CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8183 |
0.8116 |
-0.0067 |
-0.8% |
0.8034 |
| High |
0.8217 |
0.8162 |
-0.0055 |
-0.7% |
0.8170 |
| Low |
0.8093 |
0.8091 |
-0.0002 |
0.0% |
0.7993 |
| Close |
0.8126 |
0.8117 |
-0.0009 |
-0.1% |
0.8162 |
| Range |
0.0124 |
0.0071 |
-0.0053 |
-42.7% |
0.0177 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
82,146 |
71,651 |
-10,495 |
-12.8% |
413,641 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8336 |
0.8298 |
0.8156 |
|
| R3 |
0.8265 |
0.8227 |
0.8137 |
|
| R2 |
0.8194 |
0.8194 |
0.8130 |
|
| R1 |
0.8156 |
0.8156 |
0.8124 |
0.8175 |
| PP |
0.8123 |
0.8123 |
0.8123 |
0.8133 |
| S1 |
0.8085 |
0.8085 |
0.8110 |
0.8104 |
| S2 |
0.8052 |
0.8052 |
0.8104 |
|
| S3 |
0.7981 |
0.8014 |
0.8097 |
|
| S4 |
0.7910 |
0.7943 |
0.8078 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8639 |
0.8578 |
0.8259 |
|
| R3 |
0.8462 |
0.8401 |
0.8211 |
|
| R2 |
0.8285 |
0.8285 |
0.8194 |
|
| R1 |
0.8224 |
0.8224 |
0.8178 |
0.8255 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8124 |
| S1 |
0.8047 |
0.8047 |
0.8146 |
0.8078 |
| S2 |
0.7931 |
0.7931 |
0.8130 |
|
| S3 |
0.7754 |
0.7870 |
0.8113 |
|
| S4 |
0.7577 |
0.7693 |
0.8065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8217 |
0.7993 |
0.0224 |
2.8% |
0.0083 |
1.0% |
55% |
False |
False |
81,352 |
| 10 |
0.8217 |
0.7993 |
0.0224 |
2.8% |
0.0081 |
1.0% |
55% |
False |
False |
70,499 |
| 20 |
0.8220 |
0.7993 |
0.0227 |
2.8% |
0.0072 |
0.9% |
55% |
False |
False |
62,478 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
8.9% |
0.0085 |
1.0% |
17% |
False |
False |
39,359 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0083 |
1.0% |
15% |
False |
False |
26,319 |
| 80 |
0.8880 |
0.7993 |
0.0887 |
10.9% |
0.0086 |
1.1% |
14% |
False |
False |
19,780 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.6% |
0.0077 |
0.9% |
10% |
False |
False |
15,830 |
| 120 |
0.9326 |
0.7993 |
0.1333 |
16.4% |
0.0066 |
0.8% |
9% |
False |
False |
13,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8464 |
|
2.618 |
0.8348 |
|
1.618 |
0.8277 |
|
1.000 |
0.8233 |
|
0.618 |
0.8206 |
|
HIGH |
0.8162 |
|
0.618 |
0.8135 |
|
0.500 |
0.8127 |
|
0.382 |
0.8118 |
|
LOW |
0.8091 |
|
0.618 |
0.8047 |
|
1.000 |
0.8020 |
|
1.618 |
0.7976 |
|
2.618 |
0.7905 |
|
4.250 |
0.7789 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8127 |
0.8143 |
| PP |
0.8123 |
0.8134 |
| S1 |
0.8120 |
0.8126 |
|