CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7715 |
0.0019 |
0.2% |
0.7640 |
| High |
0.7696 |
0.7715 |
0.0019 |
0.2% |
0.7707 |
| Low |
0.7696 |
0.7715 |
0.0019 |
0.2% |
0.7547 |
| Close |
0.7696 |
0.7715 |
0.0019 |
0.2% |
0.7696 |
| Range |
|
|
|
|
|
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
42 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7715 |
0.7715 |
|
| R3 |
0.7715 |
0.7715 |
0.7715 |
|
| R2 |
0.7715 |
0.7715 |
0.7715 |
|
| R1 |
0.7715 |
0.7715 |
0.7715 |
0.7715 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7715 |
| S1 |
0.7715 |
0.7715 |
0.7715 |
0.7715 |
| S2 |
0.7715 |
0.7715 |
0.7715 |
|
| S3 |
0.7715 |
0.7715 |
0.7715 |
|
| S4 |
0.7715 |
0.7715 |
0.7715 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8073 |
0.7784 |
|
| R3 |
0.7970 |
0.7913 |
0.7740 |
|
| R2 |
0.7810 |
0.7810 |
0.7725 |
|
| R1 |
0.7753 |
0.7753 |
0.7711 |
0.7782 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7664 |
| S1 |
0.7593 |
0.7593 |
0.7681 |
0.7622 |
| S2 |
0.7490 |
0.7490 |
0.7667 |
|
| S3 |
0.7330 |
0.7433 |
0.7652 |
|
| S4 |
0.7170 |
0.7273 |
0.7608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7715 |
0.7547 |
0.0168 |
2.2% |
0.0035 |
0.5% |
100% |
True |
False |
6 |
| 10 |
0.7839 |
0.7547 |
0.0292 |
3.8% |
0.0025 |
0.3% |
58% |
False |
False |
4 |
| 20 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0026 |
0.3% |
28% |
False |
False |
2 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0014 |
0.2% |
28% |
False |
False |
1 |
| 60 |
0.8569 |
0.7547 |
0.1022 |
13.2% |
0.0012 |
0.2% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7715 |
|
1.618 |
0.7715 |
|
1.000 |
0.7715 |
|
0.618 |
0.7715 |
|
HIGH |
0.7715 |
|
0.618 |
0.7715 |
|
0.500 |
0.7715 |
|
0.382 |
0.7715 |
|
LOW |
0.7715 |
|
0.618 |
0.7715 |
|
1.000 |
0.7715 |
|
1.618 |
0.7715 |
|
2.618 |
0.7715 |
|
4.250 |
0.7715 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7712 |
| PP |
0.7715 |
0.7709 |
| S1 |
0.7715 |
0.7706 |
|