CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8008 |
0.7988 |
-0.0020 |
-0.2% |
0.8045 |
High |
0.8058 |
0.7995 |
-0.0063 |
-0.8% |
0.8120 |
Low |
0.8008 |
0.7952 |
-0.0056 |
-0.7% |
0.7996 |
Close |
0.8017 |
0.7992 |
-0.0025 |
-0.3% |
0.8023 |
Range |
0.0050 |
0.0043 |
-0.0007 |
-14.0% |
0.0124 |
ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
Volume |
214 |
186 |
-28 |
-13.1% |
169 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8109 |
0.8093 |
0.8016 |
|
R3 |
0.8066 |
0.8050 |
0.8004 |
|
R2 |
0.8023 |
0.8023 |
0.8000 |
|
R1 |
0.8007 |
0.8007 |
0.7996 |
0.8015 |
PP |
0.7980 |
0.7980 |
0.7980 |
0.7984 |
S1 |
0.7964 |
0.7964 |
0.7988 |
0.7972 |
S2 |
0.7937 |
0.7937 |
0.7984 |
|
S3 |
0.7894 |
0.7921 |
0.7980 |
|
S4 |
0.7851 |
0.7878 |
0.7968 |
|
|
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 |
0.7952 |
0.0168 |
2.1% |
0.0051 |
0.6% |
24% |
False |
True |
154 |
10 |
0.8120 |
0.7952 |
0.0168 |
2.1% |
0.0041 |
0.5% |
24% |
False |
True |
91 |
20 |
0.8231 |
0.7952 |
0.0279 |
3.5% |
0.0043 |
0.5% |
14% |
False |
True |
54 |
40 |
0.8624 |
0.7952 |
0.0672 |
8.4% |
0.0027 |
0.3% |
6% |
False |
True |
28 |
60 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0022 |
0.3% |
5% |
False |
True |
19 |
80 |
0.8919 |
0.7952 |
0.0967 |
12.1% |
0.0019 |
0.2% |
4% |
False |
True |
14 |
100 |
0.9200 |
0.7952 |
0.1248 |
15.6% |
0.0017 |
0.2% |
3% |
False |
True |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8178 |
2.618 |
0.8108 |
1.618 |
0.8065 |
1.000 |
0.8038 |
0.618 |
0.8022 |
HIGH |
0.7995 |
0.618 |
0.7979 |
0.500 |
0.7974 |
0.382 |
0.7968 |
LOW |
0.7952 |
0.618 |
0.7925 |
1.000 |
0.7909 |
1.618 |
0.7882 |
2.618 |
0.7839 |
4.250 |
0.7769 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7986 |
0.8005 |
PP |
0.7980 |
0.8001 |
S1 |
0.7974 |
0.7996 |
|