CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8133 |
0.8062 |
-0.0071 |
-0.9% |
0.8183 |
| High |
0.8203 |
0.8109 |
-0.0094 |
-1.1% |
0.8261 |
| Low |
0.8047 |
0.7967 |
-0.0080 |
-1.0% |
0.8032 |
| Close |
0.8057 |
0.8031 |
-0.0026 |
-0.3% |
0.8197 |
| Range |
0.0156 |
0.0142 |
-0.0014 |
-9.0% |
0.0229 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
3.7% |
0.0000 |
| Volume |
113,678 |
102,090 |
-11,588 |
-10.2% |
517,174 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8462 |
0.8388 |
0.8109 |
|
| R3 |
0.8320 |
0.8246 |
0.8070 |
|
| R2 |
0.8178 |
0.8178 |
0.8057 |
|
| R1 |
0.8104 |
0.8104 |
0.8044 |
0.8070 |
| PP |
0.8036 |
0.8036 |
0.8036 |
0.8019 |
| S1 |
0.7962 |
0.7962 |
0.8018 |
0.7928 |
| S2 |
0.7894 |
0.7894 |
0.8005 |
|
| S3 |
0.7752 |
0.7820 |
0.7992 |
|
| S4 |
0.7610 |
0.7678 |
0.7953 |
|
|
| 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 |
0.7967 |
0.0294 |
3.7% |
0.0126 |
1.6% |
22% |
False |
True |
114,527 |
| 10 |
0.8261 |
0.7967 |
0.0294 |
3.7% |
0.0111 |
1.4% |
22% |
False |
True |
100,948 |
| 20 |
0.8261 |
0.7967 |
0.0294 |
3.7% |
0.0086 |
1.1% |
22% |
False |
True |
74,952 |
| 40 |
0.8629 |
0.7967 |
0.0662 |
8.2% |
0.0089 |
1.1% |
10% |
False |
True |
56,325 |
| 60 |
0.8815 |
0.7967 |
0.0848 |
10.6% |
0.0090 |
1.1% |
8% |
False |
True |
37,680 |
| 80 |
0.8815 |
0.7967 |
0.0848 |
10.6% |
0.0090 |
1.1% |
8% |
False |
True |
28,300 |
| 100 |
0.9257 |
0.7967 |
0.1290 |
16.1% |
0.0084 |
1.0% |
5% |
False |
True |
22,654 |
| 120 |
0.9257 |
0.7967 |
0.1290 |
16.1% |
0.0071 |
0.9% |
5% |
False |
True |
18,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8713 |
|
2.618 |
0.8481 |
|
1.618 |
0.8339 |
|
1.000 |
0.8251 |
|
0.618 |
0.8197 |
|
HIGH |
0.8109 |
|
0.618 |
0.8055 |
|
0.500 |
0.8038 |
|
0.382 |
0.8021 |
|
LOW |
0.7967 |
|
0.618 |
0.7879 |
|
1.000 |
0.7825 |
|
1.618 |
0.7737 |
|
2.618 |
0.7595 |
|
4.250 |
0.7364 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8038 |
0.8089 |
| PP |
0.8036 |
0.8069 |
| S1 |
0.8033 |
0.8050 |
|