CME Australian Dollar Future March 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 |
0.7831 |
0.7792 |
-0.0039 |
-0.5% |
0.7751 |
| High |
0.7837 |
0.7828 |
-0.0009 |
-0.1% |
0.7840 |
| Low |
0.7770 |
0.7731 |
-0.0039 |
-0.5% |
0.7729 |
| Close |
0.7787 |
0.7815 |
0.0028 |
0.4% |
0.7833 |
| Range |
0.0067 |
0.0097 |
0.0030 |
44.8% |
0.0111 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.0% |
0.0000 |
| Volume |
52,721 |
91,055 |
38,334 |
72.7% |
333,650 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8046 |
0.7868 |
|
| R3 |
0.7985 |
0.7949 |
0.7842 |
|
| R2 |
0.7888 |
0.7888 |
0.7833 |
|
| R1 |
0.7852 |
0.7852 |
0.7824 |
0.7870 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7801 |
| S1 |
0.7755 |
0.7755 |
0.7806 |
0.7773 |
| S2 |
0.7694 |
0.7694 |
0.7797 |
|
| S3 |
0.7597 |
0.7658 |
0.7788 |
|
| S4 |
0.7500 |
0.7561 |
0.7762 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8094 |
0.7894 |
|
| R3 |
0.8023 |
0.7983 |
0.7864 |
|
| R2 |
0.7912 |
0.7912 |
0.7853 |
|
| R1 |
0.7872 |
0.7872 |
0.7843 |
0.7892 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7811 |
| S1 |
0.7761 |
0.7761 |
0.7823 |
0.7781 |
| S2 |
0.7690 |
0.7690 |
0.7813 |
|
| S3 |
0.7579 |
0.7650 |
0.7802 |
|
| S4 |
0.7468 |
0.7539 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7840 |
0.7731 |
0.0109 |
1.4% |
0.0076 |
1.0% |
77% |
False |
True |
74,346 |
| 10 |
0.7840 |
0.7630 |
0.0210 |
2.7% |
0.0087 |
1.1% |
88% |
False |
False |
82,145 |
| 20 |
0.7999 |
0.7607 |
0.0392 |
5.0% |
0.0101 |
1.3% |
53% |
False |
False |
91,599 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0098 |
1.2% |
32% |
False |
False |
86,581 |
| 60 |
0.8548 |
0.7607 |
0.0941 |
12.0% |
0.0094 |
1.2% |
22% |
False |
False |
71,183 |
| 80 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
17% |
False |
False |
53,543 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0094 |
1.2% |
17% |
False |
False |
42,866 |
| 120 |
0.9257 |
0.7607 |
0.1650 |
21.1% |
0.0088 |
1.1% |
13% |
False |
False |
35,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8240 |
|
2.618 |
0.8082 |
|
1.618 |
0.7985 |
|
1.000 |
0.7925 |
|
0.618 |
0.7888 |
|
HIGH |
0.7828 |
|
0.618 |
0.7791 |
|
0.500 |
0.7780 |
|
0.382 |
0.7768 |
|
LOW |
0.7731 |
|
0.618 |
0.7671 |
|
1.000 |
0.7634 |
|
1.618 |
0.7574 |
|
2.618 |
0.7477 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7805 |
| PP |
0.7791 |
0.7795 |
| S1 |
0.7780 |
0.7786 |
|