CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8083 |
0.7998 |
-0.0085 |
-1.1% |
0.8133 |
| High |
0.8140 |
0.8049 |
-0.0091 |
-1.1% |
0.8208 |
| Low |
0.8000 |
0.7923 |
-0.0077 |
-1.0% |
0.7984 |
| Close |
0.8008 |
0.7983 |
-0.0025 |
-0.3% |
0.8145 |
| Range |
0.0140 |
0.0126 |
-0.0014 |
-10.0% |
0.0224 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.0% |
0.0000 |
| Volume |
356 |
371 |
15 |
4.2% |
1,497 |
|
| Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8363 |
0.8299 |
0.8052 |
|
| R3 |
0.8237 |
0.8173 |
0.8018 |
|
| R2 |
0.8111 |
0.8111 |
0.8006 |
|
| R1 |
0.8047 |
0.8047 |
0.7995 |
0.8016 |
| PP |
0.7985 |
0.7985 |
0.7985 |
0.7970 |
| S1 |
0.7921 |
0.7921 |
0.7971 |
0.7890 |
| S2 |
0.7859 |
0.7859 |
0.7960 |
|
| S3 |
0.7733 |
0.7795 |
0.7948 |
|
| S4 |
0.7607 |
0.7669 |
0.7914 |
|
|
| Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8784 |
0.8689 |
0.8268 |
|
| R3 |
0.8560 |
0.8465 |
0.8207 |
|
| R2 |
0.8336 |
0.8336 |
0.8186 |
|
| R1 |
0.8241 |
0.8241 |
0.8166 |
0.8289 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8136 |
| S1 |
0.8017 |
0.8017 |
0.8124 |
0.8065 |
| S2 |
0.7888 |
0.7888 |
0.8104 |
|
| S3 |
0.7664 |
0.7793 |
0.8083 |
|
| S4 |
0.7440 |
0.7569 |
0.8022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8208 |
0.7923 |
0.0285 |
3.6% |
0.0111 |
1.4% |
21% |
False |
True |
394 |
| 10 |
0.8208 |
0.7923 |
0.0285 |
3.6% |
0.0096 |
1.2% |
21% |
False |
True |
259 |
| 20 |
0.8208 |
0.7923 |
0.0285 |
3.6% |
0.0068 |
0.9% |
21% |
False |
True |
175 |
| 40 |
0.8485 |
0.7923 |
0.0562 |
7.0% |
0.0050 |
0.6% |
11% |
False |
True |
92 |
| 60 |
0.8746 |
0.7923 |
0.0823 |
10.3% |
0.0038 |
0.5% |
7% |
False |
True |
62 |
| 80 |
0.8746 |
0.7923 |
0.0823 |
10.3% |
0.0030 |
0.4% |
7% |
False |
True |
47 |
| 100 |
0.9200 |
0.7923 |
0.1277 |
16.0% |
0.0026 |
0.3% |
5% |
False |
True |
38 |
| 120 |
0.9200 |
0.7923 |
0.1277 |
16.0% |
0.0022 |
0.3% |
5% |
False |
True |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8585 |
|
2.618 |
0.8379 |
|
1.618 |
0.8253 |
|
1.000 |
0.8175 |
|
0.618 |
0.8127 |
|
HIGH |
0.8049 |
|
0.618 |
0.8001 |
|
0.500 |
0.7986 |
|
0.382 |
0.7971 |
|
LOW |
0.7923 |
|
0.618 |
0.7845 |
|
1.000 |
0.7797 |
|
1.618 |
0.7719 |
|
2.618 |
0.7593 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 22-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.8038 |
| PP |
0.7985 |
0.8020 |
| S1 |
0.7984 |
0.8001 |
|