CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7814 |
0.7853 |
0.0039 |
0.5% |
0.8142 |
| High |
0.7853 |
0.7900 |
0.0047 |
0.6% |
0.8153 |
| Low |
0.7787 |
0.7845 |
0.0058 |
0.7% |
0.7807 |
| Close |
0.7846 |
0.7866 |
0.0020 |
0.3% |
0.7853 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0346 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
461 |
247 |
-214 |
-46.4% |
1,160 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8035 |
0.8006 |
0.7896 |
|
| R3 |
0.7980 |
0.7951 |
0.7881 |
|
| R2 |
0.7925 |
0.7925 |
0.7876 |
|
| R1 |
0.7896 |
0.7896 |
0.7871 |
0.7911 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7878 |
| S1 |
0.7841 |
0.7841 |
0.7861 |
0.7856 |
| S2 |
0.7815 |
0.7815 |
0.7856 |
|
| S3 |
0.7760 |
0.7786 |
0.7851 |
|
| S4 |
0.7705 |
0.7731 |
0.7836 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8976 |
0.8760 |
0.8043 |
|
| R3 |
0.8630 |
0.8414 |
0.7948 |
|
| R2 |
0.8284 |
0.8284 |
0.7916 |
|
| R1 |
0.8068 |
0.8068 |
0.7885 |
0.8003 |
| PP |
0.7938 |
0.7938 |
0.7938 |
0.7905 |
| S1 |
0.7722 |
0.7722 |
0.7821 |
0.7657 |
| S2 |
0.7592 |
0.7592 |
0.7790 |
|
| S3 |
0.7246 |
0.7376 |
0.7758 |
|
| S4 |
0.6900 |
0.7030 |
0.7663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8140 |
0.7787 |
0.0353 |
4.5% |
0.0109 |
1.4% |
22% |
False |
False |
342 |
| 10 |
0.8208 |
0.7787 |
0.0421 |
5.4% |
0.0099 |
1.3% |
19% |
False |
False |
318 |
| 20 |
0.8208 |
0.7787 |
0.0421 |
5.4% |
0.0080 |
1.0% |
19% |
False |
False |
219 |
| 40 |
0.8394 |
0.7787 |
0.0607 |
7.7% |
0.0056 |
0.7% |
13% |
False |
False |
117 |
| 60 |
0.8690 |
0.7787 |
0.0903 |
11.5% |
0.0042 |
0.5% |
9% |
False |
False |
78 |
| 80 |
0.8746 |
0.7787 |
0.0959 |
12.2% |
0.0034 |
0.4% |
8% |
False |
False |
59 |
| 100 |
0.9200 |
0.7787 |
0.1413 |
18.0% |
0.0029 |
0.4% |
6% |
False |
False |
48 |
| 120 |
0.9200 |
0.7787 |
0.1413 |
18.0% |
0.0025 |
0.3% |
6% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8134 |
|
2.618 |
0.8044 |
|
1.618 |
0.7989 |
|
1.000 |
0.7955 |
|
0.618 |
0.7934 |
|
HIGH |
0.7900 |
|
0.618 |
0.7879 |
|
0.500 |
0.7873 |
|
0.382 |
0.7866 |
|
LOW |
0.7845 |
|
0.618 |
0.7811 |
|
1.000 |
0.7790 |
|
1.618 |
0.7756 |
|
2.618 |
0.7701 |
|
4.250 |
0.7611 |
|
|
| Fisher Pivots for day following 27-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7876 |
| PP |
0.7870 |
0.7872 |
| S1 |
0.7868 |
0.7869 |
|