CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 13-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2015 |
13-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7664 |
0.7673 |
0.0009 |
0.1% |
0.7715 |
High |
0.7664 |
0.7673 |
0.0009 |
0.1% |
0.7715 |
Low |
0.7664 |
0.7673 |
0.0009 |
0.1% |
0.7620 |
Close |
0.7664 |
0.7673 |
0.0009 |
0.1% |
0.7673 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.8% |
0.0000 |
Volume |
15 |
15 |
0 |
0.0% |
47 |
|
Daily Pivots for day following 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7673 |
0.7673 |
0.7673 |
|
R3 |
0.7673 |
0.7673 |
0.7673 |
|
R2 |
0.7673 |
0.7673 |
0.7673 |
|
R1 |
0.7673 |
0.7673 |
0.7673 |
0.7673 |
PP |
0.7673 |
0.7673 |
0.7673 |
0.7673 |
S1 |
0.7673 |
0.7673 |
0.7673 |
0.7673 |
S2 |
0.7673 |
0.7673 |
0.7673 |
|
S3 |
0.7673 |
0.7673 |
0.7673 |
|
S4 |
0.7673 |
0.7673 |
0.7673 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7954 |
0.7909 |
0.7725 |
|
R3 |
0.7859 |
0.7814 |
0.7699 |
|
R2 |
0.7764 |
0.7764 |
0.7690 |
|
R1 |
0.7719 |
0.7719 |
0.7682 |
0.7694 |
PP |
0.7669 |
0.7669 |
0.7669 |
0.7657 |
S1 |
0.7624 |
0.7624 |
0.7664 |
0.7599 |
S2 |
0.7574 |
0.7574 |
0.7656 |
|
S3 |
0.7479 |
0.7529 |
0.7647 |
|
S4 |
0.7384 |
0.7434 |
0.7621 |
|
|
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% |
56% |
False |
False |
9 |
10 |
0.7715 |
0.7547 |
0.0168 |
2.2% |
0.0024 |
0.3% |
75% |
False |
False |
8 |
20 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0023 |
0.3% |
21% |
False |
False |
5 |
40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0014 |
0.2% |
21% |
False |
False |
3 |
60 |
0.8543 |
0.7547 |
0.0996 |
13.0% |
0.0011 |
0.1% |
13% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7673 |
2.618 |
0.7673 |
1.618 |
0.7673 |
1.000 |
0.7673 |
0.618 |
0.7673 |
HIGH |
0.7673 |
0.618 |
0.7673 |
0.500 |
0.7673 |
0.382 |
0.7673 |
LOW |
0.7673 |
0.618 |
0.7673 |
1.000 |
0.7673 |
1.618 |
0.7673 |
2.618 |
0.7673 |
4.250 |
0.7673 |
|
|
Fisher Pivots for day following 13-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7673 |
0.7664 |
PP |
0.7673 |
0.7655 |
S1 |
0.7673 |
0.7647 |
|