CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7742 |
0.7791 |
0.0049 |
0.6% |
0.7719 |
| High |
0.7797 |
0.7792 |
-0.0005 |
-0.1% |
0.7797 |
| Low |
0.7742 |
0.7733 |
-0.0009 |
-0.1% |
0.7700 |
| Close |
0.7792 |
0.7746 |
-0.0046 |
-0.6% |
0.7792 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0097 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
302 |
447 |
145 |
48.0% |
1,078 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7899 |
0.7778 |
|
| R3 |
0.7875 |
0.7840 |
0.7762 |
|
| R2 |
0.7816 |
0.7816 |
0.7757 |
|
| R1 |
0.7781 |
0.7781 |
0.7751 |
0.7769 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7751 |
| S1 |
0.7722 |
0.7722 |
0.7741 |
0.7710 |
| S2 |
0.7698 |
0.7698 |
0.7735 |
|
| S3 |
0.7639 |
0.7663 |
0.7730 |
|
| S4 |
0.7580 |
0.7604 |
0.7714 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8020 |
0.7845 |
|
| R3 |
0.7957 |
0.7923 |
0.7819 |
|
| R2 |
0.7860 |
0.7860 |
0.7810 |
|
| R1 |
0.7826 |
0.7826 |
0.7801 |
0.7843 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7772 |
| S1 |
0.7729 |
0.7729 |
0.7783 |
0.7746 |
| S2 |
0.7666 |
0.7666 |
0.7774 |
|
| S3 |
0.7569 |
0.7632 |
0.7765 |
|
| S4 |
0.7472 |
0.7535 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7797 |
0.7700 |
0.0097 |
1.3% |
0.0063 |
0.8% |
47% |
False |
False |
305 |
| 10 |
0.7797 |
0.7595 |
0.0202 |
2.6% |
0.0076 |
1.0% |
75% |
False |
False |
326 |
| 20 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0088 |
1.1% |
47% |
False |
False |
373 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0081 |
1.0% |
27% |
False |
False |
280 |
| 60 |
0.8430 |
0.7571 |
0.0859 |
11.1% |
0.0065 |
0.8% |
20% |
False |
False |
191 |
| 80 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0052 |
0.7% |
15% |
False |
False |
143 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0044 |
0.6% |
15% |
False |
False |
115 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0038 |
0.5% |
11% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7946 |
|
1.618 |
0.7887 |
|
1.000 |
0.7851 |
|
0.618 |
0.7828 |
|
HIGH |
0.7792 |
|
0.618 |
0.7769 |
|
0.500 |
0.7763 |
|
0.382 |
0.7756 |
|
LOW |
0.7733 |
|
0.618 |
0.7697 |
|
1.000 |
0.7674 |
|
1.618 |
0.7638 |
|
2.618 |
0.7579 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7763 |
0.7752 |
| PP |
0.7757 |
0.7750 |
| S1 |
0.7752 |
0.7748 |
|