CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 14-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2015 |
14-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.8046 |
0.0035 |
0.4% |
0.7752 |
| High |
0.8011 |
0.8046 |
0.0035 |
0.4% |
0.7874 |
| Low |
0.8011 |
0.7981 |
-0.0030 |
-0.4% |
0.7752 |
| Close |
0.8011 |
0.7981 |
-0.0030 |
-0.4% |
0.7828 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0122 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 14-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8198 |
0.8154 |
0.8017 |
|
| R3 |
0.8133 |
0.8089 |
0.7999 |
|
| R2 |
0.8068 |
0.8068 |
0.7993 |
|
| R1 |
0.8024 |
0.8024 |
0.7987 |
0.8014 |
| PP |
0.8003 |
0.8003 |
0.8003 |
0.7997 |
| S1 |
0.7959 |
0.7959 |
0.7975 |
0.7949 |
| S2 |
0.7938 |
0.7938 |
0.7969 |
|
| S3 |
0.7873 |
0.7894 |
0.7963 |
|
| S4 |
0.7808 |
0.7829 |
0.7945 |
|
|
| 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 |
0.8046 |
0.7815 |
0.0231 |
2.9% |
0.0032 |
0.4% |
72% |
True |
False |
2 |
| 10 |
0.8046 |
0.7735 |
0.0311 |
3.9% |
0.0029 |
0.4% |
79% |
True |
False |
4 |
| 20 |
0.8046 |
0.7611 |
0.0435 |
5.5% |
0.0029 |
0.4% |
85% |
True |
False |
3 |
| 40 |
0.8046 |
0.7465 |
0.0581 |
7.3% |
0.0030 |
0.4% |
89% |
True |
False |
5 |
| 60 |
0.8046 |
0.7448 |
0.0598 |
7.5% |
0.0025 |
0.3% |
89% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8322 |
|
2.618 |
0.8216 |
|
1.618 |
0.8151 |
|
1.000 |
0.8111 |
|
0.618 |
0.8086 |
|
HIGH |
0.8046 |
|
0.618 |
0.8021 |
|
0.500 |
0.8014 |
|
0.382 |
0.8006 |
|
LOW |
0.7981 |
|
0.618 |
0.7941 |
|
1.000 |
0.7916 |
|
1.618 |
0.7876 |
|
2.618 |
0.7811 |
|
4.250 |
0.7705 |
|
|
| Fisher Pivots for day following 14-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8014 |
0.7964 |
| PP |
0.8003 |
0.7947 |
| S1 |
0.7992 |
0.7931 |
|