CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7781 |
0.0031 |
0.4% |
0.7712 |
| High |
0.7776 |
0.7781 |
0.0005 |
0.1% |
0.7775 |
| Low |
0.7723 |
0.7706 |
-0.0017 |
-0.2% |
0.7595 |
| Close |
0.7764 |
0.7737 |
-0.0027 |
-0.3% |
0.7709 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0180 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
259 |
333 |
74 |
28.6% |
1,741 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7927 |
0.7778 |
|
| R3 |
0.7891 |
0.7852 |
0.7758 |
|
| R2 |
0.7816 |
0.7816 |
0.7751 |
|
| R1 |
0.7777 |
0.7777 |
0.7744 |
0.7759 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7733 |
| S1 |
0.7702 |
0.7702 |
0.7730 |
0.7684 |
| S2 |
0.7666 |
0.7666 |
0.7723 |
|
| S3 |
0.7591 |
0.7627 |
0.7716 |
|
| S4 |
0.7516 |
0.7552 |
0.7696 |
|
|
| 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 |
0.7781 |
0.7595 |
0.0186 |
2.4% |
0.0078 |
1.0% |
76% |
True |
False |
374 |
| 10 |
0.7805 |
0.7595 |
0.0210 |
2.7% |
0.0082 |
1.1% |
68% |
False |
False |
346 |
| 20 |
0.8049 |
0.7571 |
0.0478 |
6.2% |
0.0097 |
1.3% |
35% |
False |
False |
368 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0080 |
1.0% |
26% |
False |
False |
262 |
| 60 |
0.8552 |
0.7571 |
0.0981 |
12.7% |
0.0064 |
0.8% |
17% |
False |
False |
178 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0051 |
0.7% |
14% |
False |
False |
134 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0042 |
0.5% |
14% |
False |
False |
107 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.1% |
0.0037 |
0.5% |
10% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.7977 |
|
1.618 |
0.7902 |
|
1.000 |
0.7856 |
|
0.618 |
0.7827 |
|
HIGH |
0.7781 |
|
0.618 |
0.7752 |
|
0.500 |
0.7744 |
|
0.382 |
0.7735 |
|
LOW |
0.7706 |
|
0.618 |
0.7660 |
|
1.000 |
0.7631 |
|
1.618 |
0.7585 |
|
2.618 |
0.7510 |
|
4.250 |
0.7387 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7741 |
| PP |
0.7741 |
0.7739 |
| S1 |
0.7739 |
0.7738 |
|