CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8075 |
0.8183 |
0.0108 |
1.3% |
0.8034 |
| High |
0.8170 |
0.8217 |
0.0047 |
0.6% |
0.8170 |
| Low |
0.8068 |
0.8093 |
0.0025 |
0.3% |
0.7993 |
| Close |
0.8162 |
0.8126 |
-0.0036 |
-0.4% |
0.8162 |
| Range |
0.0102 |
0.0124 |
0.0022 |
21.6% |
0.0177 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.1% |
0.0000 |
| Volume |
98,418 |
82,146 |
-16,272 |
-16.5% |
413,641 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8517 |
0.8446 |
0.8194 |
|
| R3 |
0.8393 |
0.8322 |
0.8160 |
|
| R2 |
0.8269 |
0.8269 |
0.8149 |
|
| R1 |
0.8198 |
0.8198 |
0.8137 |
0.8172 |
| PP |
0.8145 |
0.8145 |
0.8145 |
0.8132 |
| S1 |
0.8074 |
0.8074 |
0.8115 |
0.8048 |
| S2 |
0.8021 |
0.8021 |
0.8103 |
|
| S3 |
0.7897 |
0.7950 |
0.8092 |
|
| S4 |
0.7773 |
0.7826 |
0.8058 |
|
|
| 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 |
0.8217 |
0.7993 |
0.0224 |
2.8% |
0.0083 |
1.0% |
59% |
True |
False |
85,057 |
| 10 |
0.8217 |
0.7993 |
0.0224 |
2.8% |
0.0079 |
1.0% |
59% |
True |
False |
66,868 |
| 20 |
0.8244 |
0.7993 |
0.0251 |
3.1% |
0.0072 |
0.9% |
53% |
False |
False |
62,714 |
| 40 |
0.8714 |
0.7993 |
0.0721 |
8.9% |
0.0085 |
1.0% |
18% |
False |
False |
37,581 |
| 60 |
0.8815 |
0.7993 |
0.0822 |
10.1% |
0.0084 |
1.0% |
16% |
False |
False |
25,129 |
| 80 |
0.8880 |
0.7993 |
0.0887 |
10.9% |
0.0086 |
1.1% |
15% |
False |
False |
18,885 |
| 100 |
0.9257 |
0.7993 |
0.1264 |
15.6% |
0.0077 |
0.9% |
11% |
False |
False |
15,114 |
| 120 |
0.9326 |
0.7993 |
0.1333 |
16.4% |
0.0065 |
0.8% |
10% |
False |
False |
12,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8744 |
|
2.618 |
0.8542 |
|
1.618 |
0.8418 |
|
1.000 |
0.8341 |
|
0.618 |
0.8294 |
|
HIGH |
0.8217 |
|
0.618 |
0.8170 |
|
0.500 |
0.8155 |
|
0.382 |
0.8140 |
|
LOW |
0.8093 |
|
0.618 |
0.8016 |
|
1.000 |
0.7969 |
|
1.618 |
0.7892 |
|
2.618 |
0.7768 |
|
4.250 |
0.7566 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8155 |
0.8126 |
| PP |
0.8145 |
0.8126 |
| S1 |
0.8136 |
0.8126 |
|