CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8030 |
0.7988 |
-0.0042 |
-0.5% |
0.7872 |
High |
0.8034 |
0.7995 |
-0.0039 |
-0.5% |
0.8109 |
Low |
0.7946 |
0.7925 |
-0.0021 |
-0.3% |
0.7827 |
Close |
0.7995 |
0.7929 |
-0.0066 |
-0.8% |
0.7995 |
Range |
0.0088 |
0.0070 |
-0.0018 |
-20.5% |
0.0282 |
ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
433 |
201 |
-232 |
-53.6% |
1,230 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8160 |
0.8114 |
0.7968 |
|
R3 |
0.8090 |
0.8044 |
0.7948 |
|
R2 |
0.8020 |
0.8020 |
0.7942 |
|
R1 |
0.7974 |
0.7974 |
0.7935 |
0.7962 |
PP |
0.7950 |
0.7950 |
0.7950 |
0.7944 |
S1 |
0.7904 |
0.7904 |
0.7923 |
0.7892 |
S2 |
0.7880 |
0.7880 |
0.7916 |
|
S3 |
0.7810 |
0.7834 |
0.7910 |
|
S4 |
0.7740 |
0.7764 |
0.7891 |
|
|
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 |
0.7837 |
0.0272 |
3.4% |
0.0103 |
1.3% |
34% |
False |
False |
251 |
10 |
0.8109 |
0.7740 |
0.0369 |
4.7% |
0.0107 |
1.3% |
51% |
False |
False |
220 |
20 |
0.8109 |
0.7624 |
0.0485 |
6.1% |
0.0096 |
1.2% |
63% |
False |
False |
211 |
40 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0088 |
1.1% |
72% |
False |
False |
148 |
60 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0078 |
1.0% |
72% |
False |
False |
104 |
80 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0063 |
0.8% |
72% |
False |
False |
80 |
100 |
0.8138 |
0.7470 |
0.0668 |
8.4% |
0.0053 |
0.7% |
69% |
False |
False |
64 |
120 |
0.8379 |
0.7470 |
0.0909 |
11.5% |
0.0045 |
0.6% |
50% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8293 |
2.618 |
0.8178 |
1.618 |
0.8108 |
1.000 |
0.8065 |
0.618 |
0.8038 |
HIGH |
0.7995 |
0.618 |
0.7968 |
0.500 |
0.7960 |
0.382 |
0.7952 |
LOW |
0.7925 |
0.618 |
0.7882 |
1.000 |
0.7855 |
1.618 |
0.7812 |
2.618 |
0.7742 |
4.250 |
0.7628 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7960 |
0.8017 |
PP |
0.7950 |
0.7988 |
S1 |
0.7939 |
0.7958 |
|