CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 15-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2015 |
15-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8046 |
0.7959 |
-0.0087 |
-1.1% |
0.7825 |
High |
0.8046 |
0.7959 |
-0.0087 |
-1.1% |
0.8046 |
Low |
0.7981 |
0.7959 |
-0.0022 |
-0.3% |
0.7815 |
Close |
0.7981 |
0.7959 |
-0.0022 |
-0.3% |
0.7959 |
Range |
0.0065 |
0.0000 |
-0.0065 |
-100.0% |
0.0231 |
ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
4 |
1 |
-3 |
-75.0% |
13 |
|
Daily Pivots for day following 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7959 |
0.7959 |
0.7959 |
|
R3 |
0.7959 |
0.7959 |
0.7959 |
|
R2 |
0.7959 |
0.7959 |
0.7959 |
|
R1 |
0.7959 |
0.7959 |
0.7959 |
0.7959 |
PP |
0.7959 |
0.7959 |
0.7959 |
0.7959 |
S1 |
0.7959 |
0.7959 |
0.7959 |
0.7959 |
S2 |
0.7959 |
0.7959 |
0.7959 |
|
S3 |
0.7959 |
0.7959 |
0.7959 |
|
S4 |
0.7959 |
0.7959 |
0.7959 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8633 |
0.8527 |
0.8086 |
|
R3 |
0.8402 |
0.8296 |
0.8023 |
|
R2 |
0.8171 |
0.8171 |
0.8001 |
|
R1 |
0.8065 |
0.8065 |
0.7980 |
0.8118 |
PP |
0.7940 |
0.7940 |
0.7940 |
0.7967 |
S1 |
0.7834 |
0.7834 |
0.7938 |
0.7887 |
S2 |
0.7709 |
0.7709 |
0.7917 |
|
S3 |
0.7478 |
0.7603 |
0.7895 |
|
S4 |
0.7247 |
0.7372 |
0.7832 |
|
|
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% |
62% |
False |
False |
2 |
10 |
0.8046 |
0.7752 |
0.0294 |
3.7% |
0.0024 |
0.3% |
70% |
False |
False |
2 |
20 |
0.8046 |
0.7611 |
0.0435 |
5.5% |
0.0028 |
0.4% |
80% |
False |
False |
3 |
40 |
0.8046 |
0.7465 |
0.0581 |
7.3% |
0.0029 |
0.4% |
85% |
False |
False |
5 |
60 |
0.8046 |
0.7448 |
0.0598 |
7.5% |
0.0025 |
0.3% |
85% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7959 |
2.618 |
0.7959 |
1.618 |
0.7959 |
1.000 |
0.7959 |
0.618 |
0.7959 |
HIGH |
0.7959 |
0.618 |
0.7959 |
0.500 |
0.7959 |
0.382 |
0.7959 |
LOW |
0.7959 |
0.618 |
0.7959 |
1.000 |
0.7959 |
1.618 |
0.7959 |
2.618 |
0.7959 |
4.250 |
0.7959 |
|
|
Fisher Pivots for day following 15-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7959 |
0.8003 |
PP |
0.7959 |
0.7988 |
S1 |
0.7959 |
0.7974 |
|