CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 13-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7815 |
0.8011 |
0.0196 |
2.5% |
0.7752 |
High |
0.7902 |
0.8011 |
0.0109 |
1.4% |
0.7874 |
Low |
0.7815 |
0.8011 |
0.0196 |
2.5% |
0.7752 |
Close |
0.7902 |
0.8011 |
0.0109 |
1.4% |
0.7828 |
Range |
0.0087 |
0.0000 |
-0.0087 |
-100.0% |
0.0122 |
ATR |
0.0058 |
0.0062 |
0.0004 |
6.2% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
8 |
|
Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8011 |
0.8011 |
0.8011 |
|
R3 |
0.8011 |
0.8011 |
0.8011 |
|
R2 |
0.8011 |
0.8011 |
0.8011 |
|
R1 |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
PP |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
S1 |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
S2 |
0.8011 |
0.8011 |
0.8011 |
|
S3 |
0.8011 |
0.8011 |
0.8011 |
|
S4 |
0.8011 |
0.8011 |
0.8011 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8184 |
0.8128 |
0.7895 |
|
R3 |
0.8062 |
0.8006 |
0.7862 |
|
R2 |
0.7940 |
0.7940 |
0.7850 |
|
R1 |
0.7884 |
0.7884 |
0.7839 |
0.7912 |
PP |
0.7818 |
0.7818 |
0.7818 |
0.7832 |
S1 |
0.7762 |
0.7762 |
0.7817 |
0.7790 |
S2 |
0.7696 |
0.7696 |
0.7806 |
|
S3 |
0.7574 |
0.7640 |
0.7794 |
|
S4 |
0.7452 |
0.7518 |
0.7761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8011 |
0.7814 |
0.0197 |
2.5% |
0.0019 |
0.2% |
100% |
True |
False |
2 |
10 |
0.8011 |
0.7735 |
0.0276 |
3.4% |
0.0031 |
0.4% |
100% |
True |
False |
4 |
20 |
0.8011 |
0.7611 |
0.0400 |
5.0% |
0.0029 |
0.4% |
100% |
True |
False |
3 |
40 |
0.8011 |
0.7465 |
0.0546 |
6.8% |
0.0029 |
0.4% |
100% |
True |
False |
5 |
60 |
0.8011 |
0.7448 |
0.0563 |
7.0% |
0.0024 |
0.3% |
100% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8011 |
2.618 |
0.8011 |
1.618 |
0.8011 |
1.000 |
0.8011 |
0.618 |
0.8011 |
HIGH |
0.8011 |
0.618 |
0.8011 |
0.500 |
0.8011 |
0.382 |
0.8011 |
LOW |
0.8011 |
0.618 |
0.8011 |
1.000 |
0.8011 |
1.618 |
0.8011 |
2.618 |
0.8011 |
4.250 |
0.8011 |
|
|
Fisher Pivots for day following 13-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8011 |
0.7978 |
PP |
0.8011 |
0.7946 |
S1 |
0.8011 |
0.7913 |
|