CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7854 |
0.7817 |
-0.0037 |
-0.5% |
0.8142 |
| High |
0.7942 |
0.7829 |
-0.0113 |
-1.4% |
0.8153 |
| Low |
0.7815 |
0.7669 |
-0.0146 |
-1.9% |
0.7807 |
| Close |
0.7882 |
0.7689 |
-0.0193 |
-2.4% |
0.7853 |
| Range |
0.0127 |
0.0160 |
0.0033 |
26.0% |
0.0346 |
| ATR |
0.0085 |
0.0094 |
0.0009 |
10.8% |
0.0000 |
| Volume |
242 |
1,188 |
946 |
390.9% |
1,160 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8209 |
0.8109 |
0.7777 |
|
| R3 |
0.8049 |
0.7949 |
0.7733 |
|
| R2 |
0.7889 |
0.7889 |
0.7718 |
|
| R1 |
0.7789 |
0.7789 |
0.7704 |
0.7759 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7714 |
| S1 |
0.7629 |
0.7629 |
0.7674 |
0.7599 |
| S2 |
0.7569 |
0.7569 |
0.7660 |
|
| S3 |
0.7409 |
0.7469 |
0.7645 |
|
| S4 |
0.7249 |
0.7309 |
0.7601 |
|
|
| 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 |
0.7964 |
0.7669 |
0.0295 |
3.8% |
0.0113 |
1.5% |
7% |
False |
True |
483 |
| 10 |
0.8208 |
0.7669 |
0.0539 |
7.0% |
0.0112 |
1.5% |
4% |
False |
True |
439 |
| 20 |
0.8208 |
0.7669 |
0.0539 |
7.0% |
0.0089 |
1.2% |
4% |
False |
True |
289 |
| 40 |
0.8352 |
0.7669 |
0.0683 |
8.9% |
0.0063 |
0.8% |
3% |
False |
True |
153 |
| 60 |
0.8624 |
0.7669 |
0.0955 |
12.4% |
0.0047 |
0.6% |
2% |
False |
True |
102 |
| 80 |
0.8746 |
0.7669 |
0.1077 |
14.0% |
0.0037 |
0.5% |
2% |
False |
True |
77 |
| 100 |
0.9113 |
0.7669 |
0.1444 |
18.8% |
0.0031 |
0.4% |
1% |
False |
True |
62 |
| 120 |
0.9200 |
0.7669 |
0.1531 |
19.9% |
0.0027 |
0.4% |
1% |
False |
True |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8509 |
|
2.618 |
0.8248 |
|
1.618 |
0.8088 |
|
1.000 |
0.7989 |
|
0.618 |
0.7928 |
|
HIGH |
0.7829 |
|
0.618 |
0.7768 |
|
0.500 |
0.7749 |
|
0.382 |
0.7730 |
|
LOW |
0.7669 |
|
0.618 |
0.7570 |
|
1.000 |
0.7509 |
|
1.618 |
0.7410 |
|
2.618 |
0.7250 |
|
4.250 |
0.6989 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7806 |
| PP |
0.7729 |
0.7767 |
| S1 |
0.7709 |
0.7728 |
|