CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7779 |
-0.0021 |
-0.3% |
0.7751 |
| High |
0.7833 |
0.7840 |
0.0007 |
0.1% |
0.7840 |
| Low |
0.7746 |
0.7779 |
0.0033 |
0.4% |
0.7729 |
| Close |
0.7778 |
0.7833 |
0.0055 |
0.7% |
0.7833 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0111 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
66,349 |
76,471 |
10,122 |
15.3% |
333,650 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7978 |
0.7867 |
|
| R3 |
0.7939 |
0.7917 |
0.7850 |
|
| R2 |
0.7878 |
0.7878 |
0.7844 |
|
| R1 |
0.7856 |
0.7856 |
0.7839 |
0.7867 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7823 |
| S1 |
0.7795 |
0.7795 |
0.7827 |
0.7806 |
| S2 |
0.7756 |
0.7756 |
0.7822 |
|
| S3 |
0.7695 |
0.7734 |
0.7816 |
|
| S4 |
0.7634 |
0.7673 |
0.7799 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8094 |
0.7894 |
|
| R3 |
0.8023 |
0.7983 |
0.7864 |
|
| R2 |
0.7912 |
0.7912 |
0.7853 |
|
| R1 |
0.7872 |
0.7872 |
0.7843 |
0.7892 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7811 |
| S1 |
0.7761 |
0.7761 |
0.7823 |
0.7781 |
| S2 |
0.7690 |
0.7690 |
0.7813 |
|
| S3 |
0.7579 |
0.7650 |
0.7802 |
|
| S4 |
0.7468 |
0.7539 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7840 |
0.7712 |
0.0128 |
1.6% |
0.0074 |
0.9% |
95% |
True |
False |
79,550 |
| 10 |
0.7859 |
0.7630 |
0.0229 |
2.9% |
0.0089 |
1.1% |
89% |
False |
False |
85,574 |
| 20 |
0.8027 |
0.7607 |
0.0420 |
5.4% |
0.0105 |
1.3% |
54% |
False |
False |
93,950 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.3% |
0.0095 |
1.2% |
35% |
False |
False |
84,451 |
| 60 |
0.8629 |
0.7607 |
0.1022 |
13.0% |
0.0095 |
1.2% |
22% |
False |
False |
68,867 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.4% |
0.0094 |
1.2% |
19% |
False |
False |
51,748 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.4% |
0.0093 |
1.2% |
19% |
False |
False |
41,430 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.1% |
0.0088 |
1.1% |
14% |
False |
False |
34,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.8000 |
|
1.618 |
0.7939 |
|
1.000 |
0.7901 |
|
0.618 |
0.7878 |
|
HIGH |
0.7840 |
|
0.618 |
0.7817 |
|
0.500 |
0.7810 |
|
0.382 |
0.7802 |
|
LOW |
0.7779 |
|
0.618 |
0.7741 |
|
1.000 |
0.7718 |
|
1.618 |
0.7680 |
|
2.618 |
0.7619 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7825 |
0.7820 |
| PP |
0.7817 |
0.7806 |
| S1 |
0.7810 |
0.7793 |
|