CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7719 |
0.0041 |
0.5% |
0.7712 |
| High |
0.7734 |
0.7775 |
0.0041 |
0.5% |
0.7775 |
| Low |
0.7676 |
0.7700 |
0.0024 |
0.3% |
0.7595 |
| Close |
0.7709 |
0.7768 |
0.0059 |
0.8% |
0.7709 |
| Range |
0.0058 |
0.0075 |
0.0017 |
29.3% |
0.0180 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
815 |
184 |
-631 |
-77.4% |
1,741 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7973 |
0.7945 |
0.7809 |
|
| R3 |
0.7898 |
0.7870 |
0.7789 |
|
| R2 |
0.7823 |
0.7823 |
0.7782 |
|
| R1 |
0.7795 |
0.7795 |
0.7775 |
0.7809 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7755 |
| S1 |
0.7720 |
0.7720 |
0.7761 |
0.7734 |
| S2 |
0.7673 |
0.7673 |
0.7754 |
|
| S3 |
0.7598 |
0.7645 |
0.7747 |
|
| S4 |
0.7523 |
0.7570 |
0.7727 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8233 |
0.8151 |
0.7808 |
|
| R3 |
0.8053 |
0.7971 |
0.7759 |
|
| R2 |
0.7873 |
0.7873 |
0.7742 |
|
| R1 |
0.7791 |
0.7791 |
0.7726 |
0.7742 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7669 |
| S1 |
0.7611 |
0.7611 |
0.7693 |
0.7562 |
| S2 |
0.7513 |
0.7513 |
0.7676 |
|
| S3 |
0.7333 |
0.7431 |
0.7660 |
|
| S4 |
0.7153 |
0.7251 |
0.7610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7595 |
0.0180 |
2.3% |
0.0088 |
1.1% |
96% |
True |
False |
342 |
| 10 |
0.7805 |
0.7571 |
0.0234 |
3.0% |
0.0101 |
1.3% |
84% |
False |
False |
356 |
| 20 |
0.8153 |
0.7571 |
0.0582 |
7.5% |
0.0101 |
1.3% |
34% |
False |
False |
364 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0080 |
1.0% |
31% |
False |
False |
249 |
| 60 |
0.8552 |
0.7571 |
0.0981 |
12.6% |
0.0061 |
0.8% |
20% |
False |
False |
168 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0049 |
0.6% |
17% |
False |
False |
126 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0042 |
0.5% |
17% |
False |
False |
101 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0036 |
0.5% |
12% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8094 |
|
2.618 |
0.7971 |
|
1.618 |
0.7896 |
|
1.000 |
0.7850 |
|
0.618 |
0.7821 |
|
HIGH |
0.7775 |
|
0.618 |
0.7746 |
|
0.500 |
0.7738 |
|
0.382 |
0.7729 |
|
LOW |
0.7700 |
|
0.618 |
0.7654 |
|
1.000 |
0.7625 |
|
1.618 |
0.7579 |
|
2.618 |
0.7504 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7758 |
0.7740 |
| PP |
0.7748 |
0.7713 |
| S1 |
0.7738 |
0.7685 |
|