CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.7981 |
-0.0067 |
-0.8% |
0.8045 |
| High |
0.8051 |
0.8015 |
-0.0036 |
-0.4% |
0.8120 |
| Low |
0.7996 |
0.7960 |
-0.0036 |
-0.5% |
0.7996 |
| Close |
0.8023 |
0.8001 |
-0.0022 |
-0.3% |
0.8023 |
| Range |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0124 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
| Volume |
24 |
250 |
226 |
941.7% |
169 |
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8157 |
0.8134 |
0.8031 |
|
| R3 |
0.8102 |
0.8079 |
0.8016 |
|
| R2 |
0.8047 |
0.8047 |
0.8011 |
|
| R1 |
0.8024 |
0.8024 |
0.8006 |
0.8036 |
| PP |
0.7992 |
0.7992 |
0.7992 |
0.7998 |
| S1 |
0.7969 |
0.7969 |
0.7996 |
0.7981 |
| S2 |
0.7937 |
0.7937 |
0.7991 |
|
| S3 |
0.7882 |
0.7914 |
0.7986 |
|
| S4 |
0.7827 |
0.7859 |
0.7971 |
|
|
| 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 |
0.7960 |
0.0160 |
2.0% |
0.0053 |
0.7% |
26% |
False |
True |
83 |
| 10 |
0.8120 |
0.7960 |
0.0160 |
2.0% |
0.0040 |
0.5% |
26% |
False |
True |
52 |
| 20 |
0.8231 |
0.7960 |
0.0271 |
3.4% |
0.0042 |
0.5% |
15% |
False |
True |
35 |
| 40 |
0.8624 |
0.7960 |
0.0664 |
8.3% |
0.0028 |
0.4% |
6% |
False |
True |
18 |
| 60 |
0.8746 |
0.7960 |
0.0786 |
9.8% |
0.0021 |
0.3% |
5% |
False |
True |
12 |
| 80 |
0.8942 |
0.7960 |
0.0982 |
12.3% |
0.0019 |
0.2% |
4% |
False |
True |
10 |
| 100 |
0.9200 |
0.7960 |
0.1240 |
15.5% |
0.0016 |
0.2% |
3% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8249 |
|
2.618 |
0.8159 |
|
1.618 |
0.8104 |
|
1.000 |
0.8070 |
|
0.618 |
0.8049 |
|
HIGH |
0.8015 |
|
0.618 |
0.7994 |
|
0.500 |
0.7988 |
|
0.382 |
0.7981 |
|
LOW |
0.7960 |
|
0.618 |
0.7926 |
|
1.000 |
0.7905 |
|
1.618 |
0.7871 |
|
2.618 |
0.7816 |
|
4.250 |
0.7726 |
|
|
| Fisher Pivots for day following 05-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.8040 |
| PP |
0.7992 |
0.8027 |
| S1 |
0.7988 |
0.8014 |
|