CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7781 |
0.0030 |
0.4% |
0.7746 |
| High |
0.7818 |
0.7825 |
0.0007 |
0.1% |
0.7859 |
| Low |
0.7731 |
0.7731 |
0.0000 |
0.0% |
0.7607 |
| Close |
0.7794 |
0.7755 |
-0.0039 |
-0.5% |
0.7776 |
| Range |
0.0087 |
0.0094 |
0.0007 |
8.0% |
0.0252 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
56,979 |
79,856 |
22,877 |
40.1% |
565,646 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.7998 |
0.7807 |
|
| R3 |
0.7958 |
0.7904 |
0.7781 |
|
| R2 |
0.7864 |
0.7864 |
0.7772 |
|
| R1 |
0.7810 |
0.7810 |
0.7764 |
0.7790 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7761 |
| S1 |
0.7716 |
0.7716 |
0.7746 |
0.7696 |
| S2 |
0.7676 |
0.7676 |
0.7738 |
|
| S3 |
0.7582 |
0.7622 |
0.7729 |
|
| S4 |
0.7488 |
0.7528 |
0.7703 |
|
|
| 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 |
0.7716 |
0.0143 |
1.8% |
0.0096 |
1.2% |
27% |
False |
False |
90,630 |
| 10 |
0.7999 |
0.7607 |
0.0392 |
5.1% |
0.0117 |
1.5% |
38% |
False |
False |
101,679 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0116 |
1.5% |
23% |
False |
False |
101,760 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0094 |
1.2% |
23% |
False |
False |
82,237 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.3% |
0.0095 |
1.2% |
13% |
False |
False |
58,974 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0092 |
1.2% |
12% |
False |
False |
44,287 |
| 100 |
0.8880 |
0.7607 |
0.1273 |
16.4% |
0.0092 |
1.2% |
12% |
False |
False |
35,460 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.3% |
0.0083 |
1.1% |
9% |
False |
False |
29,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8071 |
|
1.618 |
0.7977 |
|
1.000 |
0.7919 |
|
0.618 |
0.7883 |
|
HIGH |
0.7825 |
|
0.618 |
0.7789 |
|
0.500 |
0.7778 |
|
0.382 |
0.7767 |
|
LOW |
0.7731 |
|
0.618 |
0.7673 |
|
1.000 |
0.7637 |
|
1.618 |
0.7579 |
|
2.618 |
0.7485 |
|
4.250 |
0.7332 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7795 |
| PP |
0.7770 |
0.7782 |
| S1 |
0.7763 |
0.7768 |
|