CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7747 |
-0.0115 |
-1.5% |
0.7867 |
| High |
0.7884 |
0.7776 |
-0.0108 |
-1.4% |
0.7999 |
| Low |
0.7697 |
0.7709 |
0.0012 |
0.2% |
0.7697 |
| Close |
0.7733 |
0.7762 |
0.0029 |
0.4% |
0.7762 |
| Range |
0.0187 |
0.0067 |
-0.0120 |
-64.2% |
0.0302 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
110,936 |
93,856 |
-17,080 |
-15.4% |
453,834 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7923 |
0.7799 |
|
| R3 |
0.7883 |
0.7856 |
0.7780 |
|
| R2 |
0.7816 |
0.7816 |
0.7774 |
|
| R1 |
0.7789 |
0.7789 |
0.7768 |
0.7803 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7756 |
| S1 |
0.7722 |
0.7722 |
0.7756 |
0.7736 |
| S2 |
0.7682 |
0.7682 |
0.7750 |
|
| S3 |
0.7615 |
0.7655 |
0.7744 |
|
| S4 |
0.7548 |
0.7588 |
0.7725 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8725 |
0.8546 |
0.7928 |
|
| R3 |
0.8423 |
0.8244 |
0.7845 |
|
| R2 |
0.8121 |
0.8121 |
0.7817 |
|
| R1 |
0.7942 |
0.7942 |
0.7790 |
0.7881 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7789 |
| S1 |
0.7640 |
0.7640 |
0.7734 |
0.7579 |
| S2 |
0.7517 |
0.7517 |
0.7707 |
|
| S3 |
0.7215 |
0.7338 |
0.7679 |
|
| S4 |
0.6913 |
0.7036 |
0.7596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7999 |
0.7697 |
0.0302 |
3.9% |
0.0108 |
1.4% |
22% |
False |
False |
90,766 |
| 10 |
0.8222 |
0.7697 |
0.0525 |
6.8% |
0.0118 |
1.5% |
12% |
False |
False |
97,981 |
| 20 |
0.8261 |
0.7697 |
0.0564 |
7.3% |
0.0107 |
1.4% |
12% |
False |
False |
94,372 |
| 40 |
0.8406 |
0.7697 |
0.0709 |
9.1% |
0.0091 |
1.2% |
9% |
False |
False |
70,183 |
| 60 |
0.8714 |
0.7697 |
0.1017 |
13.1% |
0.0094 |
1.2% |
6% |
False |
False |
47,308 |
| 80 |
0.8815 |
0.7697 |
0.1118 |
14.4% |
0.0092 |
1.2% |
6% |
False |
False |
35,525 |
| 100 |
0.9146 |
0.7697 |
0.1449 |
18.7% |
0.0090 |
1.2% |
4% |
False |
False |
28,440 |
| 120 |
0.9257 |
0.7697 |
0.1560 |
20.1% |
0.0077 |
1.0% |
4% |
False |
False |
23,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8061 |
|
2.618 |
0.7951 |
|
1.618 |
0.7884 |
|
1.000 |
0.7843 |
|
0.618 |
0.7817 |
|
HIGH |
0.7776 |
|
0.618 |
0.7750 |
|
0.500 |
0.7743 |
|
0.382 |
0.7735 |
|
LOW |
0.7709 |
|
0.618 |
0.7668 |
|
1.000 |
0.7642 |
|
1.618 |
0.7601 |
|
2.618 |
0.7534 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7848 |
| PP |
0.7749 |
0.7819 |
| S1 |
0.7743 |
0.7791 |
|