CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8034 |
0.8047 |
0.0013 |
0.2% |
0.8072 |
| High |
0.8067 |
0.8117 |
0.0050 |
0.6% |
0.8173 |
| Low |
0.7994 |
0.8043 |
0.0049 |
0.6% |
0.8035 |
| Close |
0.8051 |
0.8067 |
0.0016 |
0.2% |
0.8072 |
| Range |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0138 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
70,498 |
90,176 |
19,678 |
27.9% |
172,901 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8298 |
0.8256 |
0.8108 |
|
| R3 |
0.8224 |
0.8182 |
0.8087 |
|
| R2 |
0.8150 |
0.8150 |
0.8081 |
|
| R1 |
0.8108 |
0.8108 |
0.8074 |
0.8129 |
| PP |
0.8076 |
0.8076 |
0.8076 |
0.8086 |
| S1 |
0.8034 |
0.8034 |
0.8060 |
0.8055 |
| S2 |
0.8002 |
0.8002 |
0.8053 |
|
| S3 |
0.7928 |
0.7960 |
0.8047 |
|
| S4 |
0.7854 |
0.7886 |
0.8026 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8507 |
0.8428 |
0.8148 |
|
| R3 |
0.8369 |
0.8290 |
0.8110 |
|
| R2 |
0.8231 |
0.8231 |
0.8097 |
|
| R1 |
0.8152 |
0.8152 |
0.8085 |
0.8141 |
| PP |
0.8093 |
0.8093 |
0.8093 |
0.8088 |
| S1 |
0.8014 |
0.8014 |
0.8059 |
0.8003 |
| S2 |
0.7955 |
0.7955 |
0.8047 |
|
| S3 |
0.7817 |
0.7876 |
0.8034 |
|
| S4 |
0.7679 |
0.7738 |
0.7996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8173 |
0.7994 |
0.0179 |
2.2% |
0.0079 |
1.0% |
41% |
False |
False |
59,645 |
| 10 |
0.8173 |
0.7994 |
0.0179 |
2.2% |
0.0060 |
0.7% |
41% |
False |
False |
44,531 |
| 20 |
0.8320 |
0.7994 |
0.0326 |
4.0% |
0.0077 |
1.0% |
22% |
False |
False |
56,023 |
| 40 |
0.8714 |
0.7994 |
0.0720 |
8.9% |
0.0086 |
1.1% |
10% |
False |
False |
29,239 |
| 60 |
0.8815 |
0.7994 |
0.0821 |
10.2% |
0.0086 |
1.1% |
9% |
False |
False |
19,556 |
| 80 |
0.8979 |
0.7994 |
0.0985 |
12.2% |
0.0085 |
1.1% |
7% |
False |
False |
14,701 |
| 100 |
0.9257 |
0.7994 |
0.1263 |
15.7% |
0.0073 |
0.9% |
6% |
False |
False |
11,763 |
| 120 |
0.9326 |
0.7994 |
0.1332 |
16.5% |
0.0062 |
0.8% |
5% |
False |
False |
9,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8432 |
|
2.618 |
0.8311 |
|
1.618 |
0.8237 |
|
1.000 |
0.8191 |
|
0.618 |
0.8163 |
|
HIGH |
0.8117 |
|
0.618 |
0.8089 |
|
0.500 |
0.8080 |
|
0.382 |
0.8071 |
|
LOW |
0.8043 |
|
0.618 |
0.7997 |
|
1.000 |
0.7969 |
|
1.618 |
0.7923 |
|
2.618 |
0.7849 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8080 |
0.8069 |
| PP |
0.8076 |
0.8068 |
| S1 |
0.8071 |
0.8068 |
|