CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 13-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7678 |
0.0011 |
0.1% |
0.7712 |
| High |
0.7726 |
0.7734 |
0.0008 |
0.1% |
0.7775 |
| Low |
0.7595 |
0.7676 |
0.0081 |
1.1% |
0.7595 |
| Close |
0.7700 |
0.7709 |
0.0009 |
0.1% |
0.7709 |
| Range |
0.0131 |
0.0058 |
-0.0073 |
-55.7% |
0.0180 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
280 |
815 |
535 |
191.1% |
1,741 |
|
| Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7853 |
0.7741 |
|
| R3 |
0.7822 |
0.7795 |
0.7725 |
|
| R2 |
0.7764 |
0.7764 |
0.7720 |
|
| R1 |
0.7737 |
0.7737 |
0.7714 |
0.7751 |
| PP |
0.7706 |
0.7706 |
0.7706 |
0.7713 |
| S1 |
0.7679 |
0.7679 |
0.7704 |
0.7693 |
| S2 |
0.7648 |
0.7648 |
0.7698 |
|
| S3 |
0.7590 |
0.7621 |
0.7693 |
|
| S4 |
0.7532 |
0.7563 |
0.7677 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8233 |
0.8151 |
0.7808 |
|
| R3 |
0.8053 |
0.7971 |
0.7759 |
|
| R2 |
0.7873 |
0.7873 |
0.7742 |
|
| R1 |
0.7791 |
0.7791 |
0.7726 |
0.7742 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7669 |
| S1 |
0.7611 |
0.7611 |
0.7693 |
0.7562 |
| S2 |
0.7513 |
0.7513 |
0.7676 |
|
| S3 |
0.7333 |
0.7431 |
0.7660 |
|
| S4 |
0.7153 |
0.7251 |
0.7610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7595 |
0.0180 |
2.3% |
0.0089 |
1.2% |
63% |
False |
False |
348 |
| 10 |
0.7805 |
0.7571 |
0.0234 |
3.0% |
0.0098 |
1.3% |
59% |
False |
False |
367 |
| 20 |
0.8162 |
0.7571 |
0.0591 |
7.7% |
0.0101 |
1.3% |
23% |
False |
False |
399 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0081 |
1.0% |
22% |
False |
False |
246 |
| 60 |
0.8605 |
0.7571 |
0.1034 |
13.4% |
0.0060 |
0.8% |
13% |
False |
False |
165 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0048 |
0.6% |
12% |
False |
False |
124 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0041 |
0.5% |
12% |
False |
False |
100 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0035 |
0.5% |
8% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7981 |
|
2.618 |
0.7886 |
|
1.618 |
0.7828 |
|
1.000 |
0.7792 |
|
0.618 |
0.7770 |
|
HIGH |
0.7734 |
|
0.618 |
0.7712 |
|
0.500 |
0.7705 |
|
0.382 |
0.7698 |
|
LOW |
0.7676 |
|
0.618 |
0.7640 |
|
1.000 |
0.7618 |
|
1.618 |
0.7582 |
|
2.618 |
0.7524 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 13-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7708 |
0.7694 |
| PP |
0.7706 |
0.7679 |
| S1 |
0.7705 |
0.7665 |
|