CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.7945 |
-0.0043 |
-0.5% |
0.7872 |
| High |
0.7995 |
0.7956 |
-0.0039 |
-0.5% |
0.8109 |
| Low |
0.7925 |
0.7858 |
-0.0067 |
-0.8% |
0.7827 |
| Close |
0.7929 |
0.7866 |
-0.0063 |
-0.8% |
0.7995 |
| Range |
0.0070 |
0.0098 |
0.0028 |
40.0% |
0.0282 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
| Volume |
201 |
1,200 |
999 |
497.0% |
1,230 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8125 |
0.7920 |
|
| R3 |
0.8089 |
0.8027 |
0.7893 |
|
| R2 |
0.7991 |
0.7991 |
0.7884 |
|
| R1 |
0.7929 |
0.7929 |
0.7875 |
0.7911 |
| PP |
0.7893 |
0.7893 |
0.7893 |
0.7885 |
| S1 |
0.7831 |
0.7831 |
0.7857 |
0.7813 |
| S2 |
0.7795 |
0.7795 |
0.7848 |
|
| S3 |
0.7697 |
0.7733 |
0.7839 |
|
| S4 |
0.7599 |
0.7635 |
0.7812 |
|
|
| 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 |
0.7858 |
0.0251 |
3.2% |
0.0101 |
1.3% |
3% |
False |
True |
481 |
| 10 |
0.8109 |
0.7814 |
0.0295 |
3.8% |
0.0100 |
1.3% |
18% |
False |
False |
331 |
| 20 |
0.8109 |
0.7650 |
0.0459 |
5.8% |
0.0098 |
1.2% |
47% |
False |
False |
268 |
| 40 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0089 |
1.1% |
62% |
False |
False |
177 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0078 |
1.0% |
62% |
False |
False |
124 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0064 |
0.8% |
62% |
False |
False |
95 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0054 |
0.7% |
59% |
False |
False |
76 |
| 120 |
0.8379 |
0.7470 |
0.0909 |
11.6% |
0.0046 |
0.6% |
44% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8373 |
|
2.618 |
0.8213 |
|
1.618 |
0.8115 |
|
1.000 |
0.8054 |
|
0.618 |
0.8017 |
|
HIGH |
0.7956 |
|
0.618 |
0.7919 |
|
0.500 |
0.7907 |
|
0.382 |
0.7895 |
|
LOW |
0.7858 |
|
0.618 |
0.7797 |
|
1.000 |
0.7760 |
|
1.618 |
0.7699 |
|
2.618 |
0.7601 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7907 |
0.7946 |
| PP |
0.7893 |
0.7919 |
| S1 |
0.7880 |
0.7893 |
|