CME Australian Dollar Future September 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 |
0.8050 |
0.8030 |
-0.0020 |
-0.2% |
0.7872 |
| High |
0.8109 |
0.8034 |
-0.0075 |
-0.9% |
0.8109 |
| Low |
0.8012 |
0.7946 |
-0.0066 |
-0.8% |
0.7827 |
| Close |
0.8018 |
0.7995 |
-0.0023 |
-0.3% |
0.7995 |
| Range |
0.0097 |
0.0088 |
-0.0009 |
-9.3% |
0.0282 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
379 |
433 |
54 |
14.2% |
1,230 |
|
| Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8213 |
0.8043 |
|
| R3 |
0.8168 |
0.8125 |
0.8019 |
|
| R2 |
0.8080 |
0.8080 |
0.8011 |
|
| R1 |
0.8037 |
0.8037 |
0.8003 |
0.8015 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7980 |
| S1 |
0.7949 |
0.7949 |
0.7987 |
0.7927 |
| S2 |
0.7904 |
0.7904 |
0.7979 |
|
| S3 |
0.7816 |
0.7861 |
0.7971 |
|
| S4 |
0.7728 |
0.7773 |
0.7947 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8823 |
0.8691 |
0.8150 |
|
| R3 |
0.8541 |
0.8409 |
0.8073 |
|
| R2 |
0.8259 |
0.8259 |
0.8047 |
|
| R1 |
0.8127 |
0.8127 |
0.8021 |
0.8193 |
| PP |
0.7977 |
0.7977 |
0.7977 |
0.8010 |
| S1 |
0.7845 |
0.7845 |
0.7969 |
0.7911 |
| S2 |
0.7695 |
0.7695 |
0.7943 |
|
| S3 |
0.7413 |
0.7563 |
0.7917 |
|
| S4 |
0.7131 |
0.7281 |
0.7840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8109 |
0.7827 |
0.0282 |
3.5% |
0.0099 |
1.2% |
60% |
False |
False |
246 |
| 10 |
0.8109 |
0.7740 |
0.0369 |
4.6% |
0.0103 |
1.3% |
69% |
False |
False |
210 |
| 20 |
0.8109 |
0.7624 |
0.0485 |
6.1% |
0.0098 |
1.2% |
76% |
False |
False |
206 |
| 40 |
0.8109 |
0.7470 |
0.0639 |
8.0% |
0.0089 |
1.1% |
82% |
False |
False |
144 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.0% |
0.0077 |
1.0% |
82% |
False |
False |
101 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.0% |
0.0062 |
0.8% |
82% |
False |
False |
77 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0052 |
0.7% |
79% |
False |
False |
62 |
| 120 |
0.8432 |
0.7470 |
0.0962 |
12.0% |
0.0045 |
0.6% |
55% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8408 |
|
2.618 |
0.8264 |
|
1.618 |
0.8176 |
|
1.000 |
0.8122 |
|
0.618 |
0.8088 |
|
HIGH |
0.8034 |
|
0.618 |
0.8000 |
|
0.500 |
0.7990 |
|
0.382 |
0.7980 |
|
LOW |
0.7946 |
|
0.618 |
0.7892 |
|
1.000 |
0.7858 |
|
1.618 |
0.7804 |
|
2.618 |
0.7716 |
|
4.250 |
0.7572 |
|
|
| Fisher Pivots for day following 15-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7993 |
0.8013 |
| PP |
0.7992 |
0.8007 |
| S1 |
0.7990 |
0.8001 |
|