CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7600 |
-0.0070 |
-0.9% |
0.7665 |
High |
0.7670 |
0.7600 |
-0.0070 |
-0.9% |
0.7671 |
Low |
0.7643 |
0.7588 |
-0.0055 |
-0.7% |
0.7575 |
Close |
0.7643 |
0.7588 |
-0.0055 |
-0.7% |
0.7662 |
Range |
0.0027 |
0.0012 |
-0.0015 |
-55.6% |
0.0096 |
ATR |
|
|
|
|
|
Volume |
4 |
8 |
4 |
100.0% |
10 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7628 |
0.7620 |
0.7595 |
|
R3 |
0.7616 |
0.7608 |
0.7591 |
|
R2 |
0.7604 |
0.7604 |
0.7590 |
|
R1 |
0.7596 |
0.7596 |
0.7589 |
0.7594 |
PP |
0.7592 |
0.7592 |
0.7592 |
0.7591 |
S1 |
0.7584 |
0.7584 |
0.7587 |
0.7582 |
S2 |
0.7580 |
0.7580 |
0.7586 |
|
S3 |
0.7568 |
0.7572 |
0.7585 |
|
S4 |
0.7556 |
0.7560 |
0.7581 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7924 |
0.7889 |
0.7715 |
|
R3 |
0.7828 |
0.7793 |
0.7688 |
|
R2 |
0.7732 |
0.7732 |
0.7680 |
|
R1 |
0.7697 |
0.7697 |
0.7671 |
0.7667 |
PP |
0.7636 |
0.7636 |
0.7636 |
0.7621 |
S1 |
0.7601 |
0.7601 |
0.7653 |
0.7571 |
S2 |
0.7540 |
0.7540 |
0.7644 |
|
S3 |
0.7444 |
0.7505 |
0.7636 |
|
S4 |
0.7348 |
0.7409 |
0.7609 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7651 |
2.618 |
0.7631 |
1.618 |
0.7619 |
1.000 |
0.7612 |
0.618 |
0.7607 |
HIGH |
0.7600 |
0.618 |
0.7595 |
0.500 |
0.7594 |
0.382 |
0.7593 |
LOW |
0.7588 |
0.618 |
0.7581 |
1.000 |
0.7576 |
1.618 |
0.7569 |
2.618 |
0.7557 |
4.250 |
0.7537 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7594 |
0.7644 |
PP |
0.7592 |
0.7625 |
S1 |
0.7590 |
0.7607 |
|