CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7903 |
0.7862 |
-0.0041 |
-0.5% |
0.8191 |
| High |
0.7999 |
0.7884 |
-0.0115 |
-1.4% |
0.8210 |
| Low |
0.7858 |
0.7697 |
-0.0161 |
-2.0% |
0.7854 |
| Close |
0.7929 |
0.7733 |
-0.0196 |
-2.5% |
0.7901 |
| Range |
0.0141 |
0.0187 |
0.0046 |
32.6% |
0.0356 |
| ATR |
0.0102 |
0.0111 |
0.0009 |
9.1% |
0.0000 |
| Volume |
109,519 |
110,936 |
1,417 |
1.3% |
443,873 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8332 |
0.8220 |
0.7836 |
|
| R3 |
0.8145 |
0.8033 |
0.7784 |
|
| R2 |
0.7958 |
0.7958 |
0.7767 |
|
| R1 |
0.7846 |
0.7846 |
0.7750 |
0.7809 |
| PP |
0.7771 |
0.7771 |
0.7771 |
0.7753 |
| S1 |
0.7659 |
0.7659 |
0.7716 |
0.7622 |
| S2 |
0.7584 |
0.7584 |
0.7699 |
|
| S3 |
0.7397 |
0.7472 |
0.7682 |
|
| S4 |
0.7210 |
0.7285 |
0.7630 |
|
|
| 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 |
0.8027 |
0.7697 |
0.0330 |
4.3% |
0.0129 |
1.7% |
11% |
False |
True |
96,970 |
| 10 |
0.8261 |
0.7697 |
0.0564 |
7.3% |
0.0128 |
1.7% |
6% |
False |
True |
105,749 |
| 20 |
0.8261 |
0.7697 |
0.0564 |
7.3% |
0.0106 |
1.4% |
6% |
False |
True |
91,397 |
| 40 |
0.8478 |
0.7697 |
0.0781 |
10.1% |
0.0092 |
1.2% |
5% |
False |
True |
67,968 |
| 60 |
0.8714 |
0.7697 |
0.1017 |
13.2% |
0.0094 |
1.2% |
4% |
False |
True |
45,747 |
| 80 |
0.8815 |
0.7697 |
0.1118 |
14.5% |
0.0093 |
1.2% |
3% |
False |
True |
34,355 |
| 100 |
0.9206 |
0.7697 |
0.1509 |
19.5% |
0.0090 |
1.2% |
2% |
False |
True |
27,502 |
| 120 |
0.9257 |
0.7697 |
0.1560 |
20.2% |
0.0077 |
1.0% |
2% |
False |
True |
22,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8679 |
|
2.618 |
0.8374 |
|
1.618 |
0.8187 |
|
1.000 |
0.8071 |
|
0.618 |
0.8000 |
|
HIGH |
0.7884 |
|
0.618 |
0.7813 |
|
0.500 |
0.7791 |
|
0.382 |
0.7768 |
|
LOW |
0.7697 |
|
0.618 |
0.7581 |
|
1.000 |
0.7510 |
|
1.618 |
0.7394 |
|
2.618 |
0.7207 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7791 |
0.7848 |
| PP |
0.7771 |
0.7810 |
| S1 |
0.7752 |
0.7771 |
|