CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7800 |
-0.0002 |
0.0% |
0.7751 |
| High |
0.7827 |
0.7833 |
0.0006 |
0.1% |
0.7825 |
| Low |
0.7761 |
0.7746 |
-0.0015 |
-0.2% |
0.7630 |
| Close |
0.7805 |
0.7778 |
-0.0027 |
-0.3% |
0.7749 |
| Range |
0.0066 |
0.0087 |
0.0021 |
31.8% |
0.0195 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
85,135 |
66,349 |
-18,786 |
-22.1% |
401,010 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7999 |
0.7826 |
|
| R3 |
0.7960 |
0.7912 |
0.7802 |
|
| R2 |
0.7873 |
0.7873 |
0.7794 |
|
| R1 |
0.7825 |
0.7825 |
0.7786 |
0.7806 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7776 |
| S1 |
0.7738 |
0.7738 |
0.7770 |
0.7719 |
| S2 |
0.7699 |
0.7699 |
0.7762 |
|
| S3 |
0.7612 |
0.7651 |
0.7754 |
|
| S4 |
0.7525 |
0.7564 |
0.7730 |
|
|
| 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 |
0.7833 |
0.7630 |
0.0203 |
2.6% |
0.0089 |
1.1% |
73% |
True |
False |
89,199 |
| 10 |
0.7859 |
0.7630 |
0.0229 |
2.9% |
0.0092 |
1.2% |
65% |
False |
False |
86,000 |
| 20 |
0.8109 |
0.7607 |
0.0502 |
6.5% |
0.0109 |
1.4% |
34% |
False |
False |
95,231 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0095 |
1.2% |
26% |
False |
False |
83,425 |
| 60 |
0.8653 |
0.7607 |
0.1046 |
13.4% |
0.0096 |
1.2% |
16% |
False |
False |
67,602 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
14% |
False |
False |
50,793 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
14% |
False |
False |
40,666 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0087 |
1.1% |
10% |
False |
False |
33,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8203 |
|
2.618 |
0.8061 |
|
1.618 |
0.7974 |
|
1.000 |
0.7920 |
|
0.618 |
0.7887 |
|
HIGH |
0.7833 |
|
0.618 |
0.7800 |
|
0.500 |
0.7790 |
|
0.382 |
0.7779 |
|
LOW |
0.7746 |
|
0.618 |
0.7692 |
|
1.000 |
0.7659 |
|
1.618 |
0.7605 |
|
2.618 |
0.7518 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7781 |
| PP |
0.7786 |
0.7780 |
| S1 |
0.7782 |
0.7779 |
|