CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7712 |
0.7736 |
0.0024 |
0.3% |
0.7717 |
| High |
0.7770 |
0.7775 |
0.0005 |
0.1% |
0.7805 |
| Low |
0.7690 |
0.7690 |
0.0000 |
0.0% |
0.7571 |
| Close |
0.7751 |
0.7712 |
-0.0039 |
-0.5% |
0.7733 |
| Range |
0.0080 |
0.0085 |
0.0005 |
6.3% |
0.0234 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
213 |
225 |
12 |
5.6% |
1,934 |
|
| Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7931 |
0.7759 |
|
| R3 |
0.7896 |
0.7846 |
0.7735 |
|
| R2 |
0.7811 |
0.7811 |
0.7728 |
|
| R1 |
0.7761 |
0.7761 |
0.7720 |
0.7744 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7717 |
| S1 |
0.7676 |
0.7676 |
0.7704 |
0.7659 |
| S2 |
0.7641 |
0.7641 |
0.7696 |
|
| S3 |
0.7556 |
0.7591 |
0.7689 |
|
| S4 |
0.7471 |
0.7506 |
0.7665 |
|
|
| 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 |
0.7677 |
0.0128 |
1.7% |
0.0088 |
1.1% |
27% |
False |
False |
404 |
| 10 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0105 |
1.4% |
38% |
False |
False |
392 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0102 |
1.3% |
22% |
False |
False |
355 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0075 |
1.0% |
22% |
False |
False |
214 |
| 60 |
0.8624 |
0.7571 |
0.1053 |
13.7% |
0.0056 |
0.7% |
13% |
False |
False |
144 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0045 |
0.6% |
12% |
False |
False |
108 |
| 100 |
0.8810 |
0.7571 |
0.1239 |
16.1% |
0.0038 |
0.5% |
11% |
False |
False |
87 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0033 |
0.4% |
9% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8136 |
|
2.618 |
0.7998 |
|
1.618 |
0.7913 |
|
1.000 |
0.7860 |
|
0.618 |
0.7828 |
|
HIGH |
0.7775 |
|
0.618 |
0.7743 |
|
0.500 |
0.7733 |
|
0.382 |
0.7722 |
|
LOW |
0.7690 |
|
0.618 |
0.7637 |
|
1.000 |
0.7605 |
|
1.618 |
0.7552 |
|
2.618 |
0.7467 |
|
4.250 |
0.7329 |
|
|
| Fisher Pivots for day following 10-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7733 |
0.7748 |
| PP |
0.7726 |
0.7736 |
| S1 |
0.7719 |
0.7724 |
|