CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7719 |
0.7750 |
0.0031 |
0.4% |
0.7712 |
| High |
0.7775 |
0.7776 |
0.0001 |
0.0% |
0.7775 |
| Low |
0.7700 |
0.7723 |
0.0023 |
0.3% |
0.7595 |
| Close |
0.7768 |
0.7764 |
-0.0004 |
-0.1% |
0.7709 |
| Range |
0.0075 |
0.0053 |
-0.0022 |
-29.3% |
0.0180 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
184 |
259 |
75 |
40.8% |
1,741 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7892 |
0.7793 |
|
| R3 |
0.7860 |
0.7839 |
0.7779 |
|
| R2 |
0.7807 |
0.7807 |
0.7774 |
|
| R1 |
0.7786 |
0.7786 |
0.7769 |
0.7797 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7760 |
| S1 |
0.7733 |
0.7733 |
0.7759 |
0.7744 |
| S2 |
0.7701 |
0.7701 |
0.7754 |
|
| S3 |
0.7648 |
0.7680 |
0.7749 |
|
| S4 |
0.7595 |
0.7627 |
0.7735 |
|
|
| 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 |
0.7776 |
0.7595 |
0.0181 |
2.3% |
0.0082 |
1.1% |
93% |
True |
False |
349 |
| 10 |
0.7805 |
0.7595 |
0.0210 |
2.7% |
0.0085 |
1.1% |
80% |
False |
False |
376 |
| 20 |
0.8140 |
0.7571 |
0.0569 |
7.3% |
0.0100 |
1.3% |
34% |
False |
False |
369 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0080 |
1.0% |
30% |
False |
False |
254 |
| 60 |
0.8552 |
0.7571 |
0.0981 |
12.6% |
0.0062 |
0.8% |
20% |
False |
False |
173 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0050 |
0.6% |
16% |
False |
False |
130 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0042 |
0.5% |
16% |
False |
False |
104 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0036 |
0.5% |
12% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7915 |
|
1.618 |
0.7862 |
|
1.000 |
0.7829 |
|
0.618 |
0.7809 |
|
HIGH |
0.7776 |
|
0.618 |
0.7756 |
|
0.500 |
0.7750 |
|
0.382 |
0.7743 |
|
LOW |
0.7723 |
|
0.618 |
0.7690 |
|
1.000 |
0.7670 |
|
1.618 |
0.7637 |
|
2.618 |
0.7584 |
|
4.250 |
0.7498 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7751 |
| PP |
0.7754 |
0.7739 |
| S1 |
0.7750 |
0.7726 |
|