CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8076 |
0.0028 |
0.3% |
0.7981 |
| High |
0.8100 |
0.8092 |
-0.0008 |
-0.1% |
0.8117 |
| Low |
0.8048 |
0.7984 |
-0.0064 |
-0.8% |
0.7952 |
| Close |
0.8066 |
0.8060 |
-0.0006 |
-0.1% |
0.8111 |
| Range |
0.0052 |
0.0108 |
0.0056 |
107.7% |
0.0165 |
| ATR |
0.0059 |
0.0062 |
0.0004 |
6.0% |
0.0000 |
| Volume |
169 |
51 |
-118 |
-69.8% |
865 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8323 |
0.8119 |
|
| R3 |
0.8261 |
0.8215 |
0.8090 |
|
| R2 |
0.8153 |
0.8153 |
0.8080 |
|
| R1 |
0.8107 |
0.8107 |
0.8070 |
0.8076 |
| PP |
0.8045 |
0.8045 |
0.8045 |
0.8030 |
| S1 |
0.7999 |
0.7999 |
0.8050 |
0.7968 |
| S2 |
0.7937 |
0.7937 |
0.8040 |
|
| S3 |
0.7829 |
0.7891 |
0.8030 |
|
| S4 |
0.7721 |
0.7783 |
0.8001 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8555 |
0.8498 |
0.8202 |
|
| R3 |
0.8390 |
0.8333 |
0.8156 |
|
| R2 |
0.8225 |
0.8225 |
0.8141 |
|
| R1 |
0.8168 |
0.8168 |
0.8126 |
0.8197 |
| PP |
0.8060 |
0.8060 |
0.8060 |
0.8074 |
| S1 |
0.8003 |
0.8003 |
0.8096 |
0.8032 |
| S2 |
0.7895 |
0.7895 |
0.8081 |
|
| S3 |
0.7730 |
0.7838 |
0.8066 |
|
| S4 |
0.7565 |
0.7673 |
0.8020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8158 |
0.7984 |
0.0174 |
2.2% |
0.0081 |
1.0% |
44% |
False |
True |
123 |
| 10 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0066 |
0.8% |
52% |
False |
False |
139 |
| 20 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0055 |
0.7% |
52% |
False |
False |
83 |
| 40 |
0.8605 |
0.7952 |
0.0653 |
8.1% |
0.0036 |
0.5% |
17% |
False |
False |
43 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0029 |
0.4% |
14% |
False |
False |
29 |
| 80 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0024 |
0.3% |
14% |
False |
False |
22 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.5% |
0.0021 |
0.3% |
9% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8551 |
|
2.618 |
0.8375 |
|
1.618 |
0.8267 |
|
1.000 |
0.8200 |
|
0.618 |
0.8159 |
|
HIGH |
0.8092 |
|
0.618 |
0.8051 |
|
0.500 |
0.8038 |
|
0.382 |
0.8025 |
|
LOW |
0.7984 |
|
0.618 |
0.7917 |
|
1.000 |
0.7876 |
|
1.618 |
0.7809 |
|
2.618 |
0.7701 |
|
4.250 |
0.7525 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8053 |
0.8071 |
| PP |
0.8045 |
0.8067 |
| S1 |
0.8038 |
0.8064 |
|