CME Australian Dollar Future September 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 |
0.7648 |
0.7678 |
0.0030 |
0.4% |
0.7803 |
High |
0.7648 |
0.7678 |
0.0030 |
0.4% |
0.7839 |
Low |
0.7648 |
0.7678 |
0.0030 |
0.4% |
0.7648 |
Close |
0.7648 |
0.7678 |
0.0030 |
0.4% |
0.7678 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7678 |
0.7678 |
0.7678 |
|
R3 |
0.7678 |
0.7678 |
0.7678 |
|
R2 |
0.7678 |
0.7678 |
0.7678 |
|
R1 |
0.7678 |
0.7678 |
0.7678 |
0.7678 |
PP |
0.7678 |
0.7678 |
0.7678 |
0.7678 |
S1 |
0.7678 |
0.7678 |
0.7678 |
0.7678 |
S2 |
0.7678 |
0.7678 |
0.7678 |
|
S3 |
0.7678 |
0.7678 |
0.7678 |
|
S4 |
0.7678 |
0.7678 |
0.7678 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8295 |
0.8177 |
0.7783 |
|
R3 |
0.8104 |
0.7986 |
0.7731 |
|
R2 |
0.7913 |
0.7913 |
0.7713 |
|
R1 |
0.7795 |
0.7795 |
0.7696 |
0.7759 |
PP |
0.7722 |
0.7722 |
0.7722 |
0.7703 |
S1 |
0.7604 |
0.7604 |
0.7660 |
0.7568 |
S2 |
0.7531 |
0.7531 |
0.7643 |
|
S3 |
0.7340 |
0.7413 |
0.7625 |
|
S4 |
0.7149 |
0.7222 |
0.7573 |
|
|
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% |
0.0002 |
0.0% |
16% |
False |
False |
1 |
10 |
0.8138 |
0.7648 |
0.0490 |
6.4% |
0.0021 |
0.3% |
6% |
False |
False |
1 |
20 |
0.8138 |
0.7648 |
0.0490 |
6.4% |
0.0014 |
0.2% |
6% |
False |
False |
1 |
40 |
0.8239 |
0.7648 |
0.0591 |
7.7% |
0.0010 |
0.1% |
5% |
False |
False |
1 |
60 |
0.8569 |
0.7648 |
0.0921 |
12.0% |
0.0008 |
0.1% |
3% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7678 |
2.618 |
0.7678 |
1.618 |
0.7678 |
1.000 |
0.7678 |
0.618 |
0.7678 |
HIGH |
0.7678 |
0.618 |
0.7678 |
0.500 |
0.7678 |
0.382 |
0.7678 |
LOW |
0.7678 |
0.618 |
0.7678 |
1.000 |
0.7678 |
1.618 |
0.7678 |
2.618 |
0.7678 |
4.250 |
0.7678 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7678 |
0.7744 |
PP |
0.7678 |
0.7722 |
S1 |
0.7678 |
0.7700 |
|