CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 28-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7854 |
0.0001 |
0.0% |
0.8142 |
| High |
0.7900 |
0.7942 |
0.0042 |
0.5% |
0.8153 |
| Low |
0.7845 |
0.7815 |
-0.0030 |
-0.4% |
0.7807 |
| Close |
0.7866 |
0.7882 |
0.0016 |
0.2% |
0.7853 |
| Range |
0.0055 |
0.0127 |
0.0072 |
130.9% |
0.0346 |
| ATR |
0.0081 |
0.0085 |
0.0003 |
4.0% |
0.0000 |
| Volume |
247 |
242 |
-5 |
-2.0% |
1,160 |
|
| Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8198 |
0.7952 |
|
| R3 |
0.8134 |
0.8071 |
0.7917 |
|
| R2 |
0.8007 |
0.8007 |
0.7905 |
|
| R1 |
0.7944 |
0.7944 |
0.7894 |
0.7976 |
| PP |
0.7880 |
0.7880 |
0.7880 |
0.7895 |
| S1 |
0.7817 |
0.7817 |
0.7870 |
0.7849 |
| S2 |
0.7753 |
0.7753 |
0.7859 |
|
| S3 |
0.7626 |
0.7690 |
0.7847 |
|
| S4 |
0.7499 |
0.7563 |
0.7812 |
|
|
| 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 |
0.8049 |
0.7787 |
0.0262 |
3.3% |
0.0106 |
1.3% |
36% |
False |
False |
320 |
| 10 |
0.8208 |
0.7787 |
0.0421 |
5.3% |
0.0107 |
1.4% |
23% |
False |
False |
325 |
| 20 |
0.8208 |
0.7787 |
0.0421 |
5.3% |
0.0085 |
1.1% |
23% |
False |
False |
231 |
| 40 |
0.8394 |
0.7787 |
0.0607 |
7.7% |
0.0059 |
0.7% |
16% |
False |
False |
123 |
| 60 |
0.8656 |
0.7787 |
0.0869 |
11.0% |
0.0044 |
0.6% |
11% |
False |
False |
82 |
| 80 |
0.8746 |
0.7787 |
0.0959 |
12.2% |
0.0035 |
0.4% |
10% |
False |
False |
62 |
| 100 |
0.9197 |
0.7787 |
0.1410 |
17.9% |
0.0030 |
0.4% |
7% |
False |
False |
50 |
| 120 |
0.9200 |
0.7787 |
0.1413 |
17.9% |
0.0026 |
0.3% |
7% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8482 |
|
2.618 |
0.8274 |
|
1.618 |
0.8147 |
|
1.000 |
0.8069 |
|
0.618 |
0.8020 |
|
HIGH |
0.7942 |
|
0.618 |
0.7893 |
|
0.500 |
0.7879 |
|
0.382 |
0.7864 |
|
LOW |
0.7815 |
|
0.618 |
0.7737 |
|
1.000 |
0.7688 |
|
1.618 |
0.7610 |
|
2.618 |
0.7483 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 28-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7876 |
| PP |
0.7880 |
0.7870 |
| S1 |
0.7879 |
0.7865 |
|