CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7737 |
-0.0013 |
-0.2% |
0.7867 |
| High |
0.7835 |
0.7806 |
-0.0029 |
-0.4% |
0.7999 |
| Low |
0.7723 |
0.7716 |
-0.0007 |
-0.1% |
0.7697 |
| Close |
0.7760 |
0.7787 |
0.0027 |
0.3% |
0.7762 |
| Range |
0.0112 |
0.0090 |
-0.0022 |
-19.6% |
0.0302 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
114,505 |
80,733 |
-33,772 |
-29.5% |
453,834 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8003 |
0.7837 |
|
| R3 |
0.7950 |
0.7913 |
0.7812 |
|
| R2 |
0.7860 |
0.7860 |
0.7804 |
|
| R1 |
0.7823 |
0.7823 |
0.7795 |
0.7842 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7779 |
| S1 |
0.7733 |
0.7733 |
0.7779 |
0.7752 |
| S2 |
0.7680 |
0.7680 |
0.7771 |
|
| S3 |
0.7590 |
0.7643 |
0.7762 |
|
| S4 |
0.7500 |
0.7553 |
0.7738 |
|
|
| 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 |
0.7835 |
0.7607 |
0.0228 |
2.9% |
0.0112 |
1.4% |
79% |
False |
False |
107,684 |
| 10 |
0.8027 |
0.7607 |
0.0420 |
5.4% |
0.0121 |
1.6% |
43% |
False |
False |
102,327 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0116 |
1.5% |
28% |
False |
False |
101,637 |
| 40 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0096 |
1.2% |
25% |
False |
False |
80,484 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0095 |
1.2% |
16% |
False |
False |
54,692 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
15% |
False |
False |
41,070 |
| 100 |
0.8979 |
0.7607 |
0.1372 |
17.6% |
0.0091 |
1.2% |
13% |
False |
False |
32,884 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0081 |
1.0% |
11% |
False |
False |
27,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8189 |
|
2.618 |
0.8042 |
|
1.618 |
0.7952 |
|
1.000 |
0.7896 |
|
0.618 |
0.7862 |
|
HIGH |
0.7806 |
|
0.618 |
0.7772 |
|
0.500 |
0.7761 |
|
0.382 |
0.7750 |
|
LOW |
0.7716 |
|
0.618 |
0.7660 |
|
1.000 |
0.7626 |
|
1.618 |
0.7570 |
|
2.618 |
0.7480 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7765 |
| PP |
0.7770 |
0.7743 |
| S1 |
0.7761 |
0.7721 |
|