CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 22-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2015 |
22-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.7810 |
0.7745 |
-0.0065 |
-0.8% |
0.7894 |
High |
0.7810 |
0.7745 |
-0.0065 |
-0.8% |
0.7894 |
Low |
0.7810 |
0.7745 |
-0.0065 |
-0.8% |
0.7745 |
Close |
0.7810 |
0.7745 |
-0.0065 |
-0.8% |
0.7745 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7745 |
0.7745 |
0.7745 |
|
R3 |
0.7745 |
0.7745 |
0.7745 |
|
R2 |
0.7745 |
0.7745 |
0.7745 |
|
R1 |
0.7745 |
0.7745 |
0.7745 |
0.7745 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7745 |
S1 |
0.7745 |
0.7745 |
0.7745 |
0.7745 |
S2 |
0.7745 |
0.7745 |
0.7745 |
|
S3 |
0.7745 |
0.7745 |
0.7745 |
|
S4 |
0.7745 |
0.7745 |
0.7745 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8242 |
0.8142 |
0.7827 |
|
R3 |
0.8093 |
0.7993 |
0.7786 |
|
R2 |
0.7944 |
0.7944 |
0.7772 |
|
R1 |
0.7844 |
0.7844 |
0.7759 |
0.7820 |
PP |
0.7795 |
0.7795 |
0.7795 |
0.7782 |
S1 |
0.7695 |
0.7695 |
0.7731 |
0.7671 |
S2 |
0.7646 |
0.7646 |
0.7718 |
|
S3 |
0.7497 |
0.7546 |
0.7704 |
|
S4 |
0.7348 |
0.7397 |
0.7663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7894 |
0.7745 |
0.0149 |
1.9% |
0.0005 |
0.1% |
0% |
False |
True |
1 |
10 |
0.8046 |
0.7745 |
0.0301 |
3.9% |
0.0019 |
0.2% |
0% |
False |
True |
2 |
20 |
0.8046 |
0.7735 |
0.0311 |
4.0% |
0.0027 |
0.3% |
3% |
False |
False |
3 |
40 |
0.8046 |
0.7465 |
0.0581 |
7.5% |
0.0024 |
0.3% |
48% |
False |
False |
4 |
60 |
0.8046 |
0.7448 |
0.0598 |
7.7% |
0.0025 |
0.3% |
50% |
False |
False |
5 |
80 |
0.8046 |
0.7448 |
0.0598 |
7.7% |
0.0022 |
0.3% |
50% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7745 |
2.618 |
0.7745 |
1.618 |
0.7745 |
1.000 |
0.7745 |
0.618 |
0.7745 |
HIGH |
0.7745 |
0.618 |
0.7745 |
0.500 |
0.7745 |
0.382 |
0.7745 |
LOW |
0.7745 |
0.618 |
0.7745 |
1.000 |
0.7745 |
1.618 |
0.7745 |
2.618 |
0.7745 |
4.250 |
0.7745 |
|
|
Fisher Pivots for day following 22-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7745 |
0.7781 |
PP |
0.7745 |
0.7769 |
S1 |
0.7745 |
0.7757 |
|