CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7721 |
0.7751 |
0.0030 |
0.4% |
0.7751 |
| High |
0.7780 |
0.7817 |
0.0037 |
0.5% |
0.7825 |
| Low |
0.7712 |
0.7729 |
0.0017 |
0.2% |
0.7630 |
| Close |
0.7749 |
0.7809 |
0.0060 |
0.8% |
0.7749 |
| Range |
0.0068 |
0.0088 |
0.0020 |
29.4% |
0.0195 |
| ATR |
0.0107 |
0.0105 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,101 |
105,695 |
41,594 |
64.9% |
401,010 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.8017 |
0.7857 |
|
| R3 |
0.7961 |
0.7929 |
0.7833 |
|
| R2 |
0.7873 |
0.7873 |
0.7825 |
|
| R1 |
0.7841 |
0.7841 |
0.7817 |
0.7857 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7793 |
| S1 |
0.7753 |
0.7753 |
0.7801 |
0.7769 |
| S2 |
0.7697 |
0.7697 |
0.7793 |
|
| S3 |
0.7609 |
0.7665 |
0.7785 |
|
| S4 |
0.7521 |
0.7577 |
0.7761 |
|
|
| 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% |
92% |
False |
False |
89,945 |
| 10 |
0.7859 |
0.7607 |
0.0252 |
3.2% |
0.0110 |
1.4% |
80% |
False |
False |
99,494 |
| 20 |
0.8210 |
0.7607 |
0.0603 |
7.7% |
0.0113 |
1.5% |
33% |
False |
False |
98,502 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0095 |
1.2% |
31% |
False |
False |
83,012 |
| 60 |
0.8653 |
0.7607 |
0.1046 |
13.4% |
0.0096 |
1.2% |
19% |
False |
False |
65,103 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
17% |
False |
False |
48,902 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0093 |
1.2% |
17% |
False |
False |
39,154 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.1% |
0.0086 |
1.1% |
12% |
False |
False |
32,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8047 |
|
1.618 |
0.7959 |
|
1.000 |
0.7905 |
|
0.618 |
0.7871 |
|
HIGH |
0.7817 |
|
0.618 |
0.7783 |
|
0.500 |
0.7773 |
|
0.382 |
0.7763 |
|
LOW |
0.7729 |
|
0.618 |
0.7675 |
|
1.000 |
0.7641 |
|
1.618 |
0.7587 |
|
2.618 |
0.7499 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7797 |
0.7781 |
| PP |
0.7785 |
0.7752 |
| S1 |
0.7773 |
0.7724 |
|