.8172 |
0.8060 |
|
R2 |
0.8125 |
0.8125 |
0.8051 |
|
R1 |
0.8079 |
0.8079 |
0.8043 |
0.8056 |
PP |
0.8032 |
0.8032 |
0.8032 |
0.8020 |
S1 |
0.7986 |
0.7986 |
0.8025 |
0.7963 |
S2 |
0.7939 |
0.7939 |
0.8017 |
|
S3 |
0.7846 |
0.7893 |
0.8008 |
|
S4 |
0.7753 |
0.7800 |
0.7983 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8883 |
0.8747 |
0.8193 |
|
R3 |
0.8594 |
0.8458 |
0.8113 |
|
R2 |
0.8305 |
0.8305 |
0.8087 |
|
R1 |
0.8169 |
0.8169 |
0.8060 |
0.8237 |
PP |
0.8016 |
0.8016 |
0.8016 |
0.8050 |
S1 |
0.7880 |
0.7880 |
0.8008 |
0.7948 |
S2 |
0.7727 |
0.7727 |
0.7981 |
|
S3 |
0.7438 |
0.7591 |
0.7955 |
|
S4 |
0.7149 |
0.7302 |
0.7875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8151 |
0.7862 |
0.0289 |
3.6% |
0.0105 |
1.3% |
60% |
False |
False |
81,537 |
10 |
0.8151 |
0.7765 |
0.0386 |
4.8% |
0.0109 |
1.4% |
70% |
False |
False |
91,623 |
20 |
0.8151 |
0.7659 |
0.0492 |
6.1% |
0.0108 |
1.3% |
76% |
False |
False |
95,796 |
40 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0105 |
1.3% |
82% |
False |
False |
98,377 |
60 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0103 |
1.3% |
82% |
False |
False |
78,656 |
80 |
0.8151 |
0.7504 |
0.0647 |
8.1% |
0.0102 |
1.3% |
82% |
False |
False |
59,084 |
100 |
0.8208 |
0.7504 |
0.0704 |
8.8% |
0.0094 |
1.2% |
75% |
False |
False |
47,298 |
120 |
0.8552 |
0.7504 |
0.1048 |
13.0% |
0.0083 |
1.0% |
51% |
False |
False |
39,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8472 |
2.618 |
0.8320 |
1.618 |
0.8227 |
1.000 |
0.8170 |
0.618 |
0.8134 |
HIGH |
0.8077 |
0.618 |
0.8041 |
0.500 |
0.8031 |
0.382 |
0.8020 |
LOW |
0.7984 |
0.618 |
0.7927 |
1.000 |
0.7891 |
1.618 |
0.7834 |
2.618 |
0.7741 |
4.250 |
0.7589 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8033 |
0.8051 |
PP |
0.8032 |
0.8045 |
S1 |
0.8031 |
0.8040 |
|