CME Australian Dollar Future September 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 |
0.7838 |
0.7848 |
0.0010 |
0.1% |
0.7988 |
| High |
0.7866 |
0.7880 |
0.0014 |
0.2% |
0.7995 |
| Low |
0.7819 |
0.7763 |
-0.0056 |
-0.7% |
0.7763 |
| Close |
0.7845 |
0.7781 |
-0.0064 |
-0.8% |
0.7781 |
| Range |
0.0047 |
0.0117 |
0.0070 |
148.9% |
0.0232 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
306 |
1,051 |
745 |
243.5% |
3,181 |
|
| Daily Pivots for day following 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8087 |
0.7845 |
|
| R3 |
0.8042 |
0.7970 |
0.7813 |
|
| R2 |
0.7925 |
0.7925 |
0.7802 |
|
| R1 |
0.7853 |
0.7853 |
0.7792 |
0.7831 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7797 |
| S1 |
0.7736 |
0.7736 |
0.7770 |
0.7714 |
| S2 |
0.7691 |
0.7691 |
0.7760 |
|
| S3 |
0.7574 |
0.7619 |
0.7749 |
|
| S4 |
0.7457 |
0.7502 |
0.7717 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8542 |
0.8394 |
0.7909 |
|
| R3 |
0.8310 |
0.8162 |
0.7845 |
|
| R2 |
0.8078 |
0.8078 |
0.7824 |
|
| R1 |
0.7930 |
0.7930 |
0.7802 |
0.7888 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7826 |
| S1 |
0.7698 |
0.7698 |
0.7760 |
0.7656 |
| S2 |
0.7614 |
0.7614 |
0.7738 |
|
| S3 |
0.7382 |
0.7466 |
0.7717 |
|
| S4 |
0.7150 |
0.7234 |
0.7653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7995 |
0.7763 |
0.0232 |
3.0% |
0.0079 |
1.0% |
8% |
False |
True |
636 |
| 10 |
0.8109 |
0.7763 |
0.0346 |
4.4% |
0.0089 |
1.1% |
5% |
False |
True |
441 |
| 20 |
0.8109 |
0.7740 |
0.0369 |
4.7% |
0.0098 |
1.3% |
11% |
False |
False |
327 |
| 40 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0090 |
1.2% |
49% |
False |
False |
218 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0081 |
1.0% |
49% |
False |
False |
154 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.2% |
0.0067 |
0.9% |
49% |
False |
False |
117 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.6% |
0.0056 |
0.7% |
47% |
False |
False |
94 |
| 120 |
0.8279 |
0.7470 |
0.0809 |
10.4% |
0.0048 |
0.6% |
38% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8186 |
|
1.618 |
0.8069 |
|
1.000 |
0.7997 |
|
0.618 |
0.7952 |
|
HIGH |
0.7880 |
|
0.618 |
0.7835 |
|
0.500 |
0.7822 |
|
0.382 |
0.7808 |
|
LOW |
0.7763 |
|
0.618 |
0.7691 |
|
1.000 |
0.7646 |
|
1.618 |
0.7574 |
|
2.618 |
0.7457 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 22-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7822 |
| PP |
0.7808 |
0.7808 |
| S1 |
0.7795 |
0.7795 |
|