CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 07-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2015 |
07-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7864 |
0.7919 |
0.0055 |
0.7% |
0.7765 |
| High |
0.7975 |
0.7949 |
-0.0026 |
-0.3% |
0.8012 |
| Low |
0.7864 |
0.7840 |
-0.0024 |
-0.3% |
0.7750 |
| Close |
0.7911 |
0.7849 |
-0.0062 |
-0.8% |
0.7768 |
| Range |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0262 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.9% |
0.0000 |
| Volume |
337 |
197 |
-140 |
-41.5% |
1,264 |
|
| Daily Pivots for day following 07-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8206 |
0.8137 |
0.7909 |
|
| R3 |
0.8097 |
0.8028 |
0.7879 |
|
| R2 |
0.7988 |
0.7988 |
0.7869 |
|
| R1 |
0.7919 |
0.7919 |
0.7859 |
0.7899 |
| PP |
0.7879 |
0.7879 |
0.7879 |
0.7870 |
| S1 |
0.7810 |
0.7810 |
0.7839 |
0.7790 |
| S2 |
0.7770 |
0.7770 |
0.7829 |
|
| S3 |
0.7661 |
0.7701 |
0.7819 |
|
| S4 |
0.7552 |
0.7592 |
0.7789 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8629 |
0.8461 |
0.7912 |
|
| R3 |
0.8367 |
0.8199 |
0.7840 |
|
| R2 |
0.8105 |
0.8105 |
0.7816 |
|
| R1 |
0.7937 |
0.7937 |
0.7792 |
0.8021 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7886 |
| S1 |
0.7675 |
0.7675 |
0.7744 |
0.7759 |
| S2 |
0.7581 |
0.7581 |
0.7720 |
|
| S3 |
0.7319 |
0.7413 |
0.7696 |
|
| S4 |
0.7057 |
0.7151 |
0.7624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7975 |
0.7740 |
0.0235 |
3.0% |
0.0103 |
1.3% |
46% |
False |
False |
229 |
| 10 |
0.8012 |
0.7709 |
0.0303 |
3.9% |
0.0102 |
1.3% |
46% |
False |
False |
238 |
| 20 |
0.8012 |
0.7499 |
0.0513 |
6.5% |
0.0094 |
1.2% |
68% |
False |
False |
163 |
| 40 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0090 |
1.2% |
70% |
False |
False |
114 |
| 60 |
0.8012 |
0.7470 |
0.0542 |
6.9% |
0.0068 |
0.9% |
70% |
False |
False |
79 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0058 |
0.7% |
57% |
False |
False |
60 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0047 |
0.6% |
57% |
False |
False |
48 |
| 120 |
0.8569 |
0.7470 |
0.1099 |
14.0% |
0.0040 |
0.5% |
34% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8412 |
|
2.618 |
0.8234 |
|
1.618 |
0.8125 |
|
1.000 |
0.8058 |
|
0.618 |
0.8016 |
|
HIGH |
0.7949 |
|
0.618 |
0.7907 |
|
0.500 |
0.7895 |
|
0.382 |
0.7882 |
|
LOW |
0.7840 |
|
0.618 |
0.7773 |
|
1.000 |
0.7731 |
|
1.618 |
0.7664 |
|
2.618 |
0.7555 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 07-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7895 |
0.7858 |
| PP |
0.7879 |
0.7855 |
| S1 |
0.7864 |
0.7852 |
|