CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7701 |
0.7784 |
0.0083 |
1.1% |
0.7717 |
| High |
0.7762 |
0.7805 |
0.0043 |
0.6% |
0.7805 |
| Low |
0.7677 |
0.7720 |
0.0043 |
0.6% |
0.7571 |
| Close |
0.7744 |
0.7733 |
-0.0011 |
-0.1% |
0.7733 |
| Range |
0.0085 |
0.0085 |
0.0000 |
0.0% |
0.0234 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
768 |
182 |
-586 |
-76.3% |
1,934 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7955 |
0.7780 |
|
| R3 |
0.7923 |
0.7870 |
0.7756 |
|
| R2 |
0.7838 |
0.7838 |
0.7749 |
|
| R1 |
0.7785 |
0.7785 |
0.7741 |
0.7769 |
| PP |
0.7753 |
0.7753 |
0.7753 |
0.7745 |
| S1 |
0.7700 |
0.7700 |
0.7725 |
0.7684 |
| S2 |
0.7668 |
0.7668 |
0.7717 |
|
| S3 |
0.7583 |
0.7615 |
0.7710 |
|
| S4 |
0.7498 |
0.7530 |
0.7686 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8405 |
0.8303 |
0.7862 |
|
| R3 |
0.8171 |
0.8069 |
0.7797 |
|
| R2 |
0.7937 |
0.7937 |
0.7776 |
|
| R1 |
0.7835 |
0.7835 |
0.7754 |
0.7886 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7729 |
| S1 |
0.7601 |
0.7601 |
0.7712 |
0.7652 |
| S2 |
0.7469 |
0.7469 |
0.7690 |
|
| S3 |
0.7235 |
0.7367 |
0.7669 |
|
| S4 |
0.7001 |
0.7133 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7805 |
0.7571 |
0.0234 |
3.0% |
0.0107 |
1.4% |
69% |
True |
False |
386 |
| 10 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0101 |
1.3% |
44% |
False |
False |
419 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0104 |
1.3% |
25% |
False |
False |
346 |
| 40 |
0.8225 |
0.7571 |
0.0654 |
8.5% |
0.0074 |
1.0% |
25% |
False |
False |
203 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0053 |
0.7% |
15% |
False |
False |
136 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0043 |
0.6% |
14% |
False |
False |
102 |
| 100 |
0.8919 |
0.7571 |
0.1348 |
17.4% |
0.0037 |
0.5% |
12% |
False |
False |
82 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0032 |
0.4% |
10% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8166 |
|
2.618 |
0.8028 |
|
1.618 |
0.7943 |
|
1.000 |
0.7890 |
|
0.618 |
0.7858 |
|
HIGH |
0.7805 |
|
0.618 |
0.7773 |
|
0.500 |
0.7763 |
|
0.382 |
0.7752 |
|
LOW |
0.7720 |
|
0.618 |
0.7667 |
|
1.000 |
0.7635 |
|
1.618 |
0.7582 |
|
2.618 |
0.7497 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7763 |
0.7741 |
| PP |
0.7753 |
0.7738 |
| S1 |
0.7743 |
0.7736 |
|