CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7981 |
0.8008 |
0.0027 |
0.3% |
0.8045 |
| High |
0.8015 |
0.8058 |
0.0043 |
0.5% |
0.8120 |
| Low |
0.7960 |
0.8008 |
0.0048 |
0.6% |
0.7996 |
| Close |
0.8001 |
0.8017 |
0.0016 |
0.2% |
0.8023 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0124 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
250 |
214 |
-36 |
-14.4% |
169 |
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8147 |
0.8045 |
|
| R3 |
0.8128 |
0.8097 |
0.8031 |
|
| R2 |
0.8078 |
0.8078 |
0.8026 |
|
| R1 |
0.8047 |
0.8047 |
0.8022 |
0.8063 |
| PP |
0.8028 |
0.8028 |
0.8028 |
0.8035 |
| S1 |
0.7997 |
0.7997 |
0.8012 |
0.8013 |
| S2 |
0.7978 |
0.7978 |
0.8008 |
|
| S3 |
0.7928 |
0.7947 |
0.8003 |
|
| S4 |
0.7878 |
0.7897 |
0.7990 |
|
|
| 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% |
0.0057 |
0.7% |
36% |
False |
False |
124 |
| 10 |
0.8120 |
0.7960 |
0.0160 |
2.0% |
0.0039 |
0.5% |
36% |
False |
False |
73 |
| 20 |
0.8231 |
0.7960 |
0.0271 |
3.4% |
0.0044 |
0.5% |
21% |
False |
False |
45 |
| 40 |
0.8624 |
0.7960 |
0.0664 |
8.3% |
0.0028 |
0.4% |
9% |
False |
False |
23 |
| 60 |
0.8746 |
0.7960 |
0.0786 |
9.8% |
0.0022 |
0.3% |
7% |
False |
False |
16 |
| 80 |
0.8942 |
0.7960 |
0.0982 |
12.2% |
0.0019 |
0.2% |
6% |
False |
False |
12 |
| 100 |
0.9200 |
0.7960 |
0.1240 |
15.5% |
0.0017 |
0.2% |
5% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8271 |
|
2.618 |
0.8189 |
|
1.618 |
0.8139 |
|
1.000 |
0.8108 |
|
0.618 |
0.8089 |
|
HIGH |
0.8058 |
|
0.618 |
0.8039 |
|
0.500 |
0.8033 |
|
0.382 |
0.8027 |
|
LOW |
0.8008 |
|
0.618 |
0.7977 |
|
1.000 |
0.7958 |
|
1.618 |
0.7927 |
|
2.618 |
0.7877 |
|
4.250 |
0.7796 |
|
|
| Fisher Pivots for day following 06-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8033 |
0.8014 |
| PP |
0.8028 |
0.8012 |
| S1 |
0.8022 |
0.8009 |
|