CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8142 |
0.8083 |
-0.0059 |
-0.7% |
0.8133 |
| High |
0.8153 |
0.8140 |
-0.0013 |
-0.2% |
0.8208 |
| Low |
0.8080 |
0.8000 |
-0.0080 |
-1.0% |
0.7984 |
| Close |
0.8089 |
0.8008 |
-0.0081 |
-1.0% |
0.8145 |
| Range |
0.0073 |
0.0140 |
0.0067 |
91.8% |
0.0224 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.4% |
0.0000 |
| Volume |
154 |
356 |
202 |
131.2% |
1,497 |
|
| Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8469 |
0.8379 |
0.8085 |
|
| R3 |
0.8329 |
0.8239 |
0.8047 |
|
| R2 |
0.8189 |
0.8189 |
0.8034 |
|
| R1 |
0.8099 |
0.8099 |
0.8021 |
0.8074 |
| PP |
0.8049 |
0.8049 |
0.8049 |
0.8037 |
| S1 |
0.7959 |
0.7959 |
0.7995 |
0.7934 |
| S2 |
0.7909 |
0.7909 |
0.7982 |
|
| S3 |
0.7769 |
0.7819 |
0.7970 |
|
| S4 |
0.7629 |
0.7679 |
0.7931 |
|
|
| 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% |
0.0107 |
1.3% |
11% |
False |
False |
330 |
| 10 |
0.8208 |
0.7952 |
0.0256 |
3.2% |
0.0088 |
1.1% |
22% |
False |
False |
240 |
| 20 |
0.8208 |
0.7952 |
0.0256 |
3.2% |
0.0063 |
0.8% |
22% |
False |
False |
157 |
| 40 |
0.8552 |
0.7952 |
0.0600 |
7.5% |
0.0047 |
0.6% |
9% |
False |
False |
83 |
| 60 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0036 |
0.4% |
7% |
False |
False |
56 |
| 80 |
0.8746 |
0.7952 |
0.0794 |
9.9% |
0.0029 |
0.4% |
7% |
False |
False |
42 |
| 100 |
0.9200 |
0.7952 |
0.1248 |
15.6% |
0.0025 |
0.3% |
4% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8735 |
|
2.618 |
0.8507 |
|
1.618 |
0.8367 |
|
1.000 |
0.8280 |
|
0.618 |
0.8227 |
|
HIGH |
0.8140 |
|
0.618 |
0.8087 |
|
0.500 |
0.8070 |
|
0.382 |
0.8053 |
|
LOW |
0.8000 |
|
0.618 |
0.7913 |
|
1.000 |
0.7860 |
|
1.618 |
0.7773 |
|
2.618 |
0.7633 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 21-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8070 |
0.8081 |
| PP |
0.8049 |
0.8057 |
| S1 |
0.8029 |
0.8032 |
|