CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8037 |
0.8075 |
0.0038 |
0.5% |
0.8034 |
| High |
0.8093 |
0.8170 |
0.0077 |
1.0% |
0.8170 |
| Low |
0.8035 |
0.8068 |
0.0033 |
0.4% |
0.7993 |
| Close |
0.8070 |
0.8162 |
0.0092 |
1.1% |
0.8162 |
| Range |
0.0058 |
0.0102 |
0.0044 |
75.9% |
0.0177 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.3% |
0.0000 |
| Volume |
74,891 |
98,418 |
23,527 |
31.4% |
413,641 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8439 |
0.8403 |
0.8218 |
|
| R3 |
0.8337 |
0.8301 |
0.8190 |
|
| R2 |
0.8235 |
0.8235 |
0.8181 |
|
| R1 |
0.8199 |
0.8199 |
0.8171 |
0.8217 |
| PP |
0.8133 |
0.8133 |
0.8133 |
0.8143 |
| S1 |
0.8097 |
0.8097 |
0.8153 |
0.8115 |
| S2 |
0.8031 |
0.8031 |
0.8143 |
|
| S3 |
0.7929 |
0.7995 |
0.8134 |
|
| S4 |
0.7827 |
0.7893 |
0.8106 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8639 |
0.8578 |
0.8259 |
|
| R3 |
0.8462 |
0.8401 |
0.8211 |
|
| R2 |
0.8285 |
0.8285 |
0.8194 |
|
| R1 |
0.8224 |
0.8224 |
0.8178 |
0.8255 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8124 |
| S1 |
0.8047 |
0.8047 |
0.8146 |
0.8078 |
| S2 |
0.7931 |
0.7931 |
0.8130 |
|
| S3 |
0.7754 |
0.7870 |
0.8113 |
|
| S4 |
0.7577 |
0.7693 |
0.8065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8170 |
0.7993 |
0.0177 |
2.2% |
0.0073 |
0.9% |
95% |
True |
False |
82,728 |
| 10 |
0.8173 |
0.7993 |
0.0180 |
2.2% |
0.0069 |
0.8% |
94% |
False |
False |
60,428 |
| 20 |
0.8320 |
0.7993 |
0.0327 |
4.0% |
0.0074 |
0.9% |
52% |
False |
False |
61,928 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
8.8% |
0.0084 |
1.0% |
23% |
False |
False |
35,536 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0085 |
1.0% |
21% |
False |
False |
23,765 |
| 80 |
0.8963 |
0.7993 |
0.0970 |
11.9% |
0.0086 |
1.1% |
17% |
False |
False |
17,860 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.5% |
0.0075 |
0.9% |
13% |
False |
False |
14,292 |
| 120 |
0.9326 |
0.7993 |
0.1333 |
16.3% |
0.0064 |
0.8% |
13% |
False |
False |
11,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8604 |
|
2.618 |
0.8437 |
|
1.618 |
0.8335 |
|
1.000 |
0.8272 |
|
0.618 |
0.8233 |
|
HIGH |
0.8170 |
|
0.618 |
0.8131 |
|
0.500 |
0.8119 |
|
0.382 |
0.8107 |
|
LOW |
0.8068 |
|
0.618 |
0.8005 |
|
1.000 |
0.7966 |
|
1.618 |
0.7903 |
|
2.618 |
0.7801 |
|
4.250 |
0.7635 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8148 |
0.8135 |
| PP |
0.8133 |
0.8108 |
| S1 |
0.8119 |
0.8082 |
|