CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7776 |
0.7750 |
-0.0026 |
-0.3% |
0.7867 |
| High |
0.7835 |
0.7835 |
0.0000 |
0.0% |
0.7999 |
| Low |
0.7607 |
0.7723 |
0.0116 |
1.5% |
0.7697 |
| Close |
0.7775 |
0.7760 |
-0.0015 |
-0.2% |
0.7762 |
| Range |
0.0228 |
0.0112 |
-0.0116 |
-50.9% |
0.0302 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
171,916 |
114,505 |
-57,411 |
-33.4% |
453,834 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8046 |
0.7822 |
|
| R3 |
0.7997 |
0.7934 |
0.7791 |
|
| R2 |
0.7885 |
0.7885 |
0.7781 |
|
| R1 |
0.7822 |
0.7822 |
0.7770 |
0.7854 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7788 |
| S1 |
0.7710 |
0.7710 |
0.7750 |
0.7742 |
| S2 |
0.7661 |
0.7661 |
0.7739 |
|
| S3 |
0.7549 |
0.7598 |
0.7729 |
|
| S4 |
0.7437 |
0.7486 |
0.7698 |
|
|
| 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 |
0.7884 |
0.7607 |
0.0277 |
3.6% |
0.0132 |
1.7% |
55% |
False |
False |
113,724 |
| 10 |
0.8109 |
0.7607 |
0.0502 |
6.5% |
0.0126 |
1.6% |
30% |
False |
False |
104,463 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0114 |
1.5% |
23% |
False |
False |
101,584 |
| 40 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0096 |
1.2% |
21% |
False |
False |
78,803 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.3% |
0.0095 |
1.2% |
14% |
False |
False |
53,354 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0093 |
1.2% |
13% |
False |
False |
40,063 |
| 100 |
0.8979 |
0.7607 |
0.1372 |
17.7% |
0.0091 |
1.2% |
11% |
False |
False |
32,078 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.3% |
0.0080 |
1.0% |
9% |
False |
False |
26,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8128 |
|
1.618 |
0.8016 |
|
1.000 |
0.7947 |
|
0.618 |
0.7904 |
|
HIGH |
0.7835 |
|
0.618 |
0.7792 |
|
0.500 |
0.7779 |
|
0.382 |
0.7766 |
|
LOW |
0.7723 |
|
0.618 |
0.7654 |
|
1.000 |
0.7611 |
|
1.618 |
0.7542 |
|
2.618 |
0.7430 |
|
4.250 |
0.7247 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7747 |
| PP |
0.7773 |
0.7734 |
| S1 |
0.7766 |
0.7721 |
|