CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8037 |
0.8037 |
0.0000 |
0.0% |
0.8072 |
| High |
0.8051 |
0.8093 |
0.0042 |
0.5% |
0.8173 |
| Low |
0.7993 |
0.8035 |
0.0042 |
0.5% |
0.8035 |
| Close |
0.8041 |
0.8070 |
0.0029 |
0.4% |
0.8072 |
| Range |
0.0058 |
0.0058 |
0.0000 |
0.0% |
0.0138 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
79,658 |
74,891 |
-4,767 |
-6.0% |
172,901 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8213 |
0.8102 |
|
| R3 |
0.8182 |
0.8155 |
0.8086 |
|
| R2 |
0.8124 |
0.8124 |
0.8081 |
|
| R1 |
0.8097 |
0.8097 |
0.8075 |
0.8111 |
| PP |
0.8066 |
0.8066 |
0.8066 |
0.8073 |
| S1 |
0.8039 |
0.8039 |
0.8065 |
0.8053 |
| S2 |
0.8008 |
0.8008 |
0.8059 |
|
| S3 |
0.7950 |
0.7981 |
0.8054 |
|
| S4 |
0.7892 |
0.7923 |
0.8038 |
|
|
| 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 |
0.8143 |
0.7993 |
0.0150 |
1.9% |
0.0074 |
0.9% |
51% |
False |
False |
74,830 |
| 10 |
0.8173 |
0.7993 |
0.0180 |
2.2% |
0.0061 |
0.8% |
43% |
False |
False |
52,435 |
| 20 |
0.8320 |
0.7993 |
0.0327 |
4.1% |
0.0073 |
0.9% |
24% |
False |
False |
60,429 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
8.9% |
0.0084 |
1.0% |
11% |
False |
False |
33,079 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.2% |
0.0085 |
1.0% |
9% |
False |
False |
22,127 |
| 80 |
0.8979 |
0.7993 |
0.0986 |
12.2% |
0.0086 |
1.1% |
8% |
False |
False |
16,630 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.7% |
0.0075 |
0.9% |
6% |
False |
False |
13,308 |
| 120 |
0.9326 |
0.7993 |
0.1333 |
16.5% |
0.0063 |
0.8% |
6% |
False |
False |
11,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8340 |
|
2.618 |
0.8245 |
|
1.618 |
0.8187 |
|
1.000 |
0.8151 |
|
0.618 |
0.8129 |
|
HIGH |
0.8093 |
|
0.618 |
0.8071 |
|
0.500 |
0.8064 |
|
0.382 |
0.8057 |
|
LOW |
0.8035 |
|
0.618 |
0.7999 |
|
1.000 |
0.7977 |
|
1.618 |
0.7941 |
|
2.618 |
0.7883 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8068 |
0.8065 |
| PP |
0.8066 |
0.8060 |
| S1 |
0.8064 |
0.8055 |
|