CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8164 |
0.8191 |
0.0027 |
0.3% |
0.8183 |
| High |
0.8222 |
0.8210 |
-0.0012 |
-0.1% |
0.8261 |
| Low |
0.8134 |
0.8126 |
-0.0008 |
-0.1% |
0.8032 |
| Close |
0.8197 |
0.8140 |
-0.0057 |
-0.7% |
0.8197 |
| Range |
0.0088 |
0.0084 |
-0.0004 |
-4.5% |
0.0229 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
82,109 |
103,229 |
21,120 |
25.7% |
517,174 |
|
| Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8411 |
0.8359 |
0.8186 |
|
| R3 |
0.8327 |
0.8275 |
0.8163 |
|
| R2 |
0.8243 |
0.8243 |
0.8155 |
|
| R1 |
0.8191 |
0.8191 |
0.8148 |
0.8175 |
| PP |
0.8159 |
0.8159 |
0.8159 |
0.8151 |
| S1 |
0.8107 |
0.8107 |
0.8132 |
0.8091 |
| S2 |
0.8075 |
0.8075 |
0.8125 |
|
| S3 |
0.7991 |
0.8023 |
0.8117 |
|
| S4 |
0.7907 |
0.7939 |
0.8094 |
|
|
| 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% |
0.0105 |
1.3% |
47% |
False |
False |
107,651 |
| 10 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0094 |
1.2% |
55% |
False |
False |
96,354 |
| 20 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0077 |
0.9% |
55% |
False |
False |
68,912 |
| 40 |
0.8653 |
0.7993 |
0.0660 |
8.1% |
0.0087 |
1.1% |
22% |
False |
False |
50,977 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0087 |
1.1% |
18% |
False |
False |
34,086 |
| 80 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0088 |
1.1% |
18% |
False |
False |
25,605 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.5% |
0.0081 |
1.0% |
12% |
False |
False |
20,496 |
| 120 |
0.9257 |
0.7993 |
0.1264 |
15.5% |
0.0069 |
0.8% |
12% |
False |
False |
17,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8567 |
|
2.618 |
0.8430 |
|
1.618 |
0.8346 |
|
1.000 |
0.8294 |
|
0.618 |
0.8262 |
|
HIGH |
0.8210 |
|
0.618 |
0.8178 |
|
0.500 |
0.8168 |
|
0.382 |
0.8158 |
|
LOW |
0.8126 |
|
0.618 |
0.8074 |
|
1.000 |
0.8042 |
|
1.618 |
0.7990 |
|
2.618 |
0.7906 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 20-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8168 |
0.8180 |
| PP |
0.8159 |
0.8167 |
| S1 |
0.8149 |
0.8153 |
|