CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7737 |
0.7784 |
0.0047 |
0.6% |
0.7746 |
| High |
0.7806 |
0.7859 |
0.0053 |
0.7% |
0.7859 |
| Low |
0.7716 |
0.7761 |
0.0045 |
0.6% |
0.7607 |
| Close |
0.7787 |
0.7776 |
-0.0011 |
-0.1% |
0.7776 |
| Range |
0.0090 |
0.0098 |
0.0008 |
8.9% |
0.0252 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
80,733 |
121,081 |
40,348 |
50.0% |
565,646 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8093 |
0.8032 |
0.7830 |
|
| R3 |
0.7995 |
0.7934 |
0.7803 |
|
| R2 |
0.7897 |
0.7897 |
0.7794 |
|
| R1 |
0.7836 |
0.7836 |
0.7785 |
0.7818 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7789 |
| S1 |
0.7738 |
0.7738 |
0.7767 |
0.7720 |
| S2 |
0.7701 |
0.7701 |
0.7758 |
|
| S3 |
0.7603 |
0.7640 |
0.7749 |
|
| S4 |
0.7505 |
0.7542 |
0.7722 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8503 |
0.8392 |
0.7915 |
|
| R3 |
0.8251 |
0.8140 |
0.7845 |
|
| R2 |
0.7999 |
0.7999 |
0.7822 |
|
| R1 |
0.7888 |
0.7888 |
0.7799 |
0.7944 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7775 |
| S1 |
0.7636 |
0.7636 |
0.7753 |
0.7692 |
| S2 |
0.7495 |
0.7495 |
0.7730 |
|
| S3 |
0.7243 |
0.7384 |
0.7707 |
|
| S4 |
0.6991 |
0.7132 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7859 |
0.7607 |
0.0252 |
3.2% |
0.0119 |
1.5% |
67% |
True |
False |
113,129 |
| 10 |
0.7999 |
0.7607 |
0.0392 |
5.0% |
0.0113 |
1.5% |
43% |
False |
False |
101,948 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0118 |
1.5% |
26% |
False |
False |
103,947 |
| 40 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0096 |
1.2% |
24% |
False |
False |
82,188 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0095 |
1.2% |
15% |
False |
False |
56,702 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
14% |
False |
False |
42,582 |
| 100 |
0.8979 |
0.7607 |
0.1372 |
17.6% |
0.0092 |
1.2% |
12% |
False |
False |
34,093 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0082 |
1.1% |
10% |
False |
False |
28,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8276 |
|
2.618 |
0.8116 |
|
1.618 |
0.8018 |
|
1.000 |
0.7957 |
|
0.618 |
0.7920 |
|
HIGH |
0.7859 |
|
0.618 |
0.7822 |
|
0.500 |
0.7810 |
|
0.382 |
0.7798 |
|
LOW |
0.7761 |
|
0.618 |
0.7700 |
|
1.000 |
0.7663 |
|
1.618 |
0.7602 |
|
2.618 |
0.7504 |
|
4.250 |
0.7345 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7810 |
0.7788 |
| PP |
0.7799 |
0.7784 |
| S1 |
0.7787 |
0.7780 |
|