CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7737 |
0.7706 |
-0.0031 |
-0.4% |
0.7814 |
| High |
0.7781 |
0.7789 |
0.0008 |
0.1% |
0.7942 |
| Low |
0.7571 |
0.7683 |
0.0112 |
1.5% |
0.7669 |
| Close |
0.7734 |
0.7718 |
-0.0016 |
-0.2% |
0.7718 |
| Range |
0.0210 |
0.0106 |
-0.0104 |
-49.5% |
0.0273 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.6% |
0.0000 |
| Volume |
54 |
634 |
580 |
1,074.1% |
2,264 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.7989 |
0.7776 |
|
| R3 |
0.7942 |
0.7883 |
0.7747 |
|
| R2 |
0.7836 |
0.7836 |
0.7737 |
|
| R1 |
0.7777 |
0.7777 |
0.7728 |
0.7807 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7745 |
| S1 |
0.7671 |
0.7671 |
0.7708 |
0.7701 |
| S2 |
0.7624 |
0.7624 |
0.7699 |
|
| S3 |
0.7518 |
0.7565 |
0.7689 |
|
| S4 |
0.7412 |
0.7459 |
0.7660 |
|
|
| 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 |
0.7829 |
0.7571 |
0.0258 |
3.3% |
0.0118 |
1.5% |
57% |
False |
False |
459 |
| 10 |
0.8049 |
0.7571 |
0.0478 |
6.2% |
0.0112 |
1.4% |
31% |
False |
False |
389 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0100 |
1.3% |
23% |
False |
False |
315 |
| 40 |
0.8231 |
0.7571 |
0.0660 |
8.6% |
0.0072 |
0.9% |
22% |
False |
False |
180 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0052 |
0.7% |
14% |
False |
False |
120 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0042 |
0.5% |
13% |
False |
False |
91 |
| 100 |
0.8942 |
0.7571 |
0.1371 |
17.8% |
0.0036 |
0.5% |
11% |
False |
False |
73 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0030 |
0.4% |
9% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8240 |
|
2.618 |
0.8067 |
|
1.618 |
0.7961 |
|
1.000 |
0.7895 |
|
0.618 |
0.7855 |
|
HIGH |
0.7789 |
|
0.618 |
0.7749 |
|
0.500 |
0.7736 |
|
0.382 |
0.7723 |
|
LOW |
0.7683 |
|
0.618 |
0.7617 |
|
1.000 |
0.7577 |
|
1.618 |
0.7511 |
|
2.618 |
0.7405 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7705 |
| PP |
0.7730 |
0.7693 |
| S1 |
0.7724 |
0.7680 |
|