CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 14-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8011 |
0.8046 |
0.0035 |
0.4% |
0.7752 |
High |
0.8011 |
0.8046 |
0.0035 |
0.4% |
0.7874 |
Low |
0.8011 |
0.7981 |
-0.0030 |
-0.4% |
0.7752 |
Close |
0.8011 |
0.7981 |
-0.0030 |
-0.4% |
0.7828 |
Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0122 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8198 |
0.8154 |
0.8017 |
|
R3 |
0.8133 |
0.8089 |
0.7999 |
|
R2 |
0.8068 |
0.8068 |
0.7993 |
|
R1 |
0.8024 |
0.8024 |
0.7987 |
0.8014 |
PP |
0.8003 |
0.8003 |
0.8003 |
0.7997 |
S1 |
0.7959 |
0.7959 |
0.7975 |
0.7949 |
S2 |
0.7938 |
0.7938 |
0.7969 |
|
S3 |
0.7873 |
0.7894 |
0.7963 |
|
S4 |
0.7808 |
0.7829 |
0.7945 |
|
|
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 |
0.8046 |
0.7815 |
0.0231 |
2.9% |
0.0032 |
0.4% |
72% |
True |
False |
2 |
10 |
0.8046 |
0.7735 |
0.0311 |
3.9% |
0.0029 |
0.4% |
79% |
True |
False |
4 |
20 |
0.8046 |
0.7611 |
0.0435 |
5.5% |
0.0029 |
0.4% |
85% |
True |
False |
3 |
40 |
0.8046 |
0.7465 |
0.0581 |
7.3% |
0.0030 |
0.4% |
89% |
True |
False |
5 |
60 |
0.8046 |
0.7448 |
0.0598 |
7.5% |
0.0025 |
0.3% |
89% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8322 |
2.618 |
0.8216 |
1.618 |
0.8151 |
1.000 |
0.8111 |
0.618 |
0.8086 |
HIGH |
0.8046 |
0.618 |
0.8021 |
0.500 |
0.8014 |
0.382 |
0.8006 |
LOW |
0.7981 |
0.618 |
0.7941 |
1.000 |
0.7916 |
1.618 |
0.7876 |
2.618 |
0.7811 |
4.250 |
0.7705 |
|
|
Fisher Pivots for day following 14-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8014 |
0.7964 |
PP |
0.8003 |
0.7947 |
S1 |
0.7992 |
0.7931 |
|