CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7837 |
0.0055 |
0.7% |
0.7719 |
| High |
0.7851 |
0.7865 |
0.0014 |
0.2% |
0.7797 |
| Low |
0.7782 |
0.7740 |
-0.0042 |
-0.5% |
0.7700 |
| Close |
0.7839 |
0.7748 |
-0.0091 |
-1.2% |
0.7792 |
| Range |
0.0069 |
0.0125 |
0.0056 |
81.2% |
0.0097 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
539 |
1,419 |
880 |
163.3% |
1,078 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8079 |
0.7817 |
|
| R3 |
0.8034 |
0.7954 |
0.7782 |
|
| R2 |
0.7909 |
0.7909 |
0.7771 |
|
| R1 |
0.7829 |
0.7829 |
0.7759 |
0.7807 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7773 |
| S1 |
0.7704 |
0.7704 |
0.7737 |
0.7682 |
| S2 |
0.7659 |
0.7659 |
0.7725 |
|
| S3 |
0.7534 |
0.7579 |
0.7714 |
|
| S4 |
0.7409 |
0.7454 |
0.7679 |
|
|
| 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 |
0.7865 |
0.7691 |
0.0174 |
2.2% |
0.0081 |
1.0% |
33% |
True |
False |
614 |
| 10 |
0.7865 |
0.7595 |
0.0270 |
3.5% |
0.0080 |
1.0% |
57% |
True |
False |
494 |
| 20 |
0.7865 |
0.7571 |
0.0294 |
3.8% |
0.0091 |
1.2% |
60% |
True |
False |
441 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0088 |
1.1% |
28% |
False |
False |
336 |
| 60 |
0.8394 |
0.7571 |
0.0823 |
10.6% |
0.0069 |
0.9% |
22% |
False |
False |
229 |
| 80 |
0.8656 |
0.7571 |
0.1085 |
14.0% |
0.0056 |
0.7% |
16% |
False |
False |
172 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0046 |
0.6% |
15% |
False |
False |
138 |
| 120 |
0.9197 |
0.7571 |
0.1626 |
21.0% |
0.0040 |
0.5% |
11% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8396 |
|
2.618 |
0.8192 |
|
1.618 |
0.8067 |
|
1.000 |
0.7990 |
|
0.618 |
0.7942 |
|
HIGH |
0.7865 |
|
0.618 |
0.7817 |
|
0.500 |
0.7803 |
|
0.382 |
0.7788 |
|
LOW |
0.7740 |
|
0.618 |
0.7663 |
|
1.000 |
0.7615 |
|
1.618 |
0.7538 |
|
2.618 |
0.7413 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7778 |
| PP |
0.7784 |
0.7768 |
| S1 |
0.7766 |
0.7758 |
|