CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 07-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8047 |
0.8037 |
-0.0010 |
-0.1% |
0.8072 |
| High |
0.8117 |
0.8051 |
-0.0066 |
-0.8% |
0.8173 |
| Low |
0.8043 |
0.7993 |
-0.0050 |
-0.6% |
0.8035 |
| Close |
0.8067 |
0.8041 |
-0.0026 |
-0.3% |
0.8072 |
| Range |
0.0074 |
0.0058 |
-0.0016 |
-21.6% |
0.0138 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
90,176 |
79,658 |
-10,518 |
-11.7% |
172,901 |
|
| Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8180 |
0.8073 |
|
| R3 |
0.8144 |
0.8122 |
0.8057 |
|
| R2 |
0.8086 |
0.8086 |
0.8052 |
|
| R1 |
0.8064 |
0.8064 |
0.8046 |
0.8075 |
| PP |
0.8028 |
0.8028 |
0.8028 |
0.8034 |
| S1 |
0.8006 |
0.8006 |
0.8036 |
0.8017 |
| S2 |
0.7970 |
0.7970 |
0.8030 |
|
| S3 |
0.7912 |
0.7948 |
0.8025 |
|
| S4 |
0.7854 |
0.7890 |
0.8009 |
|
|
| 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 |
0.7993 |
0.0180 |
2.2% |
0.0074 |
0.9% |
27% |
False |
True |
66,723 |
| 10 |
0.8173 |
0.7993 |
0.0180 |
2.2% |
0.0061 |
0.8% |
27% |
False |
True |
48,956 |
| 20 |
0.8320 |
0.7993 |
0.0327 |
4.1% |
0.0077 |
1.0% |
15% |
False |
True |
59,330 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
9.0% |
0.0084 |
1.1% |
7% |
False |
True |
31,220 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.2% |
0.0086 |
1.1% |
6% |
False |
True |
20,881 |
| 80 |
0.8979 |
0.7993 |
0.0986 |
12.3% |
0.0085 |
1.1% |
5% |
False |
True |
15,695 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.7% |
0.0074 |
0.9% |
4% |
False |
True |
12,559 |
| 120 |
0.9326 |
0.7993 |
0.1333 |
16.6% |
0.0063 |
0.8% |
4% |
False |
True |
10,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8298 |
|
2.618 |
0.8203 |
|
1.618 |
0.8145 |
|
1.000 |
0.8109 |
|
0.618 |
0.8087 |
|
HIGH |
0.8051 |
|
0.618 |
0.8029 |
|
0.500 |
0.8022 |
|
0.382 |
0.8015 |
|
LOW |
0.7993 |
|
0.618 |
0.7957 |
|
1.000 |
0.7935 |
|
1.618 |
0.7899 |
|
2.618 |
0.7841 |
|
4.250 |
0.7747 |
|
|
| Fisher Pivots for day following 07-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8035 |
0.8055 |
| PP |
0.8028 |
0.8050 |
| S1 |
0.8022 |
0.8046 |
|