CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8121 |
0.8164 |
0.0043 |
0.5% |
0.8183 |
| High |
0.8261 |
0.8222 |
-0.0039 |
-0.5% |
0.8261 |
| Low |
0.8099 |
0.8134 |
0.0035 |
0.4% |
0.8032 |
| Close |
0.8190 |
0.8197 |
0.0007 |
0.1% |
0.8197 |
| Range |
0.0162 |
0.0088 |
-0.0074 |
-45.7% |
0.0229 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
171,533 |
82,109 |
-89,424 |
-52.1% |
517,174 |
|
| Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8448 |
0.8411 |
0.8245 |
|
| R3 |
0.8360 |
0.8323 |
0.8221 |
|
| R2 |
0.8272 |
0.8272 |
0.8213 |
|
| R1 |
0.8235 |
0.8235 |
0.8205 |
0.8254 |
| PP |
0.8184 |
0.8184 |
0.8184 |
0.8194 |
| S1 |
0.8147 |
0.8147 |
0.8189 |
0.8166 |
| S2 |
0.8096 |
0.8096 |
0.8181 |
|
| S3 |
0.8008 |
0.8059 |
0.8173 |
|
| S4 |
0.7920 |
0.7971 |
0.8149 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8850 |
0.8753 |
0.8323 |
|
| R3 |
0.8621 |
0.8524 |
0.8260 |
|
| R2 |
0.8392 |
0.8392 |
0.8239 |
|
| R1 |
0.8295 |
0.8295 |
0.8218 |
0.8344 |
| PP |
0.8163 |
0.8163 |
0.8163 |
0.8188 |
| S1 |
0.8066 |
0.8066 |
0.8176 |
0.8115 |
| S2 |
0.7934 |
0.7934 |
0.8155 |
|
| S3 |
0.7705 |
0.7837 |
0.8134 |
|
| S4 |
0.7476 |
0.7608 |
0.8071 |
|
|
| 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% |
0.0113 |
1.4% |
72% |
False |
False |
103,434 |
| 10 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0093 |
1.1% |
76% |
False |
False |
93,081 |
| 20 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0077 |
0.9% |
76% |
False |
False |
67,521 |
| 40 |
0.8653 |
0.7993 |
0.0660 |
8.1% |
0.0087 |
1.1% |
31% |
False |
False |
48,404 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.0% |
0.0087 |
1.1% |
25% |
False |
False |
32,369 |
| 80 |
0.8815 |
0.7993 |
0.0822 |
10.0% |
0.0088 |
1.1% |
25% |
False |
False |
24,316 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.4% |
0.0081 |
1.0% |
16% |
False |
False |
19,464 |
| 120 |
0.9257 |
0.7993 |
0.1264 |
15.4% |
0.0068 |
0.8% |
16% |
False |
False |
16,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8596 |
|
2.618 |
0.8452 |
|
1.618 |
0.8364 |
|
1.000 |
0.8310 |
|
0.618 |
0.8276 |
|
HIGH |
0.8222 |
|
0.618 |
0.8188 |
|
0.500 |
0.8178 |
|
0.382 |
0.8168 |
|
LOW |
0.8134 |
|
0.618 |
0.8080 |
|
1.000 |
0.8046 |
|
1.618 |
0.7992 |
|
2.618 |
0.7904 |
|
4.250 |
0.7760 |
|
|
| Fisher Pivots for day following 16-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8191 |
0.8180 |
| PP |
0.8184 |
0.8163 |
| S1 |
0.8178 |
0.8147 |
|