CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7745 |
0.7706 |
-0.0039 |
-0.5% |
0.7894 |
| High |
0.7745 |
0.7706 |
-0.0039 |
-0.5% |
0.7894 |
| Low |
0.7745 |
0.7649 |
-0.0096 |
-1.2% |
0.7745 |
| Close |
0.7745 |
0.7649 |
-0.0096 |
-1.2% |
0.7745 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0149 |
| ATR |
0.0056 |
0.0058 |
0.0003 |
5.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7801 |
0.7680 |
|
| R3 |
0.7782 |
0.7744 |
0.7665 |
|
| R2 |
0.7725 |
0.7725 |
0.7659 |
|
| R1 |
0.7687 |
0.7687 |
0.7654 |
0.7678 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7663 |
| S1 |
0.7630 |
0.7630 |
0.7644 |
0.7621 |
| S2 |
0.7611 |
0.7611 |
0.7639 |
|
| S3 |
0.7554 |
0.7573 |
0.7633 |
|
| S4 |
0.7497 |
0.7516 |
0.7618 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8242 |
0.8142 |
0.7827 |
|
| R3 |
0.8093 |
0.7993 |
0.7786 |
|
| R2 |
0.7944 |
0.7944 |
0.7772 |
|
| R1 |
0.7844 |
0.7844 |
0.7759 |
0.7820 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7782 |
| S1 |
0.7695 |
0.7695 |
0.7731 |
0.7671 |
| S2 |
0.7646 |
0.7646 |
0.7718 |
|
| S3 |
0.7497 |
0.7546 |
0.7704 |
|
| S4 |
0.7348 |
0.7397 |
0.7663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7830 |
0.7649 |
0.0181 |
2.4% |
0.0017 |
0.2% |
0% |
False |
True |
1 |
| 10 |
0.8046 |
0.7649 |
0.0397 |
5.2% |
0.0024 |
0.3% |
0% |
False |
True |
2 |
| 20 |
0.8046 |
0.7649 |
0.0397 |
5.2% |
0.0029 |
0.4% |
0% |
False |
True |
3 |
| 40 |
0.8046 |
0.7465 |
0.0581 |
7.6% |
0.0025 |
0.3% |
32% |
False |
False |
4 |
| 60 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0026 |
0.3% |
34% |
False |
False |
5 |
| 80 |
0.8046 |
0.7448 |
0.0598 |
7.8% |
0.0022 |
0.3% |
34% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7855 |
|
1.618 |
0.7798 |
|
1.000 |
0.7763 |
|
0.618 |
0.7741 |
|
HIGH |
0.7706 |
|
0.618 |
0.7684 |
|
0.500 |
0.7678 |
|
0.382 |
0.7671 |
|
LOW |
0.7649 |
|
0.618 |
0.7614 |
|
1.000 |
0.7592 |
|
1.618 |
0.7557 |
|
2.618 |
0.7500 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7730 |
| PP |
0.7668 |
0.7703 |
| S1 |
0.7659 |
0.7676 |
|