CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7791 |
0.7749 |
-0.0042 |
-0.5% |
0.7719 |
| High |
0.7792 |
0.7787 |
-0.0005 |
-0.1% |
0.7797 |
| Low |
0.7733 |
0.7691 |
-0.0042 |
-0.5% |
0.7700 |
| Close |
0.7746 |
0.7775 |
0.0029 |
0.4% |
0.7792 |
| Range |
0.0059 |
0.0096 |
0.0037 |
62.7% |
0.0097 |
| ATR |
0.0085 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
447 |
367 |
-80 |
-17.9% |
1,078 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.8003 |
0.7828 |
|
| R3 |
0.7943 |
0.7907 |
0.7801 |
|
| R2 |
0.7847 |
0.7847 |
0.7793 |
|
| R1 |
0.7811 |
0.7811 |
0.7784 |
0.7829 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7760 |
| S1 |
0.7715 |
0.7715 |
0.7766 |
0.7733 |
| S2 |
0.7655 |
0.7655 |
0.7757 |
|
| S3 |
0.7559 |
0.7619 |
0.7749 |
|
| S4 |
0.7463 |
0.7523 |
0.7722 |
|
|
| 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 |
0.7691 |
0.0106 |
1.4% |
0.0068 |
0.9% |
79% |
False |
True |
341 |
| 10 |
0.7797 |
0.7595 |
0.0202 |
2.6% |
0.0078 |
1.0% |
89% |
False |
False |
342 |
| 20 |
0.7942 |
0.7571 |
0.0371 |
4.8% |
0.0090 |
1.2% |
55% |
False |
False |
368 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0084 |
1.1% |
32% |
False |
False |
288 |
| 60 |
0.8430 |
0.7571 |
0.0859 |
11.0% |
0.0067 |
0.9% |
24% |
False |
False |
197 |
| 80 |
0.8690 |
0.7571 |
0.1119 |
14.4% |
0.0053 |
0.7% |
18% |
False |
False |
148 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0044 |
0.6% |
17% |
False |
False |
118 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
21.0% |
0.0038 |
0.5% |
13% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8038 |
|
1.618 |
0.7942 |
|
1.000 |
0.7883 |
|
0.618 |
0.7846 |
|
HIGH |
0.7787 |
|
0.618 |
0.7750 |
|
0.500 |
0.7739 |
|
0.382 |
0.7728 |
|
LOW |
0.7691 |
|
0.618 |
0.7632 |
|
1.000 |
0.7595 |
|
1.618 |
0.7536 |
|
2.618 |
0.7440 |
|
4.250 |
0.7283 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7763 |
0.7765 |
| PP |
0.7751 |
0.7754 |
| S1 |
0.7739 |
0.7744 |
|