CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7749 |
0.7782 |
0.0033 |
0.4% |
0.7719 |
| High |
0.7787 |
0.7851 |
0.0064 |
0.8% |
0.7797 |
| Low |
0.7691 |
0.7782 |
0.0091 |
1.2% |
0.7700 |
| Close |
0.7775 |
0.7839 |
0.0064 |
0.8% |
0.7792 |
| Range |
0.0096 |
0.0069 |
-0.0027 |
-28.1% |
0.0097 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
367 |
539 |
172 |
46.9% |
1,078 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.8004 |
0.7877 |
|
| R3 |
0.7962 |
0.7935 |
0.7858 |
|
| R2 |
0.7893 |
0.7893 |
0.7852 |
|
| R1 |
0.7866 |
0.7866 |
0.7845 |
0.7880 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7831 |
| S1 |
0.7797 |
0.7797 |
0.7833 |
0.7811 |
| S2 |
0.7755 |
0.7755 |
0.7826 |
|
| S3 |
0.7686 |
0.7728 |
0.7820 |
|
| S4 |
0.7617 |
0.7659 |
0.7801 |
|
|
| 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 |
0.7851 |
0.7691 |
0.0160 |
2.0% |
0.0071 |
0.9% |
93% |
True |
False |
397 |
| 10 |
0.7851 |
0.7595 |
0.0256 |
3.3% |
0.0076 |
1.0% |
95% |
True |
False |
373 |
| 20 |
0.7942 |
0.7571 |
0.0371 |
4.7% |
0.0091 |
1.2% |
72% |
False |
False |
383 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.1% |
0.0085 |
1.1% |
42% |
False |
False |
301 |
| 60 |
0.8394 |
0.7571 |
0.0823 |
10.5% |
0.0067 |
0.9% |
33% |
False |
False |
206 |
| 80 |
0.8690 |
0.7571 |
0.1119 |
14.3% |
0.0054 |
0.7% |
24% |
False |
False |
154 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.0% |
0.0045 |
0.6% |
23% |
False |
False |
124 |
| 120 |
0.9200 |
0.7571 |
0.1629 |
20.8% |
0.0039 |
0.5% |
16% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8032 |
|
1.618 |
0.7963 |
|
1.000 |
0.7920 |
|
0.618 |
0.7894 |
|
HIGH |
0.7851 |
|
0.618 |
0.7825 |
|
0.500 |
0.7817 |
|
0.382 |
0.7808 |
|
LOW |
0.7782 |
|
0.618 |
0.7739 |
|
1.000 |
0.7713 |
|
1.618 |
0.7670 |
|
2.618 |
0.7601 |
|
4.250 |
0.7489 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7832 |
0.7816 |
| PP |
0.7824 |
0.7794 |
| S1 |
0.7817 |
0.7771 |
|