CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7779 |
0.7831 |
0.0052 |
0.7% |
0.7751 |
| High |
0.7840 |
0.7837 |
-0.0003 |
0.0% |
0.7840 |
| Low |
0.7779 |
0.7770 |
-0.0009 |
-0.1% |
0.7729 |
| Close |
0.7833 |
0.7787 |
-0.0046 |
-0.6% |
0.7833 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.8% |
0.0111 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
76,471 |
52,721 |
-23,750 |
-31.1% |
333,650 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7960 |
0.7824 |
|
| R3 |
0.7932 |
0.7893 |
0.7805 |
|
| R2 |
0.7865 |
0.7865 |
0.7799 |
|
| R1 |
0.7826 |
0.7826 |
0.7793 |
0.7812 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7791 |
| S1 |
0.7759 |
0.7759 |
0.7781 |
0.7745 |
| S2 |
0.7731 |
0.7731 |
0.7775 |
|
| S3 |
0.7664 |
0.7692 |
0.7769 |
|
| S4 |
0.7597 |
0.7625 |
0.7750 |
|
|
| 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 |
0.7729 |
0.0111 |
1.4% |
0.0074 |
0.9% |
52% |
False |
False |
77,274 |
| 10 |
0.7840 |
0.7630 |
0.0210 |
2.7% |
0.0086 |
1.1% |
75% |
False |
False |
78,738 |
| 20 |
0.7999 |
0.7607 |
0.0392 |
5.0% |
0.0100 |
1.3% |
46% |
False |
False |
90,343 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0096 |
1.2% |
28% |
False |
False |
84,767 |
| 60 |
0.8549 |
0.7607 |
0.0942 |
12.1% |
0.0094 |
1.2% |
19% |
False |
False |
69,712 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
15% |
False |
False |
52,405 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
15% |
False |
False |
41,956 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0088 |
1.1% |
11% |
False |
False |
34,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8012 |
|
1.618 |
0.7945 |
|
1.000 |
0.7904 |
|
0.618 |
0.7878 |
|
HIGH |
0.7837 |
|
0.618 |
0.7811 |
|
0.500 |
0.7804 |
|
0.382 |
0.7796 |
|
LOW |
0.7770 |
|
0.618 |
0.7729 |
|
1.000 |
0.7703 |
|
1.618 |
0.7662 |
|
2.618 |
0.7595 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7804 |
0.7793 |
| PP |
0.7798 |
0.7791 |
| S1 |
0.7793 |
0.7789 |
|