CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.7867 |
-0.0126 |
-1.6% |
0.8191 |
| High |
0.8027 |
0.7907 |
-0.0120 |
-1.5% |
0.8210 |
| Low |
0.7854 |
0.7831 |
-0.0023 |
-0.3% |
0.7854 |
| Close |
0.7901 |
0.7893 |
-0.0008 |
-0.1% |
0.7901 |
| Range |
0.0173 |
0.0076 |
-0.0097 |
-56.1% |
0.0356 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
124,876 |
65,921 |
-58,955 |
-47.2% |
443,873 |
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8075 |
0.7935 |
|
| R3 |
0.8029 |
0.7999 |
0.7914 |
|
| R2 |
0.7953 |
0.7953 |
0.7907 |
|
| R1 |
0.7923 |
0.7923 |
0.7900 |
0.7938 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7885 |
| S1 |
0.7847 |
0.7847 |
0.7886 |
0.7862 |
| S2 |
0.7801 |
0.7801 |
0.7879 |
|
| S3 |
0.7725 |
0.7771 |
0.7872 |
|
| S4 |
0.7649 |
0.7695 |
0.7851 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9056 |
0.8835 |
0.8097 |
|
| R3 |
0.8700 |
0.8479 |
0.7999 |
|
| R2 |
0.8344 |
0.8344 |
0.7966 |
|
| R1 |
0.8123 |
0.8123 |
0.7934 |
0.8056 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7955 |
| S1 |
0.7767 |
0.7767 |
0.7868 |
0.7700 |
| S2 |
0.7632 |
0.7632 |
0.7836 |
|
| S3 |
0.7276 |
0.7411 |
0.7803 |
|
| S4 |
0.6920 |
0.7055 |
0.7705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8210 |
0.7831 |
0.0379 |
4.8% |
0.0126 |
1.6% |
16% |
False |
True |
101,958 |
| 10 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0120 |
1.5% |
14% |
False |
True |
102,696 |
| 20 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0095 |
1.2% |
14% |
False |
True |
81,562 |
| 40 |
0.8548 |
0.7831 |
0.0717 |
9.1% |
0.0091 |
1.1% |
9% |
False |
True |
60,976 |
| 60 |
0.8815 |
0.7831 |
0.0984 |
12.5% |
0.0092 |
1.2% |
6% |
False |
True |
40,857 |
| 80 |
0.8815 |
0.7831 |
0.0984 |
12.5% |
0.0092 |
1.2% |
6% |
False |
True |
30,683 |
| 100 |
0.9257 |
0.7831 |
0.1426 |
18.1% |
0.0086 |
1.1% |
4% |
False |
True |
24,562 |
| 120 |
0.9257 |
0.7831 |
0.1426 |
18.1% |
0.0073 |
0.9% |
4% |
False |
True |
20,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8230 |
|
2.618 |
0.8106 |
|
1.618 |
0.8030 |
|
1.000 |
0.7983 |
|
0.618 |
0.7954 |
|
HIGH |
0.7907 |
|
0.618 |
0.7878 |
|
0.500 |
0.7869 |
|
0.382 |
0.7860 |
|
LOW |
0.7831 |
|
0.618 |
0.7784 |
|
1.000 |
0.7755 |
|
1.618 |
0.7708 |
|
2.618 |
0.7632 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 26-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7885 |
0.7970 |
| PP |
0.7877 |
0.7944 |
| S1 |
0.7869 |
0.7919 |
|