CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8127 |
0.8034 |
-0.0093 |
-1.1% |
0.8072 |
| High |
0.8143 |
0.8067 |
-0.0076 |
-0.9% |
0.8173 |
| Low |
0.8035 |
0.7994 |
-0.0041 |
-0.5% |
0.8035 |
| Close |
0.8072 |
0.8051 |
-0.0021 |
-0.3% |
0.8072 |
| Range |
0.0108 |
0.0073 |
-0.0035 |
-32.4% |
0.0138 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
58,931 |
70,498 |
11,567 |
19.6% |
172,901 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8227 |
0.8091 |
|
| R3 |
0.8183 |
0.8154 |
0.8071 |
|
| R2 |
0.8110 |
0.8110 |
0.8064 |
|
| R1 |
0.8081 |
0.8081 |
0.8058 |
0.8096 |
| PP |
0.8037 |
0.8037 |
0.8037 |
0.8045 |
| S1 |
0.8008 |
0.8008 |
0.8044 |
0.8023 |
| S2 |
0.7964 |
0.7964 |
0.8038 |
|
| S3 |
0.7891 |
0.7935 |
0.8031 |
|
| S4 |
0.7818 |
0.7862 |
0.8011 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8507 |
0.8428 |
0.8148 |
|
| R3 |
0.8369 |
0.8290 |
0.8110 |
|
| R2 |
0.8231 |
0.8231 |
0.8097 |
|
| R1 |
0.8152 |
0.8152 |
0.8085 |
0.8141 |
| PP |
0.8093 |
0.8093 |
0.8093 |
0.8088 |
| S1 |
0.8014 |
0.8014 |
0.8059 |
0.8003 |
| S2 |
0.7955 |
0.7955 |
0.8047 |
|
| S3 |
0.7817 |
0.7876 |
0.8034 |
|
| S4 |
0.7679 |
0.7738 |
0.7996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8173 |
0.7994 |
0.0179 |
2.2% |
0.0075 |
0.9% |
32% |
False |
True |
48,679 |
| 10 |
0.8173 |
0.7994 |
0.0179 |
2.2% |
0.0060 |
0.7% |
32% |
False |
True |
41,469 |
| 20 |
0.8336 |
0.7994 |
0.0342 |
4.2% |
0.0078 |
1.0% |
17% |
False |
True |
51,788 |
| 40 |
0.8714 |
0.7994 |
0.0720 |
8.9% |
0.0086 |
1.1% |
8% |
False |
True |
26,997 |
| 60 |
0.8815 |
0.7994 |
0.0821 |
10.2% |
0.0087 |
1.1% |
7% |
False |
True |
18,058 |
| 80 |
0.9097 |
0.7994 |
0.1103 |
13.7% |
0.0086 |
1.1% |
5% |
False |
True |
13,575 |
| 100 |
0.9257 |
0.7994 |
0.1263 |
15.7% |
0.0073 |
0.9% |
5% |
False |
True |
10,861 |
| 120 |
0.9326 |
0.7994 |
0.1332 |
16.5% |
0.0062 |
0.8% |
4% |
False |
True |
9,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8258 |
|
1.618 |
0.8185 |
|
1.000 |
0.8140 |
|
0.618 |
0.8112 |
|
HIGH |
0.8067 |
|
0.618 |
0.8039 |
|
0.500 |
0.8031 |
|
0.382 |
0.8022 |
|
LOW |
0.7994 |
|
0.618 |
0.7949 |
|
1.000 |
0.7921 |
|
1.618 |
0.7876 |
|
2.618 |
0.7803 |
|
4.250 |
0.7684 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8044 |
0.8084 |
| PP |
0.8037 |
0.8073 |
| S1 |
0.8031 |
0.8062 |
|