CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7867 |
0.7892 |
0.0025 |
0.3% |
0.8191 |
| High |
0.7907 |
0.7949 |
0.0042 |
0.5% |
0.8210 |
| Low |
0.7831 |
0.7879 |
0.0048 |
0.6% |
0.7854 |
| Close |
0.7893 |
0.7913 |
0.0020 |
0.3% |
0.7901 |
| Range |
0.0076 |
0.0070 |
-0.0006 |
-7.9% |
0.0356 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
65,921 |
73,602 |
7,681 |
11.7% |
443,873 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8124 |
0.8088 |
0.7952 |
|
| R3 |
0.8054 |
0.8018 |
0.7932 |
|
| R2 |
0.7984 |
0.7984 |
0.7926 |
|
| R1 |
0.7948 |
0.7948 |
0.7919 |
0.7966 |
| PP |
0.7914 |
0.7914 |
0.7914 |
0.7923 |
| S1 |
0.7878 |
0.7878 |
0.7907 |
0.7896 |
| S2 |
0.7844 |
0.7844 |
0.7900 |
|
| S3 |
0.7774 |
0.7808 |
0.7894 |
|
| S4 |
0.7704 |
0.7738 |
0.7875 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9056 |
0.8835 |
0.8097 |
|
| R3 |
0.8700 |
0.8479 |
0.7999 |
|
| R2 |
0.8344 |
0.8344 |
0.7966 |
|
| R1 |
0.8123 |
0.8123 |
0.7934 |
0.8056 |
| PP |
0.7988 |
0.7988 |
0.7988 |
0.7955 |
| S1 |
0.7767 |
0.7767 |
0.7868 |
0.7700 |
| S2 |
0.7632 |
0.7632 |
0.7836 |
|
| S3 |
0.7276 |
0.7411 |
0.7803 |
|
| S4 |
0.6920 |
0.7055 |
0.7705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8203 |
0.7831 |
0.0372 |
4.7% |
0.0123 |
1.6% |
22% |
False |
False |
96,033 |
| 10 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0114 |
1.4% |
19% |
False |
False |
101,842 |
| 20 |
0.8261 |
0.7831 |
0.0430 |
5.4% |
0.0097 |
1.2% |
19% |
False |
False |
84,355 |
| 40 |
0.8548 |
0.7831 |
0.0717 |
9.1% |
0.0090 |
1.1% |
11% |
False |
False |
62,778 |
| 60 |
0.8755 |
0.7831 |
0.0924 |
11.7% |
0.0091 |
1.2% |
9% |
False |
False |
42,081 |
| 80 |
0.8815 |
0.7831 |
0.0984 |
12.4% |
0.0092 |
1.2% |
8% |
False |
False |
31,602 |
| 100 |
0.9257 |
0.7831 |
0.1426 |
18.0% |
0.0086 |
1.1% |
6% |
False |
False |
25,297 |
| 120 |
0.9257 |
0.7831 |
0.1426 |
18.0% |
0.0074 |
0.9% |
6% |
False |
False |
21,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8247 |
|
2.618 |
0.8132 |
|
1.618 |
0.8062 |
|
1.000 |
0.8019 |
|
0.618 |
0.7992 |
|
HIGH |
0.7949 |
|
0.618 |
0.7922 |
|
0.500 |
0.7914 |
|
0.382 |
0.7906 |
|
LOW |
0.7879 |
|
0.618 |
0.7836 |
|
1.000 |
0.7809 |
|
1.618 |
0.7766 |
|
2.618 |
0.7696 |
|
4.250 |
0.7582 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7914 |
0.7929 |
| PP |
0.7914 |
0.7924 |
| S1 |
0.7913 |
0.7918 |
|