CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 12-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2015 |
12-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7664 |
0.0044 |
0.6% |
0.7640 |
High |
0.7620 |
0.7664 |
0.0044 |
0.6% |
0.7707 |
Low |
0.7620 |
0.7664 |
0.0044 |
0.6% |
0.7547 |
Close |
0.7620 |
0.7664 |
0.0044 |
0.6% |
0.7696 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
Volume |
15 |
15 |
0 |
0.0% |
42 |
|
Daily Pivots for day following 12-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7664 |
0.7664 |
0.7664 |
|
R3 |
0.7664 |
0.7664 |
0.7664 |
|
R2 |
0.7664 |
0.7664 |
0.7664 |
|
R1 |
0.7664 |
0.7664 |
0.7664 |
0.7664 |
PP |
0.7664 |
0.7664 |
0.7664 |
0.7664 |
S1 |
0.7664 |
0.7664 |
0.7664 |
0.7664 |
S2 |
0.7664 |
0.7664 |
0.7664 |
|
S3 |
0.7664 |
0.7664 |
0.7664 |
|
S4 |
0.7664 |
0.7664 |
0.7664 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8130 |
0.8073 |
0.7784 |
|
R3 |
0.7970 |
0.7913 |
0.7740 |
|
R2 |
0.7810 |
0.7810 |
0.7725 |
|
R1 |
0.7753 |
0.7753 |
0.7711 |
0.7782 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7664 |
S1 |
0.7593 |
0.7593 |
0.7681 |
0.7622 |
S2 |
0.7490 |
0.7490 |
0.7667 |
|
S3 |
0.7330 |
0.7433 |
0.7652 |
|
S4 |
0.7170 |
0.7273 |
0.7608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7715 |
0.7620 |
0.0095 |
1.2% |
0.0000 |
0.0% |
46% |
False |
False |
6 |
10 |
0.7715 |
0.7547 |
0.0168 |
2.2% |
0.0024 |
0.3% |
70% |
False |
False |
7 |
20 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0024 |
0.3% |
20% |
False |
False |
4 |
40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0014 |
0.2% |
20% |
False |
False |
2 |
60 |
0.8543 |
0.7547 |
0.0996 |
13.0% |
0.0011 |
0.1% |
12% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7664 |
2.618 |
0.7664 |
1.618 |
0.7664 |
1.000 |
0.7664 |
0.618 |
0.7664 |
HIGH |
0.7664 |
0.618 |
0.7664 |
0.500 |
0.7664 |
0.382 |
0.7664 |
LOW |
0.7664 |
0.618 |
0.7664 |
1.000 |
0.7664 |
1.618 |
0.7664 |
2.618 |
0.7664 |
4.250 |
0.7664 |
|
|
Fisher Pivots for day following 12-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7664 |
0.7659 |
PP |
0.7664 |
0.7653 |
S1 |
0.7664 |
0.7648 |
|