CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7758 |
-0.0003 |
0.0% |
0.7791 |
| High |
0.7786 |
0.7758 |
-0.0028 |
-0.4% |
0.7865 |
| Low |
0.7732 |
0.7711 |
-0.0021 |
-0.3% |
0.7691 |
| Close |
0.7764 |
0.7726 |
-0.0038 |
-0.5% |
0.7764 |
| Range |
0.0054 |
0.0047 |
-0.0007 |
-13.0% |
0.0174 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,598 |
1,614 |
16 |
1.0% |
4,370 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7846 |
0.7752 |
|
| R3 |
0.7826 |
0.7799 |
0.7739 |
|
| R2 |
0.7779 |
0.7779 |
0.7735 |
|
| R1 |
0.7752 |
0.7752 |
0.7730 |
0.7742 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7727 |
| S1 |
0.7705 |
0.7705 |
0.7722 |
0.7695 |
| S2 |
0.7685 |
0.7685 |
0.7717 |
|
| S3 |
0.7638 |
0.7658 |
0.7713 |
|
| S4 |
0.7591 |
0.7611 |
0.7700 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8204 |
0.7860 |
|
| R3 |
0.8121 |
0.8030 |
0.7812 |
|
| R2 |
0.7947 |
0.7947 |
0.7796 |
|
| R1 |
0.7856 |
0.7856 |
0.7780 |
0.7815 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7753 |
| S1 |
0.7682 |
0.7682 |
0.7748 |
0.7641 |
| S2 |
0.7599 |
0.7599 |
0.7732 |
|
| S3 |
0.7425 |
0.7508 |
0.7716 |
|
| S4 |
0.7251 |
0.7334 |
0.7668 |
|
|
| 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 |
2.3% |
0.0078 |
1.0% |
20% |
False |
False |
1,107 |
| 10 |
0.7865 |
0.7691 |
0.0174 |
2.3% |
0.0071 |
0.9% |
20% |
False |
False |
706 |
| 20 |
0.7865 |
0.7571 |
0.0294 |
3.8% |
0.0084 |
1.1% |
53% |
False |
False |
536 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0087 |
1.1% |
24% |
False |
False |
413 |
| 60 |
0.8290 |
0.7571 |
0.0719 |
9.3% |
0.0071 |
0.9% |
22% |
False |
False |
283 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0057 |
0.7% |
15% |
False |
False |
212 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0047 |
0.6% |
13% |
False |
False |
170 |
| 120 |
0.9020 |
0.7571 |
0.1449 |
18.8% |
0.0041 |
0.5% |
11% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7881 |
|
1.618 |
0.7834 |
|
1.000 |
0.7805 |
|
0.618 |
0.7787 |
|
HIGH |
0.7758 |
|
0.618 |
0.7740 |
|
0.500 |
0.7735 |
|
0.382 |
0.7729 |
|
LOW |
0.7711 |
|
0.618 |
0.7682 |
|
1.000 |
0.7664 |
|
1.618 |
0.7635 |
|
2.618 |
0.7588 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7735 |
0.7788 |
| PP |
0.7732 |
0.7767 |
| S1 |
0.7729 |
0.7747 |
|