CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2015 |
13-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7815 |
0.8011 |
0.0196 |
2.5% |
0.7752 |
| High |
0.7902 |
0.8011 |
0.0109 |
1.4% |
0.7874 |
| Low |
0.7815 |
0.8011 |
0.0196 |
2.5% |
0.7752 |
| Close |
0.7902 |
0.8011 |
0.0109 |
1.4% |
0.7828 |
| Range |
0.0087 |
0.0000 |
-0.0087 |
-100.0% |
0.0122 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
8 |
|
| Daily Pivots for day following 13-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.8011 |
0.8011 |
|
| R3 |
0.8011 |
0.8011 |
0.8011 |
|
| R2 |
0.8011 |
0.8011 |
0.8011 |
|
| R1 |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
| PP |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
| S1 |
0.8011 |
0.8011 |
0.8011 |
0.8011 |
| S2 |
0.8011 |
0.8011 |
0.8011 |
|
| S3 |
0.8011 |
0.8011 |
0.8011 |
|
| S4 |
0.8011 |
0.8011 |
0.8011 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8128 |
0.7895 |
|
| R3 |
0.8062 |
0.8006 |
0.7862 |
|
| R2 |
0.7940 |
0.7940 |
0.7850 |
|
| R1 |
0.7884 |
0.7884 |
0.7839 |
0.7912 |
| PP |
0.7818 |
0.7818 |
0.7818 |
0.7832 |
| S1 |
0.7762 |
0.7762 |
0.7817 |
0.7790 |
| S2 |
0.7696 |
0.7696 |
0.7806 |
|
| S3 |
0.7574 |
0.7640 |
0.7794 |
|
| S4 |
0.7452 |
0.7518 |
0.7761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8011 |
0.7814 |
0.0197 |
2.5% |
0.0019 |
0.2% |
100% |
True |
False |
2 |
| 10 |
0.8011 |
0.7735 |
0.0276 |
3.4% |
0.0031 |
0.4% |
100% |
True |
False |
4 |
| 20 |
0.8011 |
0.7611 |
0.0400 |
5.0% |
0.0029 |
0.4% |
100% |
True |
False |
3 |
| 40 |
0.8011 |
0.7465 |
0.0546 |
6.8% |
0.0029 |
0.4% |
100% |
True |
False |
5 |
| 60 |
0.8011 |
0.7448 |
0.0563 |
7.0% |
0.0024 |
0.3% |
100% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8011 |
|
2.618 |
0.8011 |
|
1.618 |
0.8011 |
|
1.000 |
0.8011 |
|
0.618 |
0.8011 |
|
HIGH |
0.8011 |
|
0.618 |
0.8011 |
|
0.500 |
0.8011 |
|
0.382 |
0.8011 |
|
LOW |
0.8011 |
|
0.618 |
0.8011 |
|
1.000 |
0.8011 |
|
1.618 |
0.8011 |
|
2.618 |
0.8011 |
|
4.250 |
0.8011 |
|
|
| Fisher Pivots for day following 13-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8011 |
0.7978 |
| PP |
0.8011 |
0.7946 |
| S1 |
0.8011 |
0.7913 |
|