CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2015 |
28-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7650 |
-0.0005 |
-0.1% |
0.7894 |
| High |
0.7655 |
0.7650 |
-0.0005 |
-0.1% |
0.7894 |
| Low |
0.7640 |
0.7575 |
-0.0065 |
-0.9% |
0.7745 |
| Close |
0.7640 |
0.7575 |
-0.0065 |
-0.9% |
0.7745 |
| Range |
0.0015 |
0.0075 |
0.0060 |
400.0% |
0.0149 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.5% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
7 |
|
| Daily Pivots for day following 28-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7775 |
0.7616 |
|
| R3 |
0.7750 |
0.7700 |
0.7596 |
|
| R2 |
0.7675 |
0.7675 |
0.7589 |
|
| R1 |
0.7625 |
0.7625 |
0.7582 |
0.7613 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7594 |
| S1 |
0.7550 |
0.7550 |
0.7568 |
0.7538 |
| S2 |
0.7525 |
0.7525 |
0.7561 |
|
| S3 |
0.7450 |
0.7475 |
0.7554 |
|
| S4 |
0.7375 |
0.7400 |
0.7534 |
|
|
| 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 |
0.7810 |
0.7575 |
0.0235 |
3.1% |
0.0029 |
0.4% |
0% |
False |
True |
2 |
| 10 |
0.8046 |
0.7575 |
0.0471 |
6.2% |
0.0024 |
0.3% |
0% |
False |
True |
2 |
| 20 |
0.8046 |
0.7575 |
0.0471 |
6.2% |
0.0027 |
0.4% |
0% |
False |
True |
3 |
| 40 |
0.8046 |
0.7465 |
0.0581 |
7.7% |
0.0026 |
0.3% |
19% |
False |
False |
4 |
| 60 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0028 |
0.4% |
21% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0022 |
0.3% |
21% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7969 |
|
2.618 |
0.7846 |
|
1.618 |
0.7771 |
|
1.000 |
0.7725 |
|
0.618 |
0.7696 |
|
HIGH |
0.7650 |
|
0.618 |
0.7621 |
|
0.500 |
0.7613 |
|
0.382 |
0.7604 |
|
LOW |
0.7575 |
|
0.618 |
0.7529 |
|
1.000 |
0.7500 |
|
1.618 |
0.7454 |
|
2.618 |
0.7379 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 28-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7641 |
| PP |
0.7600 |
0.7619 |
| S1 |
0.7588 |
0.7597 |
|