CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7701 |
-0.0005 |
-0.1% |
0.7814 |
| High |
0.7789 |
0.7762 |
-0.0027 |
-0.3% |
0.7942 |
| Low |
0.7683 |
0.7677 |
-0.0006 |
-0.1% |
0.7669 |
| Close |
0.7718 |
0.7744 |
0.0026 |
0.3% |
0.7718 |
| Range |
0.0106 |
0.0085 |
-0.0021 |
-19.8% |
0.0273 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
634 |
768 |
134 |
21.1% |
2,264 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7948 |
0.7791 |
|
| R3 |
0.7898 |
0.7863 |
0.7767 |
|
| R2 |
0.7813 |
0.7813 |
0.7760 |
|
| R1 |
0.7778 |
0.7778 |
0.7752 |
0.7796 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7736 |
| S1 |
0.7693 |
0.7693 |
0.7736 |
0.7711 |
| S2 |
0.7643 |
0.7643 |
0.7728 |
|
| S3 |
0.7558 |
0.7608 |
0.7721 |
|
| S4 |
0.7473 |
0.7523 |
0.7697 |
|
|
| 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 |
0.7789 |
0.7571 |
0.0218 |
2.8% |
0.0103 |
1.3% |
79% |
False |
False |
375 |
| 10 |
0.7964 |
0.7571 |
0.0393 |
5.1% |
0.0108 |
1.4% |
44% |
False |
False |
429 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0102 |
1.3% |
27% |
False |
False |
344 |
| 40 |
0.8231 |
0.7571 |
0.0660 |
8.5% |
0.0072 |
0.9% |
26% |
False |
False |
199 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0052 |
0.7% |
16% |
False |
False |
133 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0042 |
0.5% |
15% |
False |
False |
100 |
| 100 |
0.8919 |
0.7571 |
0.1348 |
17.4% |
0.0036 |
0.5% |
13% |
False |
False |
80 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0031 |
0.4% |
11% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8123 |
|
2.618 |
0.7985 |
|
1.618 |
0.7900 |
|
1.000 |
0.7847 |
|
0.618 |
0.7815 |
|
HIGH |
0.7762 |
|
0.618 |
0.7730 |
|
0.500 |
0.7720 |
|
0.382 |
0.7709 |
|
LOW |
0.7677 |
|
0.618 |
0.7624 |
|
1.000 |
0.7592 |
|
1.618 |
0.7539 |
|
2.618 |
0.7454 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7723 |
| PP |
0.7728 |
0.7701 |
| S1 |
0.7720 |
0.7680 |
|