CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8133 |
0.8048 |
-0.0085 |
-1.0% |
0.7981 |
| High |
0.8158 |
0.8100 |
-0.0058 |
-0.7% |
0.8117 |
| Low |
0.8044 |
0.8048 |
0.0004 |
0.0% |
0.7952 |
| Close |
0.8075 |
0.8066 |
-0.0009 |
-0.1% |
0.8111 |
| Range |
0.0114 |
0.0052 |
-0.0062 |
-54.4% |
0.0165 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
184 |
169 |
-15 |
-8.2% |
865 |
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8227 |
0.8199 |
0.8095 |
|
| R3 |
0.8175 |
0.8147 |
0.8080 |
|
| R2 |
0.8123 |
0.8123 |
0.8076 |
|
| R1 |
0.8095 |
0.8095 |
0.8071 |
0.8109 |
| PP |
0.8071 |
0.8071 |
0.8071 |
0.8079 |
| S1 |
0.8043 |
0.8043 |
0.8061 |
0.8057 |
| S2 |
0.8019 |
0.8019 |
0.8056 |
|
| S3 |
0.7967 |
0.7991 |
0.8052 |
|
| S4 |
0.7915 |
0.7939 |
0.8037 |
|
|
| 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% |
55% |
False |
False |
150 |
| 10 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0063 |
0.8% |
55% |
False |
False |
137 |
| 20 |
0.8158 |
0.7952 |
0.0206 |
2.6% |
0.0051 |
0.6% |
55% |
False |
False |
81 |
| 40 |
0.8624 |
0.7952 |
0.0672 |
8.3% |
0.0034 |
0.4% |
17% |
False |
False |
42 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.8% |
0.0027 |
0.3% |
14% |
False |
False |
28 |
| 80 |
0.8765 |
0.7952 |
0.0813 |
10.1% |
0.0023 |
0.3% |
14% |
False |
False |
22 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.5% |
0.0020 |
0.2% |
9% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8236 |
|
1.618 |
0.8184 |
|
1.000 |
0.8152 |
|
0.618 |
0.8132 |
|
HIGH |
0.8100 |
|
0.618 |
0.8080 |
|
0.500 |
0.8074 |
|
0.382 |
0.8068 |
|
LOW |
0.8048 |
|
0.618 |
0.8016 |
|
1.000 |
0.7996 |
|
1.618 |
0.7964 |
|
2.618 |
0.7912 |
|
4.250 |
0.7827 |
|
|
| Fisher Pivots for day following 13-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8074 |
0.8097 |
| PP |
0.8071 |
0.8086 |
| S1 |
0.8069 |
0.8076 |
|