CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7682 |
-0.0012 |
-0.2% |
0.7988 |
| High |
0.7723 |
0.7710 |
-0.0013 |
-0.2% |
0.7995 |
| Low |
0.7647 |
0.7575 |
-0.0072 |
-0.9% |
0.7763 |
| Close |
0.7674 |
0.7610 |
-0.0064 |
-0.8% |
0.7781 |
| Range |
0.0076 |
0.0135 |
0.0059 |
77.6% |
0.0232 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.2% |
0.0000 |
| Volume |
401 |
1,082 |
681 |
169.8% |
3,181 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8037 |
0.7958 |
0.7684 |
|
| R3 |
0.7902 |
0.7823 |
0.7647 |
|
| R2 |
0.7767 |
0.7767 |
0.7635 |
|
| R1 |
0.7688 |
0.7688 |
0.7622 |
0.7660 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7618 |
| S1 |
0.7553 |
0.7553 |
0.7598 |
0.7525 |
| S2 |
0.7497 |
0.7497 |
0.7585 |
|
| S3 |
0.7362 |
0.7418 |
0.7573 |
|
| S4 |
0.7227 |
0.7283 |
0.7536 |
|
|
| 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 |
0.7880 |
0.7575 |
0.0305 |
4.0% |
0.0097 |
1.3% |
11% |
False |
True |
681 |
| 10 |
0.8109 |
0.7575 |
0.0534 |
7.0% |
0.0090 |
1.2% |
7% |
False |
True |
604 |
| 20 |
0.8109 |
0.7575 |
0.0534 |
7.0% |
0.0099 |
1.3% |
7% |
False |
True |
405 |
| 40 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0093 |
1.2% |
22% |
False |
False |
263 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0087 |
1.1% |
22% |
False |
False |
188 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0068 |
0.9% |
22% |
False |
False |
142 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0060 |
0.8% |
21% |
False |
False |
114 |
| 120 |
0.8180 |
0.7470 |
0.0710 |
9.3% |
0.0051 |
0.7% |
20% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8284 |
|
2.618 |
0.8063 |
|
1.618 |
0.7928 |
|
1.000 |
0.7845 |
|
0.618 |
0.7793 |
|
HIGH |
0.7710 |
|
0.618 |
0.7658 |
|
0.500 |
0.7643 |
|
0.382 |
0.7627 |
|
LOW |
0.7575 |
|
0.618 |
0.7492 |
|
1.000 |
0.7440 |
|
1.618 |
0.7357 |
|
2.618 |
0.7222 |
|
4.250 |
0.7001 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7684 |
| PP |
0.7632 |
0.7659 |
| S1 |
0.7621 |
0.7635 |
|