CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7667 |
-0.0059 |
-0.8% |
0.7717 |
| High |
0.7734 |
0.7726 |
-0.0008 |
-0.1% |
0.7805 |
| Low |
0.7643 |
0.7595 |
-0.0048 |
-0.6% |
0.7571 |
| Close |
0.7656 |
0.7700 |
0.0044 |
0.6% |
0.7733 |
| Range |
0.0091 |
0.0131 |
0.0040 |
44.0% |
0.0234 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
2.8% |
0.0000 |
| Volume |
208 |
280 |
72 |
34.6% |
1,934 |
|
| Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8067 |
0.8014 |
0.7772 |
|
| R3 |
0.7936 |
0.7883 |
0.7736 |
|
| R2 |
0.7805 |
0.7805 |
0.7724 |
|
| R1 |
0.7752 |
0.7752 |
0.7712 |
0.7779 |
| PP |
0.7674 |
0.7674 |
0.7674 |
0.7687 |
| S1 |
0.7621 |
0.7621 |
0.7688 |
0.7648 |
| S2 |
0.7543 |
0.7543 |
0.7676 |
|
| S3 |
0.7412 |
0.7490 |
0.7664 |
|
| S4 |
0.7281 |
0.7359 |
0.7628 |
|
|
| 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 |
0.7595 |
0.0210 |
2.7% |
0.0094 |
1.2% |
50% |
False |
True |
221 |
| 10 |
0.7805 |
0.7571 |
0.0234 |
3.0% |
0.0099 |
1.3% |
55% |
False |
False |
298 |
| 20 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0105 |
1.4% |
20% |
False |
False |
368 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0080 |
1.0% |
20% |
False |
False |
226 |
| 60 |
0.8605 |
0.7571 |
0.1034 |
13.4% |
0.0059 |
0.8% |
12% |
False |
False |
152 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.3% |
0.0048 |
0.6% |
11% |
False |
False |
114 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.3% |
0.0040 |
0.5% |
11% |
False |
False |
91 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.2% |
0.0035 |
0.5% |
8% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8283 |
|
2.618 |
0.8069 |
|
1.618 |
0.7938 |
|
1.000 |
0.7857 |
|
0.618 |
0.7807 |
|
HIGH |
0.7726 |
|
0.618 |
0.7676 |
|
0.500 |
0.7661 |
|
0.382 |
0.7645 |
|
LOW |
0.7595 |
|
0.618 |
0.7514 |
|
1.000 |
0.7464 |
|
1.618 |
0.7383 |
|
2.618 |
0.7252 |
|
4.250 |
0.7038 |
|
|
| Fisher Pivots for day following 12-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7695 |
| PP |
0.7674 |
0.7690 |
| S1 |
0.7661 |
0.7685 |
|