CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7837 |
0.7761 |
-0.0076 |
-1.0% |
0.7791 |
| High |
0.7865 |
0.7786 |
-0.0079 |
-1.0% |
0.7865 |
| Low |
0.7740 |
0.7732 |
-0.0008 |
-0.1% |
0.7691 |
| Close |
0.7748 |
0.7764 |
0.0016 |
0.2% |
0.7764 |
| Range |
0.0125 |
0.0054 |
-0.0071 |
-56.8% |
0.0174 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
1,419 |
1,598 |
179 |
12.6% |
4,370 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7897 |
0.7794 |
|
| R3 |
0.7869 |
0.7843 |
0.7779 |
|
| R2 |
0.7815 |
0.7815 |
0.7774 |
|
| R1 |
0.7789 |
0.7789 |
0.7769 |
0.7802 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7767 |
| S1 |
0.7735 |
0.7735 |
0.7759 |
0.7748 |
| S2 |
0.7707 |
0.7707 |
0.7754 |
|
| S3 |
0.7653 |
0.7681 |
0.7749 |
|
| S4 |
0.7599 |
0.7627 |
0.7734 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8204 |
0.7860 |
|
| R3 |
0.8121 |
0.8030 |
0.7812 |
|
| R2 |
0.7947 |
0.7947 |
0.7796 |
|
| R1 |
0.7856 |
0.7856 |
0.7780 |
0.7815 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7753 |
| S1 |
0.7682 |
0.7682 |
0.7748 |
0.7641 |
| S2 |
0.7599 |
0.7599 |
0.7732 |
|
| S3 |
0.7425 |
0.7508 |
0.7716 |
|
| S4 |
0.7251 |
0.7334 |
0.7668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7865 |
0.7691 |
0.0174 |
2.2% |
0.0081 |
1.0% |
42% |
False |
False |
874 |
| 10 |
0.7865 |
0.7676 |
0.0189 |
2.4% |
0.0072 |
0.9% |
47% |
False |
False |
626 |
| 20 |
0.7865 |
0.7571 |
0.0294 |
3.8% |
0.0085 |
1.1% |
66% |
False |
False |
462 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0087 |
1.1% |
30% |
False |
False |
375 |
| 60 |
0.8352 |
0.7571 |
0.0781 |
10.1% |
0.0070 |
0.9% |
25% |
False |
False |
256 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0056 |
0.7% |
18% |
False |
False |
192 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0047 |
0.6% |
16% |
False |
False |
154 |
| 120 |
0.9113 |
0.7571 |
0.1542 |
19.9% |
0.0040 |
0.5% |
13% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7927 |
|
1.618 |
0.7873 |
|
1.000 |
0.7840 |
|
0.618 |
0.7819 |
|
HIGH |
0.7786 |
|
0.618 |
0.7765 |
|
0.500 |
0.7759 |
|
0.382 |
0.7753 |
|
LOW |
0.7732 |
|
0.618 |
0.7699 |
|
1.000 |
0.7678 |
|
1.618 |
0.7645 |
|
2.618 |
0.7591 |
|
4.250 |
0.7503 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7799 |
| PP |
0.7761 |
0.7787 |
| S1 |
0.7759 |
0.7776 |
|