CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
0.7756 |
0.7711 |
-0.0045 |
-0.6% |
0.7728 |
High |
0.7756 |
0.7711 |
-0.0045 |
-0.6% |
0.7780 |
Low |
0.7756 |
0.7711 |
-0.0045 |
-0.6% |
0.7702 |
Close |
0.7756 |
0.7711 |
-0.0045 |
-0.6% |
0.7756 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7711 |
0.7711 |
|
R3 |
0.7711 |
0.7711 |
0.7711 |
|
R2 |
0.7711 |
0.7711 |
0.7711 |
|
R1 |
0.7711 |
0.7711 |
0.7711 |
0.7711 |
PP |
0.7711 |
0.7711 |
0.7711 |
0.7711 |
S1 |
0.7711 |
0.7711 |
0.7711 |
0.7711 |
S2 |
0.7711 |
0.7711 |
0.7711 |
|
S3 |
0.7711 |
0.7711 |
0.7711 |
|
S4 |
0.7711 |
0.7711 |
0.7711 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7980 |
0.7946 |
0.7799 |
|
R3 |
0.7902 |
0.7868 |
0.7777 |
|
R2 |
0.7824 |
0.7824 |
0.7770 |
|
R1 |
0.7790 |
0.7790 |
0.7763 |
0.7807 |
PP |
0.7746 |
0.7746 |
0.7746 |
0.7755 |
S1 |
0.7712 |
0.7712 |
0.7749 |
0.7729 |
S2 |
0.7668 |
0.7668 |
0.7742 |
|
S3 |
0.7590 |
0.7634 |
0.7735 |
|
S4 |
0.7512 |
0.7556 |
0.7713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7780 |
0.7702 |
0.0078 |
1.0% |
0.0016 |
0.2% |
12% |
False |
False |
3 |
10 |
0.7780 |
0.7620 |
0.0160 |
2.1% |
0.0008 |
0.1% |
57% |
False |
False |
6 |
20 |
0.7839 |
0.7547 |
0.0292 |
3.8% |
0.0016 |
0.2% |
56% |
False |
False |
5 |
40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0015 |
0.2% |
28% |
False |
False |
3 |
60 |
0.8379 |
0.7547 |
0.0832 |
10.8% |
0.0012 |
0.2% |
20% |
False |
False |
2 |
80 |
0.8658 |
0.7547 |
0.1111 |
14.4% |
0.0010 |
0.1% |
15% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7711 |
1.618 |
0.7711 |
1.000 |
0.7711 |
0.618 |
0.7711 |
HIGH |
0.7711 |
0.618 |
0.7711 |
0.500 |
0.7711 |
0.382 |
0.7711 |
LOW |
0.7711 |
0.618 |
0.7711 |
1.000 |
0.7711 |
1.618 |
0.7711 |
2.618 |
0.7711 |
4.250 |
0.7711 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7711 |
0.7741 |
PP |
0.7711 |
0.7731 |
S1 |
0.7711 |
0.7721 |
|