CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7784 |
0.7712 |
-0.0072 |
-0.9% |
0.7717 |
| High |
0.7805 |
0.7770 |
-0.0035 |
-0.4% |
0.7805 |
| Low |
0.7720 |
0.7690 |
-0.0030 |
-0.4% |
0.7571 |
| Close |
0.7733 |
0.7751 |
0.0018 |
0.2% |
0.7733 |
| Range |
0.0085 |
0.0080 |
-0.0005 |
-5.9% |
0.0234 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
182 |
213 |
31 |
17.0% |
1,934 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7977 |
0.7944 |
0.7795 |
|
| R3 |
0.7897 |
0.7864 |
0.7773 |
|
| R2 |
0.7817 |
0.7817 |
0.7766 |
|
| R1 |
0.7784 |
0.7784 |
0.7758 |
0.7801 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7745 |
| S1 |
0.7704 |
0.7704 |
0.7744 |
0.7721 |
| S2 |
0.7657 |
0.7657 |
0.7736 |
|
| S3 |
0.7577 |
0.7624 |
0.7729 |
|
| S4 |
0.7497 |
0.7544 |
0.7707 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8405 |
0.8303 |
0.7862 |
|
| R3 |
0.8171 |
0.8069 |
0.7797 |
|
| R2 |
0.7937 |
0.7937 |
0.7776 |
|
| R1 |
0.7835 |
0.7835 |
0.7754 |
0.7886 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7729 |
| S1 |
0.7601 |
0.7601 |
0.7712 |
0.7652 |
| S2 |
0.7469 |
0.7469 |
0.7690 |
|
| S3 |
0.7235 |
0.7367 |
0.7669 |
|
| S4 |
0.7001 |
0.7133 |
0.7604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7805 |
0.7571 |
0.0234 |
3.0% |
0.0113 |
1.5% |
77% |
False |
False |
370 |
| 10 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0102 |
1.3% |
49% |
False |
False |
395 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0104 |
1.3% |
28% |
False |
False |
353 |
| 40 |
0.8225 |
0.7571 |
0.0654 |
8.4% |
0.0075 |
1.0% |
28% |
False |
False |
208 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0054 |
0.7% |
17% |
False |
False |
140 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0044 |
0.6% |
15% |
False |
False |
105 |
| 100 |
0.8834 |
0.7571 |
0.1263 |
16.3% |
0.0037 |
0.5% |
14% |
False |
False |
84 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0032 |
0.4% |
11% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.7979 |
|
1.618 |
0.7899 |
|
1.000 |
0.7850 |
|
0.618 |
0.7819 |
|
HIGH |
0.7770 |
|
0.618 |
0.7739 |
|
0.500 |
0.7730 |
|
0.382 |
0.7721 |
|
LOW |
0.7690 |
|
0.618 |
0.7641 |
|
1.000 |
0.7610 |
|
1.618 |
0.7561 |
|
2.618 |
0.7481 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7748 |
| PP |
0.7737 |
0.7744 |
| S1 |
0.7730 |
0.7741 |
|