CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7767 |
0.7694 |
-0.0073 |
-0.9% |
0.7988 |
| High |
0.7792 |
0.7723 |
-0.0069 |
-0.9% |
0.7995 |
| Low |
0.7682 |
0.7647 |
-0.0035 |
-0.5% |
0.7763 |
| Close |
0.7684 |
0.7674 |
-0.0010 |
-0.1% |
0.7781 |
| Range |
0.0110 |
0.0076 |
-0.0034 |
-30.9% |
0.0232 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
566 |
401 |
-165 |
-29.2% |
3,181 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7868 |
0.7716 |
|
| R3 |
0.7833 |
0.7792 |
0.7695 |
|
| R2 |
0.7757 |
0.7757 |
0.7688 |
|
| R1 |
0.7716 |
0.7716 |
0.7681 |
0.7699 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7673 |
| S1 |
0.7640 |
0.7640 |
0.7667 |
0.7623 |
| S2 |
0.7605 |
0.7605 |
0.7660 |
|
| S3 |
0.7529 |
0.7564 |
0.7653 |
|
| S4 |
0.7453 |
0.7488 |
0.7632 |
|
|
| 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 |
0.7880 |
0.7647 |
0.0233 |
3.0% |
0.0082 |
1.1% |
12% |
False |
True |
549 |
| 10 |
0.8109 |
0.7647 |
0.0462 |
6.0% |
0.0092 |
1.2% |
6% |
False |
True |
515 |
| 20 |
0.8109 |
0.7647 |
0.0462 |
6.0% |
0.0097 |
1.3% |
6% |
False |
True |
365 |
| 40 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0091 |
1.2% |
32% |
False |
False |
238 |
| 60 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0084 |
1.1% |
32% |
False |
False |
170 |
| 80 |
0.8109 |
0.7470 |
0.0639 |
8.3% |
0.0068 |
0.9% |
32% |
False |
False |
129 |
| 100 |
0.8138 |
0.7470 |
0.0668 |
8.7% |
0.0058 |
0.8% |
31% |
False |
False |
103 |
| 120 |
0.8224 |
0.7470 |
0.0754 |
9.8% |
0.0050 |
0.6% |
27% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7922 |
|
1.618 |
0.7846 |
|
1.000 |
0.7799 |
|
0.618 |
0.7770 |
|
HIGH |
0.7723 |
|
0.618 |
0.7694 |
|
0.500 |
0.7685 |
|
0.382 |
0.7676 |
|
LOW |
0.7647 |
|
0.618 |
0.7600 |
|
1.000 |
0.7571 |
|
1.618 |
0.7524 |
|
2.618 |
0.7448 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7764 |
| PP |
0.7681 |
0.7734 |
| S1 |
0.7678 |
0.7704 |
|