CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8128 |
0.8121 |
-0.0007 |
-0.1% |
0.8034 |
| High |
0.8153 |
0.8261 |
0.0108 |
1.3% |
0.8170 |
| Low |
0.8032 |
0.8099 |
0.0067 |
0.8% |
0.7993 |
| Close |
0.8111 |
0.8190 |
0.0079 |
1.0% |
0.8162 |
| Range |
0.0121 |
0.0162 |
0.0041 |
33.9% |
0.0177 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
6.6% |
0.0000 |
| Volume |
109,735 |
171,533 |
61,798 |
56.3% |
413,641 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8669 |
0.8592 |
0.8279 |
|
| R3 |
0.8507 |
0.8430 |
0.8235 |
|
| R2 |
0.8345 |
0.8345 |
0.8220 |
|
| R1 |
0.8268 |
0.8268 |
0.8205 |
0.8307 |
| PP |
0.8183 |
0.8183 |
0.8183 |
0.8203 |
| S1 |
0.8106 |
0.8106 |
0.8175 |
0.8145 |
| S2 |
0.8021 |
0.8021 |
0.8160 |
|
| S3 |
0.7859 |
0.7944 |
0.8145 |
|
| S4 |
0.7697 |
0.7782 |
0.8101 |
|
|
| 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 |
0.8261 |
0.8032 |
0.0229 |
2.8% |
0.0116 |
1.4% |
69% |
True |
False |
106,696 |
| 10 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0095 |
1.2% |
74% |
True |
False |
90,763 |
| 20 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0079 |
1.0% |
74% |
True |
False |
68,685 |
| 40 |
0.8672 |
0.7993 |
0.0679 |
8.3% |
0.0086 |
1.1% |
29% |
False |
False |
46,362 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.0% |
0.0086 |
1.1% |
24% |
False |
False |
31,002 |
| 80 |
0.8815 |
0.7993 |
0.0822 |
10.0% |
0.0088 |
1.1% |
24% |
False |
False |
23,291 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.4% |
0.0080 |
1.0% |
16% |
False |
False |
18,643 |
| 120 |
0.9258 |
0.7993 |
0.1265 |
15.4% |
0.0067 |
0.8% |
16% |
False |
False |
15,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8950 |
|
2.618 |
0.8685 |
|
1.618 |
0.8523 |
|
1.000 |
0.8423 |
|
0.618 |
0.8361 |
|
HIGH |
0.8261 |
|
0.618 |
0.8199 |
|
0.500 |
0.8180 |
|
0.382 |
0.8161 |
|
LOW |
0.8099 |
|
0.618 |
0.7999 |
|
1.000 |
0.7937 |
|
1.618 |
0.7837 |
|
2.618 |
0.7675 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8187 |
0.8176 |
| PP |
0.8183 |
0.8161 |
| S1 |
0.8180 |
0.8147 |
|