CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7708 |
0.7721 |
0.0013 |
0.2% |
0.7751 |
High |
0.7768 |
0.7780 |
0.0012 |
0.2% |
0.7825 |
Low |
0.7630 |
0.7712 |
0.0082 |
1.1% |
0.7630 |
Close |
0.7740 |
0.7749 |
0.0009 |
0.1% |
0.7749 |
Range |
0.0138 |
0.0068 |
-0.0070 |
-50.7% |
0.0195 |
ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
124,715 |
64,101 |
-60,614 |
-48.6% |
401,010 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7951 |
0.7918 |
0.7786 |
|
R3 |
0.7883 |
0.7850 |
0.7768 |
|
R2 |
0.7815 |
0.7815 |
0.7761 |
|
R1 |
0.7782 |
0.7782 |
0.7755 |
0.7799 |
PP |
0.7747 |
0.7747 |
0.7747 |
0.7755 |
S1 |
0.7714 |
0.7714 |
0.7743 |
0.7731 |
S2 |
0.7679 |
0.7679 |
0.7737 |
|
S3 |
0.7611 |
0.7646 |
0.7730 |
|
S4 |
0.7543 |
0.7578 |
0.7712 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8320 |
0.8229 |
0.7856 |
|
R3 |
0.8125 |
0.8034 |
0.7803 |
|
R2 |
0.7930 |
0.7930 |
0.7785 |
|
R1 |
0.7839 |
0.7839 |
0.7767 |
0.7787 |
PP |
0.7735 |
0.7735 |
0.7735 |
0.7709 |
S1 |
0.7644 |
0.7644 |
0.7731 |
0.7592 |
S2 |
0.7540 |
0.7540 |
0.7713 |
|
S3 |
0.7345 |
0.7449 |
0.7695 |
|
S4 |
0.7150 |
0.7254 |
0.7642 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7825 |
0.7630 |
0.0195 |
2.5% |
0.0098 |
1.3% |
61% |
False |
False |
80,202 |
10 |
0.7859 |
0.7607 |
0.0252 |
3.3% |
0.0108 |
1.4% |
56% |
False |
False |
96,665 |
20 |
0.8222 |
0.7607 |
0.0615 |
7.9% |
0.0113 |
1.5% |
23% |
False |
False |
97,323 |
40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0096 |
1.2% |
22% |
False |
False |
83,004 |
60 |
0.8672 |
0.7607 |
0.1065 |
13.7% |
0.0095 |
1.2% |
13% |
False |
False |
63,349 |
80 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0093 |
1.2% |
12% |
False |
False |
47,582 |
100 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0093 |
1.2% |
12% |
False |
False |
38,098 |
120 |
0.9257 |
0.7607 |
0.1650 |
21.3% |
0.0085 |
1.1% |
9% |
False |
False |
31,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8069 |
2.618 |
0.7958 |
1.618 |
0.7890 |
1.000 |
0.7848 |
0.618 |
0.7822 |
HIGH |
0.7780 |
0.618 |
0.7754 |
0.500 |
0.7746 |
0.382 |
0.7738 |
LOW |
0.7712 |
0.618 |
0.7670 |
1.000 |
0.7644 |
1.618 |
0.7602 |
2.618 |
0.7534 |
4.250 |
0.7423 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7748 |
0.7734 |
PP |
0.7747 |
0.7720 |
S1 |
0.7746 |
0.7705 |
|