CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7892 |
0.7903 |
0.0011 |
0.1% |
0.8191 |
| High |
0.7949 |
0.7999 |
0.0050 |
0.6% |
0.8210 |
| Low |
0.7879 |
0.7858 |
-0.0021 |
-0.3% |
0.7854 |
| Close |
0.7913 |
0.7929 |
0.0016 |
0.2% |
0.7901 |
| Range |
0.0070 |
0.0141 |
0.0071 |
101.4% |
0.0356 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.0% |
0.0000 |
| Volume |
73,602 |
109,519 |
35,917 |
48.8% |
443,873 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8352 |
0.8281 |
0.8007 |
|
| R3 |
0.8211 |
0.8140 |
0.7968 |
|
| R2 |
0.8070 |
0.8070 |
0.7955 |
|
| R1 |
0.7999 |
0.7999 |
0.7942 |
0.8035 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7946 |
| S1 |
0.7858 |
0.7858 |
0.7916 |
0.7894 |
| S2 |
0.7788 |
0.7788 |
0.7903 |
|
| S3 |
0.7647 |
0.7717 |
0.7890 |
|
| S4 |
0.7506 |
0.7576 |
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 |
0.8109 |
0.7831 |
0.0278 |
3.5% |
0.0120 |
1.5% |
35% |
False |
False |
95,201 |
| 10 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0121 |
1.5% |
23% |
False |
False |
105,629 |
| 20 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0101 |
1.3% |
23% |
False |
False |
88,064 |
| 40 |
0.8478 |
0.7831 |
0.0647 |
8.2% |
0.0091 |
1.1% |
15% |
False |
False |
65,429 |
| 60 |
0.8752 |
0.7831 |
0.0921 |
11.6% |
0.0092 |
1.2% |
11% |
False |
False |
43,903 |
| 80 |
0.8815 |
0.7831 |
0.0984 |
12.4% |
0.0093 |
1.2% |
10% |
False |
False |
32,969 |
| 100 |
0.9257 |
0.7831 |
0.1426 |
18.0% |
0.0088 |
1.1% |
7% |
False |
False |
26,393 |
| 120 |
0.9257 |
0.7831 |
0.1426 |
18.0% |
0.0075 |
0.9% |
7% |
False |
False |
21,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8598 |
|
2.618 |
0.8368 |
|
1.618 |
0.8227 |
|
1.000 |
0.8140 |
|
0.618 |
0.8086 |
|
HIGH |
0.7999 |
|
0.618 |
0.7945 |
|
0.500 |
0.7929 |
|
0.382 |
0.7912 |
|
LOW |
0.7858 |
|
0.618 |
0.7771 |
|
1.000 |
0.7717 |
|
1.618 |
0.7630 |
|
2.618 |
0.7489 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7924 |
| PP |
0.7929 |
0.7920 |
| S1 |
0.7929 |
0.7915 |
|