CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8093 |
0.8048 |
-0.0045 |
-0.6% |
0.8045 |
High |
0.8120 |
0.8051 |
-0.0069 |
-0.8% |
0.8120 |
Low |
0.8070 |
0.7996 |
-0.0074 |
-0.9% |
0.7996 |
Close |
0.8072 |
0.8023 |
-0.0049 |
-0.6% |
0.8023 |
Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0124 |
ATR |
0.0047 |
0.0049 |
0.0002 |
4.3% |
0.0000 |
Volume |
100 |
24 |
-76 |
-76.0% |
169 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8188 |
0.8161 |
0.8053 |
|
R3 |
0.8133 |
0.8106 |
0.8038 |
|
R2 |
0.8078 |
0.8078 |
0.8033 |
|
R1 |
0.8051 |
0.8051 |
0.8028 |
0.8037 |
PP |
0.8023 |
0.8023 |
0.8023 |
0.8017 |
S1 |
0.7996 |
0.7996 |
0.8018 |
0.7982 |
S2 |
0.7968 |
0.7968 |
0.8013 |
|
S3 |
0.7913 |
0.7941 |
0.8008 |
|
S4 |
0.7858 |
0.7886 |
0.7993 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8418 |
0.8345 |
0.8091 |
|
R3 |
0.8294 |
0.8221 |
0.8057 |
|
R2 |
0.8170 |
0.8170 |
0.8046 |
|
R1 |
0.8097 |
0.8097 |
0.8034 |
0.8072 |
PP |
0.8046 |
0.8046 |
0.8046 |
0.8034 |
S1 |
0.7973 |
0.7973 |
0.8012 |
0.7948 |
S2 |
0.7922 |
0.7922 |
0.8000 |
|
S3 |
0.7798 |
0.7849 |
0.7989 |
|
S4 |
0.7674 |
0.7725 |
0.7955 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8120 |
0.7996 |
0.0124 |
1.5% |
0.0042 |
0.5% |
22% |
False |
True |
36 |
10 |
0.8120 |
0.7996 |
0.0124 |
1.5% |
0.0039 |
0.5% |
22% |
False |
True |
32 |
20 |
0.8271 |
0.7996 |
0.0275 |
3.4% |
0.0039 |
0.5% |
10% |
False |
True |
23 |
40 |
0.8624 |
0.7996 |
0.0628 |
7.8% |
0.0028 |
0.3% |
4% |
False |
True |
12 |
60 |
0.8746 |
0.7996 |
0.0750 |
9.3% |
0.0022 |
0.3% |
4% |
False |
True |
8 |
80 |
0.8980 |
0.7996 |
0.0984 |
12.3% |
0.0018 |
0.2% |
3% |
False |
True |
7 |
100 |
0.9200 |
0.7996 |
0.1204 |
15.0% |
0.0015 |
0.2% |
2% |
False |
True |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8285 |
2.618 |
0.8195 |
1.618 |
0.8140 |
1.000 |
0.8106 |
0.618 |
0.8085 |
HIGH |
0.8051 |
0.618 |
0.8030 |
0.500 |
0.8024 |
0.382 |
0.8017 |
LOW |
0.7996 |
0.618 |
0.7962 |
1.000 |
0.7941 |
1.618 |
0.7907 |
2.618 |
0.7852 |
4.250 |
0.7762 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8024 |
0.8058 |
PP |
0.8023 |
0.8046 |
S1 |
0.8023 |
0.8035 |
|