CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7717 |
0.7737 |
0.0020 |
0.3% |
0.7814 |
| High |
0.7755 |
0.7781 |
0.0026 |
0.3% |
0.7942 |
| Low |
0.7705 |
0.7571 |
-0.0134 |
-1.7% |
0.7669 |
| Close |
0.7742 |
0.7734 |
-0.0008 |
-0.1% |
0.7718 |
| Range |
0.0050 |
0.0210 |
0.0160 |
320.0% |
0.0273 |
| ATR |
0.0089 |
0.0097 |
0.0009 |
9.8% |
0.0000 |
| Volume |
296 |
54 |
-242 |
-81.8% |
2,264 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8325 |
0.8240 |
0.7850 |
|
| R3 |
0.8115 |
0.8030 |
0.7792 |
|
| R2 |
0.7905 |
0.7905 |
0.7773 |
|
| R1 |
0.7820 |
0.7820 |
0.7753 |
0.7758 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7664 |
| S1 |
0.7610 |
0.7610 |
0.7715 |
0.7548 |
| S2 |
0.7485 |
0.7485 |
0.7696 |
|
| S3 |
0.7275 |
0.7400 |
0.7676 |
|
| S4 |
0.7065 |
0.7190 |
0.7619 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8595 |
0.8430 |
0.7868 |
|
| R3 |
0.8322 |
0.8157 |
0.7793 |
|
| R2 |
0.8049 |
0.8049 |
0.7768 |
|
| R1 |
0.7884 |
0.7884 |
0.7743 |
0.7830 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7750 |
| S1 |
0.7611 |
0.7611 |
0.7693 |
0.7557 |
| S2 |
0.7503 |
0.7503 |
0.7668 |
|
| S3 |
0.7230 |
0.7338 |
0.7643 |
|
| S4 |
0.6957 |
0.7065 |
0.7568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0122 |
1.6% |
44% |
False |
True |
381 |
| 10 |
0.8140 |
0.7571 |
0.0569 |
7.4% |
0.0115 |
1.5% |
29% |
False |
True |
362 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0097 |
1.3% |
26% |
False |
True |
294 |
| 40 |
0.8231 |
0.7571 |
0.0660 |
8.5% |
0.0069 |
0.9% |
25% |
False |
True |
164 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0051 |
0.7% |
15% |
False |
True |
110 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0040 |
0.5% |
14% |
False |
True |
83 |
| 100 |
0.8942 |
0.7571 |
0.1371 |
17.7% |
0.0035 |
0.4% |
12% |
False |
True |
66 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0030 |
0.4% |
10% |
False |
True |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8674 |
|
2.618 |
0.8331 |
|
1.618 |
0.8121 |
|
1.000 |
0.7991 |
|
0.618 |
0.7911 |
|
HIGH |
0.7781 |
|
0.618 |
0.7701 |
|
0.500 |
0.7676 |
|
0.382 |
0.7651 |
|
LOW |
0.7571 |
|
0.618 |
0.7441 |
|
1.000 |
0.7361 |
|
1.618 |
0.7231 |
|
2.618 |
0.7021 |
|
4.250 |
0.6679 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7715 |
| PP |
0.7695 |
0.7695 |
| S1 |
0.7676 |
0.7676 |
|