CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2015 |
29-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7567 |
-0.0083 |
-1.1% |
0.7706 |
| High |
0.7650 |
0.7577 |
-0.0073 |
-1.0% |
0.7706 |
| Low |
0.7575 |
0.7562 |
-0.0013 |
-0.2% |
0.7562 |
| Close |
0.7575 |
0.7577 |
0.0002 |
0.0% |
0.7577 |
| Range |
0.0075 |
0.0015 |
-0.0060 |
-80.0% |
0.0144 |
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
15 |
|
| Daily Pivots for day following 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7612 |
0.7585 |
|
| R3 |
0.7602 |
0.7597 |
0.7581 |
|
| R2 |
0.7587 |
0.7587 |
0.7580 |
|
| R1 |
0.7582 |
0.7582 |
0.7578 |
0.7585 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7573 |
| S1 |
0.7567 |
0.7567 |
0.7576 |
0.7570 |
| S2 |
0.7557 |
0.7557 |
0.7574 |
|
| S3 |
0.7542 |
0.7552 |
0.7573 |
|
| S4 |
0.7527 |
0.7537 |
0.7569 |
|
|
| Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7956 |
0.7656 |
|
| R3 |
0.7903 |
0.7812 |
0.7617 |
|
| R2 |
0.7759 |
0.7759 |
0.7603 |
|
| R1 |
0.7668 |
0.7668 |
0.7590 |
0.7642 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7602 |
| S1 |
0.7524 |
0.7524 |
0.7564 |
0.7498 |
| S2 |
0.7471 |
0.7471 |
0.7551 |
|
| S3 |
0.7327 |
0.7380 |
0.7537 |
|
| S4 |
0.7183 |
0.7236 |
0.7498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7745 |
0.7562 |
0.0183 |
2.4% |
0.0032 |
0.4% |
8% |
False |
True |
3 |
| 10 |
0.7959 |
0.7562 |
0.0397 |
5.2% |
0.0019 |
0.2% |
4% |
False |
True |
2 |
| 20 |
0.8046 |
0.7562 |
0.0484 |
6.4% |
0.0024 |
0.3% |
3% |
False |
True |
3 |
| 40 |
0.8046 |
0.7486 |
0.0560 |
7.4% |
0.0025 |
0.3% |
16% |
False |
False |
4 |
| 60 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0028 |
0.4% |
22% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.9% |
0.0023 |
0.3% |
22% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7641 |
|
2.618 |
0.7616 |
|
1.618 |
0.7601 |
|
1.000 |
0.7592 |
|
0.618 |
0.7586 |
|
HIGH |
0.7577 |
|
0.618 |
0.7571 |
|
0.500 |
0.7570 |
|
0.382 |
0.7568 |
|
LOW |
0.7562 |
|
0.618 |
0.7553 |
|
1.000 |
0.7547 |
|
1.618 |
0.7538 |
|
2.618 |
0.7523 |
|
4.250 |
0.7498 |
|
|
| Fisher Pivots for day following 29-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7609 |
| PP |
0.7572 |
0.7598 |
| S1 |
0.7570 |
0.7588 |
|