CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7784 |
0.7751 |
-0.0033 |
-0.4% |
0.7746 |
| High |
0.7859 |
0.7818 |
-0.0041 |
-0.5% |
0.7859 |
| Low |
0.7761 |
0.7731 |
-0.0030 |
-0.4% |
0.7607 |
| Close |
0.7776 |
0.7794 |
0.0018 |
0.2% |
0.7776 |
| Range |
0.0098 |
0.0087 |
-0.0011 |
-11.2% |
0.0252 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
121,081 |
56,979 |
-64,102 |
-52.9% |
565,646 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8042 |
0.8005 |
0.7842 |
|
| R3 |
0.7955 |
0.7918 |
0.7818 |
|
| R2 |
0.7868 |
0.7868 |
0.7810 |
|
| R1 |
0.7831 |
0.7831 |
0.7802 |
0.7850 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7790 |
| S1 |
0.7744 |
0.7744 |
0.7786 |
0.7763 |
| S2 |
0.7694 |
0.7694 |
0.7778 |
|
| S3 |
0.7607 |
0.7657 |
0.7770 |
|
| S4 |
0.7520 |
0.7570 |
0.7746 |
|
|
| 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% |
0.0123 |
1.6% |
74% |
False |
False |
109,042 |
| 10 |
0.7999 |
0.7607 |
0.0392 |
5.0% |
0.0115 |
1.5% |
48% |
False |
False |
101,053 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0117 |
1.5% |
29% |
False |
False |
101,875 |
| 40 |
0.8320 |
0.7607 |
0.0713 |
9.1% |
0.0096 |
1.2% |
26% |
False |
False |
81,901 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0095 |
1.2% |
17% |
False |
False |
57,649 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
15% |
False |
False |
43,292 |
| 100 |
0.8963 |
0.7607 |
0.1356 |
17.4% |
0.0092 |
1.2% |
14% |
False |
False |
34,663 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0082 |
1.1% |
11% |
False |
False |
28,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8188 |
|
2.618 |
0.8046 |
|
1.618 |
0.7959 |
|
1.000 |
0.7905 |
|
0.618 |
0.7872 |
|
HIGH |
0.7818 |
|
0.618 |
0.7785 |
|
0.500 |
0.7775 |
|
0.382 |
0.7764 |
|
LOW |
0.7731 |
|
0.618 |
0.7677 |
|
1.000 |
0.7644 |
|
1.618 |
0.7590 |
|
2.618 |
0.7503 |
|
4.250 |
0.7361 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7788 |
0.7792 |
| PP |
0.7781 |
0.7790 |
| S1 |
0.7775 |
0.7788 |
|