CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7862 |
0.7838 |
-0.0024 |
-0.3% |
0.7872 |
High |
0.7880 |
0.7866 |
-0.0014 |
-0.2% |
0.8109 |
Low |
0.7819 |
0.7819 |
0.0000 |
0.0% |
0.7827 |
Close |
0.7851 |
0.7845 |
-0.0006 |
-0.1% |
0.7995 |
Range |
0.0061 |
0.0047 |
-0.0014 |
-23.0% |
0.0282 |
ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
423 |
306 |
-117 |
-27.7% |
1,230 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7984 |
0.7962 |
0.7871 |
|
R3 |
0.7937 |
0.7915 |
0.7858 |
|
R2 |
0.7890 |
0.7890 |
0.7854 |
|
R1 |
0.7868 |
0.7868 |
0.7849 |
0.7879 |
PP |
0.7843 |
0.7843 |
0.7843 |
0.7849 |
S1 |
0.7821 |
0.7821 |
0.7841 |
0.7832 |
S2 |
0.7796 |
0.7796 |
0.7836 |
|
S3 |
0.7749 |
0.7774 |
0.7832 |
|
S4 |
0.7702 |
0.7727 |
0.7819 |
|
|
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 |
0.8034 |
0.7819 |
0.0215 |
2.7% |
0.0073 |
0.9% |
12% |
False |
True |
512 |
10 |
0.8109 |
0.7814 |
0.0295 |
3.8% |
0.0089 |
1.1% |
11% |
False |
False |
350 |
20 |
0.8109 |
0.7709 |
0.0400 |
5.1% |
0.0095 |
1.2% |
34% |
False |
False |
294 |
40 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0088 |
1.1% |
59% |
False |
False |
194 |
60 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0080 |
1.0% |
59% |
False |
False |
136 |
80 |
0.8109 |
0.7470 |
0.0639 |
8.1% |
0.0065 |
0.8% |
59% |
False |
False |
104 |
100 |
0.8138 |
0.7470 |
0.0668 |
8.5% |
0.0055 |
0.7% |
56% |
False |
False |
83 |
120 |
0.8342 |
0.7470 |
0.0872 |
11.1% |
0.0047 |
0.6% |
43% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8066 |
2.618 |
0.7989 |
1.618 |
0.7942 |
1.000 |
0.7913 |
0.618 |
0.7895 |
HIGH |
0.7866 |
0.618 |
0.7848 |
0.500 |
0.7843 |
0.382 |
0.7837 |
LOW |
0.7819 |
0.618 |
0.7790 |
1.000 |
0.7772 |
1.618 |
0.7743 |
2.618 |
0.7696 |
4.250 |
0.7619 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7844 |
0.7888 |
PP |
0.7843 |
0.7873 |
S1 |
0.7843 |
0.7859 |
|