CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7781 |
0.7742 |
-0.0039 |
-0.5% |
0.7719 |
| High |
0.7781 |
0.7797 |
0.0016 |
0.2% |
0.7797 |
| Low |
0.7706 |
0.7742 |
0.0036 |
0.5% |
0.7700 |
| Close |
0.7737 |
0.7792 |
0.0055 |
0.7% |
0.7792 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0097 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
333 |
302 |
-31 |
-9.3% |
1,078 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7922 |
0.7822 |
|
| R3 |
0.7887 |
0.7867 |
0.7807 |
|
| R2 |
0.7832 |
0.7832 |
0.7802 |
|
| R1 |
0.7812 |
0.7812 |
0.7797 |
0.7822 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7782 |
| S1 |
0.7757 |
0.7757 |
0.7787 |
0.7767 |
| S2 |
0.7722 |
0.7722 |
0.7782 |
|
| S3 |
0.7667 |
0.7702 |
0.7777 |
|
| S4 |
0.7612 |
0.7647 |
0.7762 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8020 |
0.7845 |
|
| R3 |
0.7957 |
0.7923 |
0.7819 |
|
| R2 |
0.7860 |
0.7860 |
0.7810 |
|
| R1 |
0.7826 |
0.7826 |
0.7801 |
0.7843 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7772 |
| S1 |
0.7729 |
0.7729 |
0.7783 |
0.7746 |
| S2 |
0.7666 |
0.7666 |
0.7774 |
|
| S3 |
0.7569 |
0.7632 |
0.7765 |
|
| S4 |
0.7472 |
0.7535 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7797 |
0.7676 |
0.0121 |
1.6% |
0.0063 |
0.8% |
96% |
True |
False |
378 |
| 10 |
0.7805 |
0.7595 |
0.0210 |
2.7% |
0.0079 |
1.0% |
94% |
False |
False |
300 |
| 20 |
0.7964 |
0.7571 |
0.0393 |
5.0% |
0.0093 |
1.2% |
56% |
False |
False |
364 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0081 |
1.0% |
35% |
False |
False |
270 |
| 60 |
0.8485 |
0.7571 |
0.0914 |
11.7% |
0.0064 |
0.8% |
24% |
False |
False |
183 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0052 |
0.7% |
19% |
False |
False |
138 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0043 |
0.6% |
19% |
False |
False |
110 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
20.9% |
0.0038 |
0.5% |
14% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7941 |
|
1.618 |
0.7886 |
|
1.000 |
0.7852 |
|
0.618 |
0.7831 |
|
HIGH |
0.7797 |
|
0.618 |
0.7776 |
|
0.500 |
0.7770 |
|
0.382 |
0.7763 |
|
LOW |
0.7742 |
|
0.618 |
0.7708 |
|
1.000 |
0.7687 |
|
1.618 |
0.7653 |
|
2.618 |
0.7598 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7785 |
0.7779 |
| PP |
0.7777 |
0.7765 |
| S1 |
0.7770 |
0.7752 |
|