CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7872 |
0.7838 |
-0.0034 |
-0.4% |
0.7759 |
| High |
0.7877 |
0.7945 |
0.0068 |
0.9% |
0.7975 |
| Low |
0.7827 |
0.7837 |
0.0010 |
0.1% |
0.7740 |
| Close |
0.7851 |
0.7938 |
0.0087 |
1.1% |
0.7863 |
| Range |
0.0050 |
0.0108 |
0.0058 |
116.0% |
0.0235 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
173 |
49 |
-124 |
-71.7% |
879 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8231 |
0.8192 |
0.7997 |
|
| R3 |
0.8123 |
0.8084 |
0.7968 |
|
| R2 |
0.8015 |
0.8015 |
0.7958 |
|
| R1 |
0.7976 |
0.7976 |
0.7948 |
0.7996 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7916 |
| S1 |
0.7868 |
0.7868 |
0.7928 |
0.7888 |
| S2 |
0.7799 |
0.7799 |
0.7918 |
|
| S3 |
0.7691 |
0.7760 |
0.7908 |
|
| S4 |
0.7583 |
0.7652 |
0.7879 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8564 |
0.8449 |
0.7992 |
|
| R3 |
0.8329 |
0.8214 |
0.7928 |
|
| R2 |
0.8094 |
0.8094 |
0.7906 |
|
| R1 |
0.7979 |
0.7979 |
0.7885 |
0.8037 |
| PP |
0.7859 |
0.7859 |
0.7859 |
0.7888 |
| S1 |
0.7744 |
0.7744 |
0.7841 |
0.7802 |
| S2 |
0.7624 |
0.7624 |
0.7820 |
|
| S3 |
0.7389 |
0.7509 |
0.7798 |
|
| S4 |
0.7154 |
0.7274 |
0.7734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7975 |
0.7814 |
0.0161 |
2.0% |
0.0100 |
1.3% |
77% |
False |
False |
180 |
| 10 |
0.8012 |
0.7740 |
0.0272 |
3.4% |
0.0103 |
1.3% |
73% |
False |
False |
216 |
| 20 |
0.8012 |
0.7522 |
0.0490 |
6.2% |
0.0096 |
1.2% |
85% |
False |
False |
172 |
| 40 |
0.8012 |
0.7470 |
0.0542 |
6.8% |
0.0094 |
1.2% |
86% |
False |
False |
122 |
| 60 |
0.8012 |
0.7470 |
0.0542 |
6.8% |
0.0073 |
0.9% |
86% |
False |
False |
84 |
| 80 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0060 |
0.8% |
70% |
False |
False |
65 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0049 |
0.6% |
70% |
False |
False |
52 |
| 120 |
0.8481 |
0.7470 |
0.1011 |
12.7% |
0.0042 |
0.5% |
46% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8404 |
|
2.618 |
0.8228 |
|
1.618 |
0.8120 |
|
1.000 |
0.8053 |
|
0.618 |
0.8012 |
|
HIGH |
0.7945 |
|
0.618 |
0.7904 |
|
0.500 |
0.7891 |
|
0.382 |
0.7878 |
|
LOW |
0.7837 |
|
0.618 |
0.7770 |
|
1.000 |
0.7729 |
|
1.618 |
0.7662 |
|
2.618 |
0.7554 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7919 |
| PP |
0.7907 |
0.7899 |
| S1 |
0.7891 |
0.7880 |
|