CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7708 |
-0.0042 |
-0.5% |
0.7746 |
| High |
0.7779 |
0.7768 |
-0.0011 |
-0.1% |
0.7859 |
| Low |
0.7678 |
0.7630 |
-0.0048 |
-0.6% |
0.7607 |
| Close |
0.7697 |
0.7740 |
0.0043 |
0.6% |
0.7776 |
| Range |
0.0101 |
0.0138 |
0.0037 |
36.6% |
0.0252 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
2.0% |
0.0000 |
| Volume |
75,359 |
124,715 |
49,356 |
65.5% |
565,646 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8127 |
0.8071 |
0.7816 |
|
| R3 |
0.7989 |
0.7933 |
0.7778 |
|
| R2 |
0.7851 |
0.7851 |
0.7765 |
|
| R1 |
0.7795 |
0.7795 |
0.7753 |
0.7823 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7727 |
| S1 |
0.7657 |
0.7657 |
0.7727 |
0.7685 |
| S2 |
0.7575 |
0.7575 |
0.7715 |
|
| S3 |
0.7437 |
0.7519 |
0.7702 |
|
| S4 |
0.7299 |
0.7381 |
0.7664 |
|
|
| 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 |
0.7630 |
0.0229 |
3.0% |
0.0104 |
1.3% |
48% |
False |
True |
91,598 |
| 10 |
0.7859 |
0.7607 |
0.0252 |
3.3% |
0.0108 |
1.4% |
53% |
False |
False |
99,641 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0118 |
1.5% |
20% |
False |
False |
102,695 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0096 |
1.2% |
20% |
False |
False |
83,428 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.3% |
0.0096 |
1.2% |
12% |
False |
False |
62,291 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0093 |
1.2% |
11% |
False |
False |
46,783 |
| 100 |
0.8833 |
0.7607 |
0.1226 |
15.8% |
0.0093 |
1.2% |
11% |
False |
False |
37,460 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.3% |
0.0085 |
1.1% |
8% |
False |
False |
31,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8355 |
|
2.618 |
0.8129 |
|
1.618 |
0.7991 |
|
1.000 |
0.7906 |
|
0.618 |
0.7853 |
|
HIGH |
0.7768 |
|
0.618 |
0.7715 |
|
0.500 |
0.7699 |
|
0.382 |
0.7683 |
|
LOW |
0.7630 |
|
0.618 |
0.7545 |
|
1.000 |
0.7492 |
|
1.618 |
0.7407 |
|
2.618 |
0.7269 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7726 |
0.7736 |
| PP |
0.7713 |
0.7732 |
| S1 |
0.7699 |
0.7728 |
|