CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8133 |
0.8142 |
0.0009 |
0.1% |
0.8133 |
High |
0.8162 |
0.8153 |
-0.0009 |
-0.1% |
0.8208 |
Low |
0.8090 |
0.8080 |
-0.0010 |
-0.1% |
0.7984 |
Close |
0.8145 |
0.8089 |
-0.0056 |
-0.7% |
0.8145 |
Range |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0224 |
ATR |
0.0069 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
Volume |
881 |
154 |
-727 |
-82.5% |
1,497 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8326 |
0.8281 |
0.8129 |
|
R3 |
0.8253 |
0.8208 |
0.8109 |
|
R2 |
0.8180 |
0.8180 |
0.8102 |
|
R1 |
0.8135 |
0.8135 |
0.8096 |
0.8121 |
PP |
0.8107 |
0.8107 |
0.8107 |
0.8101 |
S1 |
0.8062 |
0.8062 |
0.8082 |
0.8048 |
S2 |
0.8034 |
0.8034 |
0.8076 |
|
S3 |
0.7961 |
0.7989 |
0.8069 |
|
S4 |
0.7888 |
0.7916 |
0.8049 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8784 |
0.8689 |
0.8268 |
|
R3 |
0.8560 |
0.8465 |
0.8207 |
|
R2 |
0.8336 |
0.8336 |
0.8186 |
|
R1 |
0.8241 |
0.8241 |
0.8166 |
0.8289 |
PP |
0.8112 |
0.8112 |
0.8112 |
0.8136 |
S1 |
0.8017 |
0.8017 |
0.8124 |
0.8065 |
S2 |
0.7888 |
0.7888 |
0.8104 |
|
S3 |
0.7664 |
0.7793 |
0.8083 |
|
S4 |
0.7440 |
0.7569 |
0.8022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8208 |
0.7984 |
0.0224 |
2.8% |
0.0090 |
1.1% |
47% |
False |
False |
293 |
10 |
0.8208 |
0.7952 |
0.0256 |
3.2% |
0.0079 |
1.0% |
54% |
False |
False |
226 |
20 |
0.8208 |
0.7952 |
0.0256 |
3.2% |
0.0059 |
0.7% |
54% |
False |
False |
139 |
40 |
0.8552 |
0.7952 |
0.0600 |
7.4% |
0.0043 |
0.5% |
23% |
False |
False |
74 |
60 |
0.8746 |
0.7952 |
0.0794 |
9.8% |
0.0033 |
0.4% |
17% |
False |
False |
50 |
80 |
0.8746 |
0.7952 |
0.0794 |
9.8% |
0.0028 |
0.3% |
17% |
False |
False |
38 |
100 |
0.9200 |
0.7952 |
0.1248 |
15.4% |
0.0024 |
0.3% |
11% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8463 |
2.618 |
0.8344 |
1.618 |
0.8271 |
1.000 |
0.8226 |
0.618 |
0.8198 |
HIGH |
0.8153 |
0.618 |
0.8125 |
0.500 |
0.8117 |
0.382 |
0.8108 |
LOW |
0.8080 |
0.618 |
0.8035 |
1.000 |
0.8007 |
1.618 |
0.7962 |
2.618 |
0.7889 |
4.250 |
0.7770 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8117 |
0.8136 |
PP |
0.8107 |
0.8120 |
S1 |
0.8098 |
0.8105 |
|