CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7627 |
-0.0084 |
-1.1% |
0.7728 |
| High |
0.7711 |
0.7738 |
0.0027 |
0.4% |
0.7780 |
| Low |
0.7711 |
0.7627 |
-0.0084 |
-1.1% |
0.7702 |
| Close |
0.7711 |
0.7738 |
0.0027 |
0.4% |
0.7756 |
| Range |
0.0000 |
0.0111 |
0.0111 |
|
0.0078 |
| ATR |
0.0047 |
0.0051 |
0.0005 |
9.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7997 |
0.7799 |
|
| R3 |
0.7923 |
0.7886 |
0.7769 |
|
| R2 |
0.7812 |
0.7812 |
0.7758 |
|
| R1 |
0.7775 |
0.7775 |
0.7748 |
0.7794 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7710 |
| S1 |
0.7664 |
0.7664 |
0.7728 |
0.7683 |
| S2 |
0.7590 |
0.7590 |
0.7718 |
|
| S3 |
0.7479 |
0.7553 |
0.7707 |
|
| S4 |
0.7368 |
0.7442 |
0.7677 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7946 |
0.7799 |
|
| R3 |
0.7902 |
0.7868 |
0.7777 |
|
| R2 |
0.7824 |
0.7824 |
0.7770 |
|
| R1 |
0.7790 |
0.7790 |
0.7763 |
0.7807 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7755 |
| S1 |
0.7712 |
0.7712 |
0.7749 |
0.7729 |
| S2 |
0.7668 |
0.7668 |
0.7742 |
|
| S3 |
0.7590 |
0.7634 |
0.7735 |
|
| S4 |
0.7512 |
0.7556 |
0.7713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7780 |
0.7627 |
0.0153 |
2.0% |
0.0038 |
0.5% |
73% |
False |
True |
1 |
| 10 |
0.7780 |
0.7620 |
0.0160 |
2.1% |
0.0019 |
0.2% |
74% |
False |
False |
6 |
| 20 |
0.7839 |
0.7547 |
0.0292 |
3.8% |
0.0022 |
0.3% |
65% |
False |
False |
5 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.6% |
0.0018 |
0.2% |
32% |
False |
False |
3 |
| 60 |
0.8379 |
0.7547 |
0.0832 |
10.8% |
0.0014 |
0.2% |
23% |
False |
False |
2 |
| 80 |
0.8636 |
0.7547 |
0.1089 |
14.1% |
0.0011 |
0.1% |
18% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8029 |
|
1.618 |
0.7918 |
|
1.000 |
0.7849 |
|
0.618 |
0.7807 |
|
HIGH |
0.7738 |
|
0.618 |
0.7696 |
|
0.500 |
0.7683 |
|
0.382 |
0.7669 |
|
LOW |
0.7627 |
|
0.618 |
0.7558 |
|
1.000 |
0.7516 |
|
1.618 |
0.7447 |
|
2.618 |
0.7336 |
|
4.250 |
0.7155 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7720 |
0.7723 |
| PP |
0.7701 |
0.7707 |
| S1 |
0.7683 |
0.7692 |
|