CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.7979 |
0.7793 |
-0.0186 |
-2.3% |
0.8138 |
High |
0.7984 |
0.7811 |
-0.0173 |
-2.2% |
0.8138 |
Low |
0.7938 |
0.7793 |
-0.0145 |
-1.8% |
0.7793 |
Close |
0.7938 |
0.7811 |
-0.0127 |
-1.6% |
0.7811 |
Range |
0.0046 |
0.0018 |
-0.0028 |
-60.9% |
0.0345 |
ATR |
0.0042 |
0.0050 |
0.0007 |
17.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7859 |
0.7853 |
0.7821 |
|
R3 |
0.7841 |
0.7835 |
0.7816 |
|
R2 |
0.7823 |
0.7823 |
0.7814 |
|
R1 |
0.7817 |
0.7817 |
0.7813 |
0.7820 |
PP |
0.7805 |
0.7805 |
0.7805 |
0.7807 |
S1 |
0.7799 |
0.7799 |
0.7809 |
0.7802 |
S2 |
0.7787 |
0.7787 |
0.7808 |
|
S3 |
0.7769 |
0.7781 |
0.7806 |
|
S4 |
0.7751 |
0.7763 |
0.7801 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8949 |
0.8725 |
0.8001 |
|
R3 |
0.8604 |
0.8380 |
0.7906 |
|
R2 |
0.8259 |
0.8259 |
0.7874 |
|
R1 |
0.8035 |
0.8035 |
0.7843 |
0.7975 |
PP |
0.7914 |
0.7914 |
0.7914 |
0.7884 |
S1 |
0.7690 |
0.7690 |
0.7779 |
0.7630 |
S2 |
0.7569 |
0.7569 |
0.7748 |
|
S3 |
0.7224 |
0.7345 |
0.7716 |
|
S4 |
0.6879 |
0.7000 |
0.7621 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8138 |
0.7793 |
0.0345 |
4.4% |
0.0041 |
0.5% |
5% |
False |
True |
1 |
10 |
0.8138 |
0.7793 |
0.0345 |
4.4% |
0.0027 |
0.3% |
5% |
False |
True |
1 |
20 |
0.8138 |
0.7793 |
0.0345 |
4.4% |
0.0013 |
0.2% |
5% |
False |
True |
1 |
40 |
0.8379 |
0.7793 |
0.0586 |
7.5% |
0.0010 |
0.1% |
3% |
False |
True |
1 |
60 |
0.8658 |
0.7793 |
0.0865 |
11.1% |
0.0008 |
0.1% |
2% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7888 |
2.618 |
0.7858 |
1.618 |
0.7840 |
1.000 |
0.7829 |
0.618 |
0.7822 |
HIGH |
0.7811 |
0.618 |
0.7804 |
0.500 |
0.7802 |
0.382 |
0.7800 |
LOW |
0.7793 |
0.618 |
0.7782 |
1.000 |
0.7775 |
1.618 |
0.7764 |
2.618 |
0.7746 |
4.250 |
0.7717 |
|
|
Fisher Pivots for day following 23-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7808 |
0.7901 |
PP |
0.7805 |
0.7871 |
S1 |
0.7802 |
0.7841 |
|