CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8048 |
0.8133 |
0.0085 |
1.1% |
0.7981 |
| High |
0.8117 |
0.8158 |
0.0041 |
0.5% |
0.8117 |
| Low |
0.8035 |
0.8044 |
0.0009 |
0.1% |
0.7952 |
| Close |
0.8111 |
0.8075 |
-0.0036 |
-0.4% |
0.8111 |
| Range |
0.0082 |
0.0114 |
0.0032 |
39.0% |
0.0165 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.7% |
0.0000 |
| Volume |
72 |
184 |
112 |
155.6% |
865 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8434 |
0.8369 |
0.8138 |
|
| R3 |
0.8320 |
0.8255 |
0.8106 |
|
| R2 |
0.8206 |
0.8206 |
0.8096 |
|
| R1 |
0.8141 |
0.8141 |
0.8085 |
0.8117 |
| PP |
0.8092 |
0.8092 |
0.8092 |
0.8080 |
| S1 |
0.8027 |
0.8027 |
0.8065 |
0.8003 |
| S2 |
0.7978 |
0.7978 |
0.8054 |
|
| S3 |
0.7864 |
0.7913 |
0.8044 |
|
| S4 |
0.7750 |
0.7799 |
0.8012 |
|
|
| 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 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0068 |
0.8% |
60% |
True |
False |
159 |
| 10 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0060 |
0.7% |
60% |
True |
False |
121 |
| 20 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0048 |
0.6% |
60% |
True |
False |
73 |
| 40 |
0.8624 |
0.7952 |
0.0672 |
8.3% |
0.0032 |
0.4% |
18% |
False |
False |
38 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.8% |
0.0026 |
0.3% |
15% |
False |
False |
25 |
| 80 |
0.8810 |
0.7952 |
0.0858 |
10.6% |
0.0022 |
0.3% |
14% |
False |
False |
19 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.5% |
0.0019 |
0.2% |
10% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8643 |
|
2.618 |
0.8456 |
|
1.618 |
0.8342 |
|
1.000 |
0.8272 |
|
0.618 |
0.8228 |
|
HIGH |
0.8158 |
|
0.618 |
0.8114 |
|
0.500 |
0.8101 |
|
0.382 |
0.8088 |
|
LOW |
0.8044 |
|
0.618 |
0.7974 |
|
1.000 |
0.7930 |
|
1.618 |
0.7860 |
|
2.618 |
0.7746 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 12-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8075 |
| PP |
0.8092 |
0.8074 |
| S1 |
0.8084 |
0.8074 |
|