CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 30-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7817 |
0.7714 |
-0.0103 |
-1.3% |
0.7814 |
| High |
0.7829 |
0.7732 |
-0.0097 |
-1.2% |
0.7942 |
| Low |
0.7669 |
0.7670 |
0.0001 |
0.0% |
0.7669 |
| Close |
0.7689 |
0.7718 |
0.0029 |
0.4% |
0.7718 |
| Range |
0.0160 |
0.0062 |
-0.0098 |
-61.3% |
0.0273 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
1,188 |
126 |
-1,062 |
-89.4% |
2,264 |
|
| Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7893 |
0.7867 |
0.7752 |
|
| R3 |
0.7831 |
0.7805 |
0.7735 |
|
| R2 |
0.7769 |
0.7769 |
0.7729 |
|
| R1 |
0.7743 |
0.7743 |
0.7724 |
0.7756 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7713 |
| S1 |
0.7681 |
0.7681 |
0.7712 |
0.7694 |
| S2 |
0.7645 |
0.7645 |
0.7707 |
|
| S3 |
0.7583 |
0.7619 |
0.7701 |
|
| S4 |
0.7521 |
0.7557 |
0.7684 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8595 |
0.8430 |
0.7868 |
|
| R3 |
0.8322 |
0.8157 |
0.7793 |
|
| R2 |
0.8049 |
0.8049 |
0.7768 |
|
| R1 |
0.7884 |
0.7884 |
0.7743 |
0.7830 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7750 |
| S1 |
0.7611 |
0.7611 |
0.7693 |
0.7557 |
| S2 |
0.7503 |
0.7503 |
0.7668 |
|
| S3 |
0.7230 |
0.7338 |
0.7643 |
|
| S4 |
0.6957 |
0.7065 |
0.7568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7942 |
0.7669 |
0.0273 |
3.5% |
0.0094 |
1.2% |
18% |
False |
False |
452 |
| 10 |
0.8162 |
0.7669 |
0.0493 |
6.4% |
0.0104 |
1.3% |
10% |
False |
False |
430 |
| 20 |
0.8208 |
0.7669 |
0.0539 |
7.0% |
0.0090 |
1.2% |
9% |
False |
False |
290 |
| 40 |
0.8290 |
0.7669 |
0.0621 |
8.0% |
0.0064 |
0.8% |
8% |
False |
False |
156 |
| 60 |
0.8624 |
0.7669 |
0.0955 |
12.4% |
0.0048 |
0.6% |
5% |
False |
False |
104 |
| 80 |
0.8746 |
0.7669 |
0.1077 |
14.0% |
0.0038 |
0.5% |
5% |
False |
False |
78 |
| 100 |
0.9020 |
0.7669 |
0.1351 |
17.5% |
0.0032 |
0.4% |
4% |
False |
False |
63 |
| 120 |
0.9200 |
0.7669 |
0.1531 |
19.8% |
0.0027 |
0.4% |
3% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7996 |
|
2.618 |
0.7894 |
|
1.618 |
0.7832 |
|
1.000 |
0.7794 |
|
0.618 |
0.7770 |
|
HIGH |
0.7732 |
|
0.618 |
0.7708 |
|
0.500 |
0.7701 |
|
0.382 |
0.7694 |
|
LOW |
0.7670 |
|
0.618 |
0.7632 |
|
1.000 |
0.7608 |
|
1.618 |
0.7570 |
|
2.618 |
0.7508 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 30-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7712 |
0.7806 |
| PP |
0.7707 |
0.7776 |
| S1 |
0.7701 |
0.7747 |
|