CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7876 |
0.0057 |
0.7% |
0.7751 |
| High |
0.7893 |
0.7905 |
0.0012 |
0.2% |
0.7840 |
| Low |
0.7815 |
0.7778 |
-0.0037 |
-0.5% |
0.7729 |
| Close |
0.7881 |
0.7788 |
-0.0093 |
-1.2% |
0.7833 |
| Range |
0.0078 |
0.0127 |
0.0049 |
62.8% |
0.0111 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.4% |
0.0000 |
| Volume |
78,889 |
106,686 |
27,797 |
35.2% |
333,650 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8123 |
0.7858 |
|
| R3 |
0.8078 |
0.7996 |
0.7823 |
|
| R2 |
0.7951 |
0.7951 |
0.7811 |
|
| R1 |
0.7869 |
0.7869 |
0.7800 |
0.7847 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7812 |
| S1 |
0.7742 |
0.7742 |
0.7776 |
0.7720 |
| S2 |
0.7697 |
0.7697 |
0.7765 |
|
| S3 |
0.7570 |
0.7615 |
0.7753 |
|
| S4 |
0.7443 |
0.7488 |
0.7718 |
|
|
| 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 |
0.7905 |
0.7731 |
0.0174 |
2.2% |
0.0086 |
1.1% |
33% |
True |
False |
81,164 |
| 10 |
0.7905 |
0.7630 |
0.0275 |
3.5% |
0.0088 |
1.1% |
57% |
True |
False |
85,181 |
| 20 |
0.7905 |
0.7607 |
0.0298 |
3.8% |
0.0100 |
1.3% |
61% |
True |
False |
91,722 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0101 |
1.3% |
28% |
False |
False |
89,893 |
| 60 |
0.8478 |
0.7607 |
0.0871 |
11.2% |
0.0094 |
1.2% |
21% |
False |
False |
74,194 |
| 80 |
0.8752 |
0.7607 |
0.1145 |
14.7% |
0.0094 |
1.2% |
16% |
False |
False |
55,857 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
15% |
False |
False |
44,719 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.2% |
0.0090 |
1.2% |
11% |
False |
False |
37,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8445 |
|
2.618 |
0.8237 |
|
1.618 |
0.8110 |
|
1.000 |
0.8032 |
|
0.618 |
0.7983 |
|
HIGH |
0.7905 |
|
0.618 |
0.7856 |
|
0.500 |
0.7842 |
|
0.382 |
0.7827 |
|
LOW |
0.7778 |
|
0.618 |
0.7700 |
|
1.000 |
0.7651 |
|
1.618 |
0.7573 |
|
2.618 |
0.7446 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7818 |
| PP |
0.7824 |
0.7808 |
| S1 |
0.7806 |
0.7798 |
|