CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7614 |
-0.0068 |
-0.9% |
0.7767 |
| High |
0.7710 |
0.7628 |
-0.0082 |
-1.1% |
0.7792 |
| Low |
0.7575 |
0.7590 |
0.0015 |
0.2% |
0.7575 |
| Close |
0.7610 |
0.7612 |
0.0002 |
0.0% |
0.7612 |
| Range |
0.0135 |
0.0038 |
-0.0097 |
-71.9% |
0.0217 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
1,082 |
2,080 |
998 |
92.2% |
4,129 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7706 |
0.7633 |
|
| R3 |
0.7686 |
0.7668 |
0.7622 |
|
| R2 |
0.7648 |
0.7648 |
0.7619 |
|
| R1 |
0.7630 |
0.7630 |
0.7615 |
0.7620 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7605 |
| S1 |
0.7592 |
0.7592 |
0.7609 |
0.7582 |
| S2 |
0.7572 |
0.7572 |
0.7605 |
|
| S3 |
0.7534 |
0.7554 |
0.7602 |
|
| S4 |
0.7496 |
0.7516 |
0.7591 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8311 |
0.8178 |
0.7731 |
|
| R3 |
0.8094 |
0.7961 |
0.7672 |
|
| R2 |
0.7877 |
0.7877 |
0.7652 |
|
| R1 |
0.7744 |
0.7744 |
0.7632 |
0.7702 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7639 |
| S1 |
0.7527 |
0.7527 |
0.7592 |
0.7485 |
| S2 |
0.7443 |
0.7443 |
0.7572 |
|
| S3 |
0.7226 |
0.7310 |
0.7552 |
|
| S4 |
0.7009 |
0.7093 |
0.7493 |
|
|
| 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% |
0.0095 |
1.3% |
12% |
False |
False |
1,036 |
| 10 |
0.8034 |
0.7575 |
0.0459 |
6.0% |
0.0084 |
1.1% |
8% |
False |
False |
774 |
| 20 |
0.8109 |
0.7575 |
0.0534 |
7.0% |
0.0094 |
1.2% |
7% |
False |
False |
491 |
| 40 |
0.8109 |
0.7499 |
0.0610 |
8.0% |
0.0092 |
1.2% |
19% |
False |
False |
313 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0087 |
1.1% |
22% |
False |
False |
223 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.4% |
0.0068 |
0.9% |
22% |
False |
False |
168 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.8% |
0.0060 |
0.8% |
21% |
False |
False |
135 |
| 120 |
0.8180 |
0.7470 |
0.0710 |
9.3% |
0.0051 |
0.7% |
20% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7790 |
|
2.618 |
0.7727 |
|
1.618 |
0.7689 |
|
1.000 |
0.7666 |
|
0.618 |
0.7651 |
|
HIGH |
0.7628 |
|
0.618 |
0.7613 |
|
0.500 |
0.7609 |
|
0.382 |
0.7605 |
|
LOW |
0.7590 |
|
0.618 |
0.7567 |
|
1.000 |
0.7552 |
|
1.618 |
0.7529 |
|
2.618 |
0.7491 |
|
4.250 |
0.7429 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7649 |
| PP |
0.7610 |
0.7637 |
| S1 |
0.7609 |
0.7624 |
|