CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7802 |
0.0051 |
0.7% |
0.7751 |
| High |
0.7817 |
0.7827 |
0.0010 |
0.1% |
0.7825 |
| Low |
0.7729 |
0.7761 |
0.0032 |
0.4% |
0.7630 |
| Close |
0.7809 |
0.7805 |
-0.0004 |
-0.1% |
0.7749 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0195 |
| ATR |
0.0105 |
0.0103 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
105,695 |
85,135 |
-20,560 |
-19.5% |
401,010 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7966 |
0.7841 |
|
| R3 |
0.7930 |
0.7900 |
0.7823 |
|
| R2 |
0.7864 |
0.7864 |
0.7817 |
|
| R1 |
0.7834 |
0.7834 |
0.7811 |
0.7849 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7805 |
| S1 |
0.7768 |
0.7768 |
0.7799 |
0.7783 |
| S2 |
0.7732 |
0.7732 |
0.7793 |
|
| S3 |
0.7666 |
0.7702 |
0.7787 |
|
| S4 |
0.7600 |
0.7636 |
0.7769 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8320 |
0.8229 |
0.7856 |
|
| R3 |
0.8125 |
0.8034 |
0.7803 |
|
| R2 |
0.7930 |
0.7930 |
0.7785 |
|
| R1 |
0.7839 |
0.7839 |
0.7767 |
0.7787 |
| PP |
0.7735 |
0.7735 |
0.7735 |
0.7709 |
| S1 |
0.7644 |
0.7644 |
0.7731 |
0.7592 |
| S2 |
0.7540 |
0.7540 |
0.7713 |
|
| S3 |
0.7345 |
0.7449 |
0.7695 |
|
| S4 |
0.7150 |
0.7254 |
0.7642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7827 |
0.7630 |
0.0197 |
2.5% |
0.0092 |
1.2% |
89% |
True |
False |
91,001 |
| 10 |
0.7859 |
0.7630 |
0.0229 |
2.9% |
0.0094 |
1.2% |
76% |
False |
False |
90,815 |
| 20 |
0.8203 |
0.7607 |
0.0596 |
7.6% |
0.0112 |
1.4% |
33% |
False |
False |
97,598 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0095 |
1.2% |
30% |
False |
False |
83,255 |
| 60 |
0.8653 |
0.7607 |
0.1046 |
13.4% |
0.0095 |
1.2% |
19% |
False |
False |
66,517 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
16% |
False |
False |
49,964 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
16% |
False |
False |
40,004 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.1% |
0.0087 |
1.1% |
12% |
False |
False |
33,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.8000 |
|
1.618 |
0.7934 |
|
1.000 |
0.7893 |
|
0.618 |
0.7868 |
|
HIGH |
0.7827 |
|
0.618 |
0.7802 |
|
0.500 |
0.7794 |
|
0.382 |
0.7786 |
|
LOW |
0.7761 |
|
0.618 |
0.7720 |
|
1.000 |
0.7695 |
|
1.618 |
0.7654 |
|
2.618 |
0.7588 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7801 |
0.7793 |
| PP |
0.7798 |
0.7781 |
| S1 |
0.7794 |
0.7770 |
|