CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 21-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2015 |
21-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7810 |
0.0010 |
0.1% |
0.7825 |
High |
0.7816 |
0.7810 |
-0.0006 |
-0.1% |
0.8046 |
Low |
0.7790 |
0.7810 |
0.0020 |
0.3% |
0.7815 |
Close |
0.7816 |
0.7810 |
-0.0006 |
-0.1% |
0.7959 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0231 |
ATR |
0.0059 |
0.0055 |
-0.0004 |
-6.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
13 |
|
Daily Pivots for day following 21-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7810 |
0.7810 |
0.7810 |
|
R3 |
0.7810 |
0.7810 |
0.7810 |
|
R2 |
0.7810 |
0.7810 |
0.7810 |
|
R1 |
0.7810 |
0.7810 |
0.7810 |
0.7810 |
PP |
0.7810 |
0.7810 |
0.7810 |
0.7810 |
S1 |
0.7810 |
0.7810 |
0.7810 |
0.7810 |
S2 |
0.7810 |
0.7810 |
0.7810 |
|
S3 |
0.7810 |
0.7810 |
0.7810 |
|
S4 |
0.7810 |
0.7810 |
0.7810 |
|
|
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 |
0.7959 |
0.7790 |
0.0169 |
2.2% |
0.0005 |
0.1% |
12% |
False |
False |
1 |
10 |
0.8046 |
0.7790 |
0.0256 |
3.3% |
0.0019 |
0.2% |
8% |
False |
False |
2 |
20 |
0.8046 |
0.7729 |
0.0317 |
4.1% |
0.0027 |
0.3% |
26% |
False |
False |
3 |
40 |
0.8046 |
0.7465 |
0.0581 |
7.4% |
0.0024 |
0.3% |
59% |
False |
False |
4 |
60 |
0.8046 |
0.7448 |
0.0598 |
7.7% |
0.0025 |
0.3% |
61% |
False |
False |
5 |
80 |
0.8046 |
0.7448 |
0.0598 |
7.7% |
0.0022 |
0.3% |
61% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7810 |
2.618 |
0.7810 |
1.618 |
0.7810 |
1.000 |
0.7810 |
0.618 |
0.7810 |
HIGH |
0.7810 |
0.618 |
0.7810 |
0.500 |
0.7810 |
0.382 |
0.7810 |
LOW |
0.7810 |
0.618 |
0.7810 |
1.000 |
0.7810 |
1.618 |
0.7810 |
2.618 |
0.7810 |
4.250 |
0.7810 |
|
|
Fisher Pivots for day following 21-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7810 |
0.7810 |
PP |
0.7810 |
0.7810 |
S1 |
0.7810 |
0.7810 |
|