CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7792 |
0.7819 |
0.0027 |
0.3% |
0.7751 |
| High |
0.7828 |
0.7893 |
0.0065 |
0.8% |
0.7840 |
| Low |
0.7731 |
0.7815 |
0.0084 |
1.1% |
0.7729 |
| Close |
0.7815 |
0.7881 |
0.0066 |
0.8% |
0.7833 |
| Range |
0.0097 |
0.0078 |
-0.0019 |
-19.6% |
0.0111 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
91,055 |
78,889 |
-12,166 |
-13.4% |
333,650 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8067 |
0.7924 |
|
| R3 |
0.8019 |
0.7989 |
0.7902 |
|
| R2 |
0.7941 |
0.7941 |
0.7895 |
|
| R1 |
0.7911 |
0.7911 |
0.7888 |
0.7926 |
| PP |
0.7863 |
0.7863 |
0.7863 |
0.7871 |
| S1 |
0.7833 |
0.7833 |
0.7874 |
0.7848 |
| S2 |
0.7785 |
0.7785 |
0.7867 |
|
| S3 |
0.7707 |
0.7755 |
0.7860 |
|
| S4 |
0.7629 |
0.7677 |
0.7838 |
|
|
| 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 |
0.7893 |
0.7731 |
0.0162 |
2.1% |
0.0078 |
1.0% |
93% |
True |
False |
73,097 |
| 10 |
0.7893 |
0.7630 |
0.0263 |
3.3% |
0.0085 |
1.1% |
95% |
True |
False |
82,049 |
| 20 |
0.7999 |
0.7607 |
0.0392 |
5.0% |
0.0101 |
1.3% |
70% |
False |
False |
91,864 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.3% |
0.0099 |
1.3% |
42% |
False |
False |
88,109 |
| 60 |
0.8548 |
0.7607 |
0.0941 |
11.9% |
0.0094 |
1.2% |
29% |
False |
False |
72,473 |
| 80 |
0.8755 |
0.7607 |
0.1148 |
14.6% |
0.0094 |
1.2% |
24% |
False |
False |
54,526 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.3% |
0.0094 |
1.2% |
23% |
False |
False |
43,654 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
20.9% |
0.0089 |
1.1% |
17% |
False |
False |
36,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8097 |
|
1.618 |
0.8019 |
|
1.000 |
0.7971 |
|
0.618 |
0.7941 |
|
HIGH |
0.7893 |
|
0.618 |
0.7863 |
|
0.500 |
0.7854 |
|
0.382 |
0.7845 |
|
LOW |
0.7815 |
|
0.618 |
0.7767 |
|
1.000 |
0.7737 |
|
1.618 |
0.7689 |
|
2.618 |
0.7611 |
|
4.250 |
0.7484 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7872 |
0.7858 |
| PP |
0.7863 |
0.7835 |
| S1 |
0.7854 |
0.7812 |
|