CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8191 |
0.8133 |
-0.0058 |
-0.7% |
0.8183 |
| High |
0.8210 |
0.8203 |
-0.0007 |
-0.1% |
0.8261 |
| Low |
0.8126 |
0.8047 |
-0.0079 |
-1.0% |
0.8032 |
| Close |
0.8140 |
0.8057 |
-0.0083 |
-1.0% |
0.8197 |
| Range |
0.0084 |
0.0156 |
0.0072 |
85.7% |
0.0229 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.4% |
0.0000 |
| Volume |
103,229 |
113,678 |
10,449 |
10.1% |
517,174 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8470 |
0.8143 |
|
| R3 |
0.8414 |
0.8314 |
0.8100 |
|
| R2 |
0.8258 |
0.8258 |
0.8086 |
|
| R1 |
0.8158 |
0.8158 |
0.8071 |
0.8130 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8089 |
| S1 |
0.8002 |
0.8002 |
0.8043 |
0.7974 |
| S2 |
0.7946 |
0.7946 |
0.8028 |
|
| S3 |
0.7790 |
0.7846 |
0.8014 |
|
| S4 |
0.7634 |
0.7690 |
0.7971 |
|
|
| 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% |
0.0122 |
1.5% |
11% |
False |
False |
116,056 |
| 10 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0102 |
1.3% |
24% |
False |
False |
98,704 |
| 20 |
0.8261 |
0.7993 |
0.0268 |
3.3% |
0.0081 |
1.0% |
24% |
False |
False |
71,618 |
| 40 |
0.8653 |
0.7993 |
0.0660 |
8.2% |
0.0089 |
1.1% |
10% |
False |
False |
53,788 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.2% |
0.0089 |
1.1% |
8% |
False |
False |
35,980 |
| 80 |
0.8815 |
0.7993 |
0.0822 |
10.2% |
0.0089 |
1.1% |
8% |
False |
False |
27,025 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.7% |
0.0083 |
1.0% |
5% |
False |
False |
21,633 |
| 120 |
0.9257 |
0.7993 |
0.1264 |
15.7% |
0.0070 |
0.9% |
5% |
False |
False |
18,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8866 |
|
2.618 |
0.8611 |
|
1.618 |
0.8455 |
|
1.000 |
0.8359 |
|
0.618 |
0.8299 |
|
HIGH |
0.8203 |
|
0.618 |
0.8143 |
|
0.500 |
0.8125 |
|
0.382 |
0.8107 |
|
LOW |
0.8047 |
|
0.618 |
0.7951 |
|
1.000 |
0.7891 |
|
1.618 |
0.7795 |
|
2.618 |
0.7639 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8125 |
0.8135 |
| PP |
0.8102 |
0.8109 |
| S1 |
0.8080 |
0.8083 |
|