CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8116 |
0.8128 |
0.0012 |
0.1% |
0.8034 |
| High |
0.8162 |
0.8153 |
-0.0009 |
-0.1% |
0.8170 |
| Low |
0.8091 |
0.8032 |
-0.0059 |
-0.7% |
0.7993 |
| Close |
0.8117 |
0.8111 |
-0.0006 |
-0.1% |
0.8162 |
| Range |
0.0071 |
0.0121 |
0.0050 |
70.4% |
0.0177 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.5% |
0.0000 |
| Volume |
71,651 |
109,735 |
38,084 |
53.2% |
413,641 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8462 |
0.8407 |
0.8178 |
|
| R3 |
0.8341 |
0.8286 |
0.8144 |
|
| R2 |
0.8220 |
0.8220 |
0.8133 |
|
| R1 |
0.8165 |
0.8165 |
0.8122 |
0.8132 |
| PP |
0.8099 |
0.8099 |
0.8099 |
0.8082 |
| S1 |
0.8044 |
0.8044 |
0.8100 |
0.8011 |
| S2 |
0.7978 |
0.7978 |
0.8089 |
|
| S3 |
0.7857 |
0.7923 |
0.8078 |
|
| S4 |
0.7736 |
0.7802 |
0.8044 |
|
|
| 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 |
0.8032 |
0.0185 |
2.3% |
0.0095 |
1.2% |
43% |
False |
True |
87,368 |
| 10 |
0.8217 |
0.7993 |
0.0224 |
2.8% |
0.0085 |
1.0% |
53% |
False |
False |
77,045 |
| 20 |
0.8220 |
0.7993 |
0.0227 |
2.8% |
0.0075 |
0.9% |
52% |
False |
False |
64,162 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
8.9% |
0.0085 |
1.0% |
16% |
False |
False |
42,089 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0084 |
1.0% |
14% |
False |
False |
28,146 |
| 80 |
0.8833 |
0.7993 |
0.0840 |
10.4% |
0.0087 |
1.1% |
14% |
False |
False |
21,151 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.6% |
0.0078 |
1.0% |
9% |
False |
False |
16,928 |
| 120 |
0.9258 |
0.7993 |
0.1265 |
15.6% |
0.0066 |
0.8% |
9% |
False |
False |
14,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8667 |
|
2.618 |
0.8470 |
|
1.618 |
0.8349 |
|
1.000 |
0.8274 |
|
0.618 |
0.8228 |
|
HIGH |
0.8153 |
|
0.618 |
0.8107 |
|
0.500 |
0.8093 |
|
0.382 |
0.8078 |
|
LOW |
0.8032 |
|
0.618 |
0.7957 |
|
1.000 |
0.7911 |
|
1.618 |
0.7836 |
|
2.618 |
0.7715 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8105 |
0.8125 |
| PP |
0.8099 |
0.8120 |
| S1 |
0.8093 |
0.8116 |
|