CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 08-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7988 |
0.7989 |
0.0001 |
0.0% |
0.8045 |
| High |
0.7995 |
0.8040 |
0.0045 |
0.6% |
0.8120 |
| Low |
0.7952 |
0.7989 |
0.0037 |
0.5% |
0.7996 |
| Close |
0.7992 |
0.8020 |
0.0028 |
0.4% |
0.8023 |
| Range |
0.0043 |
0.0051 |
0.0008 |
18.6% |
0.0124 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
186 |
143 |
-43 |
-23.1% |
169 |
|
| Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8146 |
0.8048 |
|
| R3 |
0.8118 |
0.8095 |
0.8034 |
|
| R2 |
0.8067 |
0.8067 |
0.8029 |
|
| R1 |
0.8044 |
0.8044 |
0.8025 |
0.8056 |
| PP |
0.8016 |
0.8016 |
0.8016 |
0.8022 |
| S1 |
0.7993 |
0.7993 |
0.8015 |
0.8005 |
| S2 |
0.7965 |
0.7965 |
0.8011 |
|
| S3 |
0.7914 |
0.7942 |
0.8006 |
|
| S4 |
0.7863 |
0.7891 |
0.7992 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8418 |
0.8345 |
0.8091 |
|
| R3 |
0.8294 |
0.8221 |
0.8057 |
|
| R2 |
0.8170 |
0.8170 |
0.8046 |
|
| R1 |
0.8097 |
0.8097 |
0.8034 |
0.8072 |
| PP |
0.8046 |
0.8046 |
0.8046 |
0.8034 |
| S1 |
0.7973 |
0.7973 |
0.8012 |
0.7948 |
| S2 |
0.7922 |
0.7922 |
0.8000 |
|
| S3 |
0.7798 |
0.7849 |
0.7989 |
|
| S4 |
0.7674 |
0.7725 |
0.7955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8058 |
0.7952 |
0.0106 |
1.3% |
0.0051 |
0.6% |
64% |
False |
False |
163 |
| 10 |
0.8120 |
0.7952 |
0.0168 |
2.1% |
0.0041 |
0.5% |
40% |
False |
False |
101 |
| 20 |
0.8225 |
0.7952 |
0.0273 |
3.4% |
0.0043 |
0.5% |
25% |
False |
False |
61 |
| 40 |
0.8624 |
0.7952 |
0.0672 |
8.4% |
0.0028 |
0.3% |
10% |
False |
False |
31 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0023 |
0.3% |
9% |
False |
False |
21 |
| 80 |
0.8919 |
0.7952 |
0.0967 |
12.1% |
0.0020 |
0.2% |
7% |
False |
False |
16 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.6% |
0.0017 |
0.2% |
5% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8174 |
|
1.618 |
0.8123 |
|
1.000 |
0.8091 |
|
0.618 |
0.8072 |
|
HIGH |
0.8040 |
|
0.618 |
0.8021 |
|
0.500 |
0.8015 |
|
0.382 |
0.8008 |
|
LOW |
0.7989 |
|
0.618 |
0.7957 |
|
1.000 |
0.7938 |
|
1.618 |
0.7906 |
|
2.618 |
0.7855 |
|
4.250 |
0.7772 |
|
|
| Fisher Pivots for day following 08-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8018 |
0.8015 |
| PP |
0.8016 |
0.8010 |
| S1 |
0.8015 |
0.8005 |
|