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 | 
                             
             
         |