CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7989 |
0.8048 |
0.0059 |
0.7% |
0.7981 |
| High |
0.8040 |
0.8117 |
0.0077 |
1.0% |
0.8117 |
| Low |
0.7989 |
0.8035 |
0.0046 |
0.6% |
0.7952 |
| Close |
0.8020 |
0.8111 |
0.0091 |
1.1% |
0.8111 |
| Range |
0.0051 |
0.0082 |
0.0031 |
60.8% |
0.0165 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
6.2% |
0.0000 |
| Volume |
143 |
72 |
-71 |
-49.7% |
865 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8334 |
0.8304 |
0.8156 |
|
| R3 |
0.8252 |
0.8222 |
0.8134 |
|
| R2 |
0.8170 |
0.8170 |
0.8126 |
|
| R1 |
0.8140 |
0.8140 |
0.8119 |
0.8155 |
| PP |
0.8088 |
0.8088 |
0.8088 |
0.8095 |
| S1 |
0.8058 |
0.8058 |
0.8103 |
0.8073 |
| S2 |
0.8006 |
0.8006 |
0.8096 |
|
| S3 |
0.7924 |
0.7976 |
0.8088 |
|
| S4 |
0.7842 |
0.7894 |
0.8066 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8555 |
0.8498 |
0.8202 |
|
| R3 |
0.8390 |
0.8333 |
0.8156 |
|
| R2 |
0.8225 |
0.8225 |
0.8141 |
|
| R1 |
0.8168 |
0.8168 |
0.8126 |
0.8197 |
| PP |
0.8060 |
0.8060 |
0.8060 |
0.8074 |
| S1 |
0.8003 |
0.8003 |
0.8096 |
0.8032 |
| S2 |
0.7895 |
0.7895 |
0.8081 |
|
| S3 |
0.7730 |
0.7838 |
0.8066 |
|
| S4 |
0.7565 |
0.7673 |
0.8020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8117 |
0.7952 |
0.0165 |
2.0% |
0.0056 |
0.7% |
96% |
True |
False |
173 |
| 10 |
0.8120 |
0.7952 |
0.0168 |
2.1% |
0.0049 |
0.6% |
95% |
False |
False |
104 |
| 20 |
0.8225 |
0.7952 |
0.0273 |
3.4% |
0.0047 |
0.6% |
58% |
False |
False |
64 |
| 40 |
0.8624 |
0.7952 |
0.0672 |
8.3% |
0.0030 |
0.4% |
24% |
False |
False |
33 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.8% |
0.0025 |
0.3% |
20% |
False |
False |
22 |
| 80 |
0.8834 |
0.7952 |
0.0882 |
10.9% |
0.0021 |
0.3% |
18% |
False |
False |
17 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.4% |
0.0018 |
0.2% |
13% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8466 |
|
2.618 |
0.8332 |
|
1.618 |
0.8250 |
|
1.000 |
0.8199 |
|
0.618 |
0.8168 |
|
HIGH |
0.8117 |
|
0.618 |
0.8086 |
|
0.500 |
0.8076 |
|
0.382 |
0.8066 |
|
LOW |
0.8035 |
|
0.618 |
0.7984 |
|
1.000 |
0.7953 |
|
1.618 |
0.7902 |
|
2.618 |
0.7820 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 09-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8099 |
0.8086 |
| PP |
0.8088 |
0.8060 |
| S1 |
0.8076 |
0.8035 |
|