CME Australian Dollar Future September 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 |
0.7834 |
0.7648 |
-0.0186 |
-2.4% |
0.8138 |
High |
0.7839 |
0.7648 |
-0.0191 |
-2.4% |
0.8138 |
Low |
0.7834 |
0.7648 |
-0.0186 |
-2.4% |
0.7793 |
Close |
0.7839 |
0.7648 |
-0.0191 |
-2.4% |
0.7811 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0345 |
ATR |
0.0043 |
0.0053 |
0.0011 |
24.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7648 |
0.7648 |
0.7648 |
|
R3 |
0.7648 |
0.7648 |
0.7648 |
|
R2 |
0.7648 |
0.7648 |
0.7648 |
|
R1 |
0.7648 |
0.7648 |
0.7648 |
0.7648 |
PP |
0.7648 |
0.7648 |
0.7648 |
0.7648 |
S1 |
0.7648 |
0.7648 |
0.7648 |
0.7648 |
S2 |
0.7648 |
0.7648 |
0.7648 |
|
S3 |
0.7648 |
0.7648 |
0.7648 |
|
S4 |
0.7648 |
0.7648 |
0.7648 |
|
|
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 |
0.7839 |
0.7648 |
0.0191 |
2.5% |
0.0005 |
0.1% |
0% |
False |
True |
1 |
10 |
0.8138 |
0.7648 |
0.0490 |
6.4% |
0.0024 |
0.3% |
0% |
False |
True |
1 |
20 |
0.8138 |
0.7648 |
0.0490 |
6.4% |
0.0014 |
0.2% |
0% |
False |
True |
1 |
40 |
0.8279 |
0.7648 |
0.0631 |
8.3% |
0.0010 |
0.1% |
0% |
False |
True |
1 |
60 |
0.8569 |
0.7648 |
0.0921 |
12.0% |
0.0008 |
0.1% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7648 |
2.618 |
0.7648 |
1.618 |
0.7648 |
1.000 |
0.7648 |
0.618 |
0.7648 |
HIGH |
0.7648 |
0.618 |
0.7648 |
0.500 |
0.7648 |
0.382 |
0.7648 |
LOW |
0.7648 |
0.618 |
0.7648 |
1.000 |
0.7648 |
1.618 |
0.7648 |
2.618 |
0.7648 |
4.250 |
0.7648 |
|
|
Fisher Pivots for day following 29-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7648 |
0.7744 |
PP |
0.7648 |
0.7712 |
S1 |
0.7648 |
0.7680 |
|