CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7776 |
0.0030 |
0.4% |
0.7867 |
| High |
0.7810 |
0.7835 |
0.0025 |
0.3% |
0.7999 |
| Low |
0.7745 |
0.7607 |
-0.0138 |
-1.8% |
0.7697 |
| Close |
0.7785 |
0.7775 |
-0.0010 |
-0.1% |
0.7762 |
| Range |
0.0065 |
0.0228 |
0.0163 |
250.8% |
0.0302 |
| ATR |
0.0105 |
0.0114 |
0.0009 |
8.4% |
0.0000 |
| Volume |
77,411 |
171,916 |
94,505 |
122.1% |
453,834 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8327 |
0.7900 |
|
| R3 |
0.8195 |
0.8099 |
0.7838 |
|
| R2 |
0.7967 |
0.7967 |
0.7817 |
|
| R1 |
0.7871 |
0.7871 |
0.7796 |
0.7805 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7706 |
| S1 |
0.7643 |
0.7643 |
0.7754 |
0.7577 |
| S2 |
0.7511 |
0.7511 |
0.7733 |
|
| S3 |
0.7283 |
0.7415 |
0.7712 |
|
| S4 |
0.7055 |
0.7187 |
0.7650 |
|
|
| 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 |
0.7607 |
0.0392 |
5.0% |
0.0138 |
1.8% |
43% |
False |
True |
112,727 |
| 10 |
0.8203 |
0.7607 |
0.0596 |
7.7% |
0.0131 |
1.7% |
28% |
False |
True |
104,380 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0112 |
1.4% |
26% |
False |
True |
100,367 |
| 40 |
0.8336 |
0.7607 |
0.0729 |
9.4% |
0.0095 |
1.2% |
23% |
False |
True |
76,078 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0094 |
1.2% |
15% |
False |
True |
51,453 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
14% |
False |
True |
38,636 |
| 100 |
0.9097 |
0.7607 |
0.1490 |
19.2% |
0.0091 |
1.2% |
11% |
False |
True |
30,933 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0079 |
1.0% |
10% |
False |
True |
25,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8804 |
|
2.618 |
0.8432 |
|
1.618 |
0.8204 |
|
1.000 |
0.8063 |
|
0.618 |
0.7976 |
|
HIGH |
0.7835 |
|
0.618 |
0.7748 |
|
0.500 |
0.7721 |
|
0.382 |
0.7694 |
|
LOW |
0.7607 |
|
0.618 |
0.7466 |
|
1.000 |
0.7379 |
|
1.618 |
0.7238 |
|
2.618 |
0.7010 |
|
4.250 |
0.6638 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7757 |
0.7757 |
| PP |
0.7739 |
0.7739 |
| S1 |
0.7721 |
0.7721 |
|