CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7747 |
0.7746 |
-0.0001 |
0.0% |
0.7867 |
| High |
0.7776 |
0.7810 |
0.0034 |
0.4% |
0.7999 |
| Low |
0.7709 |
0.7745 |
0.0036 |
0.5% |
0.7697 |
| Close |
0.7762 |
0.7785 |
0.0023 |
0.3% |
0.7762 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0302 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
93,856 |
77,411 |
-16,445 |
-17.5% |
453,834 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7945 |
0.7821 |
|
| R3 |
0.7910 |
0.7880 |
0.7803 |
|
| R2 |
0.7845 |
0.7845 |
0.7797 |
|
| R1 |
0.7815 |
0.7815 |
0.7791 |
0.7830 |
| PP |
0.7780 |
0.7780 |
0.7780 |
0.7788 |
| S1 |
0.7750 |
0.7750 |
0.7779 |
0.7765 |
| S2 |
0.7715 |
0.7715 |
0.7773 |
|
| S3 |
0.7650 |
0.7685 |
0.7767 |
|
| S4 |
0.7585 |
0.7620 |
0.7749 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8725 |
0.8546 |
0.7928 |
|
| R3 |
0.8423 |
0.8244 |
0.7845 |
|
| R2 |
0.8121 |
0.8121 |
0.7817 |
|
| R1 |
0.7942 |
0.7942 |
0.7790 |
0.7881 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7789 |
| S1 |
0.7640 |
0.7640 |
0.7734 |
0.7579 |
| S2 |
0.7517 |
0.7517 |
0.7707 |
|
| S3 |
0.7215 |
0.7338 |
0.7679 |
|
| S4 |
0.6913 |
0.7036 |
0.7596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7999 |
0.7697 |
0.0302 |
3.9% |
0.0106 |
1.4% |
29% |
False |
False |
93,064 |
| 10 |
0.8210 |
0.7697 |
0.0513 |
6.6% |
0.0116 |
1.5% |
17% |
False |
False |
97,511 |
| 20 |
0.8261 |
0.7697 |
0.0564 |
7.2% |
0.0105 |
1.3% |
16% |
False |
False |
95,296 |
| 40 |
0.8368 |
0.7697 |
0.0671 |
8.6% |
0.0091 |
1.2% |
13% |
False |
False |
71,942 |
| 60 |
0.8714 |
0.7697 |
0.1017 |
13.1% |
0.0093 |
1.2% |
9% |
False |
False |
48,594 |
| 80 |
0.8815 |
0.7697 |
0.1118 |
14.4% |
0.0092 |
1.2% |
8% |
False |
False |
36,489 |
| 100 |
0.9097 |
0.7697 |
0.1400 |
18.0% |
0.0090 |
1.2% |
6% |
False |
False |
29,214 |
| 120 |
0.9257 |
0.7697 |
0.1560 |
20.0% |
0.0078 |
1.0% |
6% |
False |
False |
24,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8086 |
|
2.618 |
0.7980 |
|
1.618 |
0.7915 |
|
1.000 |
0.7875 |
|
0.618 |
0.7850 |
|
HIGH |
0.7810 |
|
0.618 |
0.7785 |
|
0.500 |
0.7778 |
|
0.382 |
0.7770 |
|
LOW |
0.7745 |
|
0.618 |
0.7705 |
|
1.000 |
0.7680 |
|
1.618 |
0.7640 |
|
2.618 |
0.7575 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7791 |
| PP |
0.7780 |
0.7789 |
| S1 |
0.7778 |
0.7787 |
|