CME Australian Dollar Future March 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 |
0.7781 |
0.7750 |
-0.0031 |
-0.4% |
0.7746 |
| High |
0.7825 |
0.7779 |
-0.0046 |
-0.6% |
0.7859 |
| Low |
0.7731 |
0.7678 |
-0.0053 |
-0.7% |
0.7607 |
| Close |
0.7755 |
0.7697 |
-0.0058 |
-0.7% |
0.7776 |
| Range |
0.0094 |
0.0101 |
0.0007 |
7.4% |
0.0252 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
79,856 |
75,359 |
-4,497 |
-5.6% |
565,646 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7960 |
0.7753 |
|
| R3 |
0.7920 |
0.7859 |
0.7725 |
|
| R2 |
0.7819 |
0.7819 |
0.7716 |
|
| R1 |
0.7758 |
0.7758 |
0.7706 |
0.7738 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7708 |
| S1 |
0.7657 |
0.7657 |
0.7688 |
0.7637 |
| S2 |
0.7617 |
0.7617 |
0.7678 |
|
| S3 |
0.7516 |
0.7556 |
0.7669 |
|
| S4 |
0.7415 |
0.7455 |
0.7641 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8503 |
0.8392 |
0.7915 |
|
| R3 |
0.8251 |
0.8140 |
0.7845 |
|
| R2 |
0.7999 |
0.7999 |
0.7822 |
|
| R1 |
0.7888 |
0.7888 |
0.7799 |
0.7944 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7775 |
| S1 |
0.7636 |
0.7636 |
0.7753 |
0.7692 |
| S2 |
0.7495 |
0.7495 |
0.7730 |
|
| S3 |
0.7243 |
0.7384 |
0.7707 |
|
| S4 |
0.6991 |
0.7132 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7859 |
0.7678 |
0.0181 |
2.4% |
0.0094 |
1.2% |
10% |
False |
True |
82,801 |
| 10 |
0.7884 |
0.7607 |
0.0277 |
3.6% |
0.0113 |
1.5% |
32% |
False |
False |
98,263 |
| 20 |
0.8261 |
0.7607 |
0.0654 |
8.5% |
0.0117 |
1.5% |
14% |
False |
False |
101,946 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.5% |
0.0095 |
1.2% |
14% |
False |
False |
82,212 |
| 60 |
0.8714 |
0.7607 |
0.1107 |
14.4% |
0.0095 |
1.2% |
8% |
False |
False |
60,221 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.7% |
0.0092 |
1.2% |
7% |
False |
False |
45,226 |
| 100 |
0.8880 |
0.7607 |
0.1273 |
16.5% |
0.0092 |
1.2% |
7% |
False |
False |
36,213 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.4% |
0.0084 |
1.1% |
5% |
False |
False |
30,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8208 |
|
2.618 |
0.8043 |
|
1.618 |
0.7942 |
|
1.000 |
0.7880 |
|
0.618 |
0.7841 |
|
HIGH |
0.7779 |
|
0.618 |
0.7740 |
|
0.500 |
0.7729 |
|
0.382 |
0.7717 |
|
LOW |
0.7678 |
|
0.618 |
0.7616 |
|
1.000 |
0.7577 |
|
1.618 |
0.7515 |
|
2.618 |
0.7414 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7729 |
0.7752 |
| PP |
0.7718 |
0.7733 |
| S1 |
0.7708 |
0.7715 |
|