CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7876 |
0.7791 |
-0.0085 |
-1.1% |
0.7831 |
| High |
0.7905 |
0.7828 |
-0.0077 |
-1.0% |
0.7905 |
| Low |
0.7778 |
0.7771 |
-0.0007 |
-0.1% |
0.7731 |
| Close |
0.7788 |
0.7804 |
0.0016 |
0.2% |
0.7804 |
| Range |
0.0127 |
0.0057 |
-0.0070 |
-55.1% |
0.0174 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
106,686 |
77,067 |
-29,619 |
-27.8% |
406,418 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7945 |
0.7835 |
|
| R3 |
0.7915 |
0.7888 |
0.7820 |
|
| R2 |
0.7858 |
0.7858 |
0.7814 |
|
| R1 |
0.7831 |
0.7831 |
0.7809 |
0.7845 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7808 |
| S1 |
0.7774 |
0.7774 |
0.7799 |
0.7788 |
| S2 |
0.7744 |
0.7744 |
0.7794 |
|
| S3 |
0.7687 |
0.7717 |
0.7788 |
|
| S4 |
0.7630 |
0.7660 |
0.7773 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8335 |
0.8244 |
0.7900 |
|
| R3 |
0.8161 |
0.8070 |
0.7852 |
|
| R2 |
0.7987 |
0.7987 |
0.7836 |
|
| R1 |
0.7896 |
0.7896 |
0.7820 |
0.7855 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7793 |
| S1 |
0.7722 |
0.7722 |
0.7788 |
0.7681 |
| S2 |
0.7639 |
0.7639 |
0.7772 |
|
| S3 |
0.7465 |
0.7548 |
0.7756 |
|
| S4 |
0.7291 |
0.7374 |
0.7708 |
|
|
| 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% |
0.0085 |
1.1% |
42% |
False |
False |
81,283 |
| 10 |
0.7905 |
0.7712 |
0.0193 |
2.5% |
0.0080 |
1.0% |
48% |
False |
False |
80,416 |
| 20 |
0.7905 |
0.7607 |
0.0298 |
3.8% |
0.0094 |
1.2% |
66% |
False |
False |
90,029 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0100 |
1.3% |
30% |
False |
False |
90,713 |
| 60 |
0.8478 |
0.7607 |
0.0871 |
11.2% |
0.0093 |
1.2% |
23% |
False |
False |
75,321 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0094 |
1.2% |
18% |
False |
False |
56,818 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
16% |
False |
False |
45,490 |
| 120 |
0.9206 |
0.7607 |
0.1599 |
20.5% |
0.0090 |
1.2% |
12% |
False |
False |
37,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8070 |
|
2.618 |
0.7977 |
|
1.618 |
0.7920 |
|
1.000 |
0.7885 |
|
0.618 |
0.7863 |
|
HIGH |
0.7828 |
|
0.618 |
0.7806 |
|
0.500 |
0.7800 |
|
0.382 |
0.7793 |
|
LOW |
0.7771 |
|
0.618 |
0.7736 |
|
1.000 |
0.7714 |
|
1.618 |
0.7679 |
|
2.618 |
0.7622 |
|
4.250 |
0.7529 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7838 |
| PP |
0.7801 |
0.7827 |
| S1 |
0.7800 |
0.7815 |
|