CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7848 |
0.7767 |
-0.0081 |
-1.0% |
0.7988 |
High |
0.7880 |
0.7792 |
-0.0088 |
-1.1% |
0.7995 |
Low |
0.7763 |
0.7682 |
-0.0081 |
-1.0% |
0.7763 |
Close |
0.7781 |
0.7684 |
-0.0097 |
-1.2% |
0.7781 |
Range |
0.0117 |
0.0110 |
-0.0007 |
-6.0% |
0.0232 |
ATR |
0.0093 |
0.0095 |
0.0001 |
1.3% |
0.0000 |
Volume |
1,051 |
566 |
-485 |
-46.1% |
3,181 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.7977 |
0.7745 |
|
R3 |
0.7939 |
0.7867 |
0.7714 |
|
R2 |
0.7829 |
0.7829 |
0.7704 |
|
R1 |
0.7757 |
0.7757 |
0.7694 |
0.7738 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7710 |
S1 |
0.7647 |
0.7647 |
0.7674 |
0.7628 |
S2 |
0.7609 |
0.7609 |
0.7664 |
|
S3 |
0.7499 |
0.7537 |
0.7654 |
|
S4 |
0.7389 |
0.7427 |
0.7624 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8542 |
0.8394 |
0.7909 |
|
R3 |
0.8310 |
0.8162 |
0.7845 |
|
R2 |
0.8078 |
0.8078 |
0.7824 |
|
R1 |
0.7930 |
0.7930 |
0.7802 |
0.7888 |
PP |
0.7846 |
0.7846 |
0.7846 |
0.7826 |
S1 |
0.7698 |
0.7698 |
0.7760 |
0.7656 |
S2 |
0.7614 |
0.7614 |
0.7738 |
|
S3 |
0.7382 |
0.7466 |
0.7717 |
|
S4 |
0.7150 |
0.7234 |
0.7653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7956 |
0.7682 |
0.0274 |
3.6% |
0.0087 |
1.1% |
1% |
False |
True |
709 |
10 |
0.8109 |
0.7682 |
0.0427 |
5.6% |
0.0095 |
1.2% |
0% |
False |
True |
480 |
20 |
0.8109 |
0.7682 |
0.0427 |
5.6% |
0.0101 |
1.3% |
0% |
False |
True |
348 |
40 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0090 |
1.2% |
33% |
False |
False |
230 |
60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0083 |
1.1% |
33% |
False |
False |
163 |
80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0068 |
0.9% |
33% |
False |
False |
124 |
100 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0057 |
0.7% |
32% |
False |
False |
99 |
120 |
0.8239 |
0.7470 |
0.0769 |
10.0% |
0.0049 |
0.6% |
28% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8260 |
2.618 |
0.8080 |
1.618 |
0.7970 |
1.000 |
0.7902 |
0.618 |
0.7860 |
HIGH |
0.7792 |
0.618 |
0.7750 |
0.500 |
0.7737 |
0.382 |
0.7724 |
LOW |
0.7682 |
0.618 |
0.7614 |
1.000 |
0.7572 |
1.618 |
0.7504 |
2.618 |
0.7394 |
4.250 |
0.7215 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7737 |
0.7781 |
PP |
0.7719 |
0.7749 |
S1 |
0.7702 |
0.7716 |
|