CME Australian Dollar Future September 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 |
0.7627 |
0.7803 |
0.0176 |
2.3% |
0.7728 |
High |
0.7738 |
0.7803 |
0.0065 |
0.8% |
0.7780 |
Low |
0.7627 |
0.7803 |
0.0176 |
2.3% |
0.7702 |
Close |
0.7738 |
0.7803 |
0.0065 |
0.8% |
0.7756 |
Range |
0.0111 |
0.0000 |
-0.0111 |
-100.0% |
0.0078 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
18 |
|
Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7803 |
0.7803 |
0.7803 |
|
R3 |
0.7803 |
0.7803 |
0.7803 |
|
R2 |
0.7803 |
0.7803 |
0.7803 |
|
R1 |
0.7803 |
0.7803 |
0.7803 |
0.7803 |
PP |
0.7803 |
0.7803 |
0.7803 |
0.7803 |
S1 |
0.7803 |
0.7803 |
0.7803 |
0.7803 |
S2 |
0.7803 |
0.7803 |
0.7803 |
|
S3 |
0.7803 |
0.7803 |
0.7803 |
|
S4 |
0.7803 |
0.7803 |
0.7803 |
|
|
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 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0038 |
0.5% |
100% |
True |
False |
1 |
10 |
0.7803 |
0.7620 |
0.0183 |
2.3% |
0.0019 |
0.2% |
100% |
True |
False |
6 |
20 |
0.7839 |
0.7547 |
0.0292 |
3.7% |
0.0022 |
0.3% |
88% |
False |
False |
5 |
40 |
0.8138 |
0.7547 |
0.0591 |
7.6% |
0.0018 |
0.2% |
43% |
False |
False |
3 |
60 |
0.8342 |
0.7547 |
0.0795 |
10.2% |
0.0014 |
0.2% |
32% |
False |
False |
2 |
80 |
0.8636 |
0.7547 |
0.1089 |
14.0% |
0.0011 |
0.1% |
24% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7803 |
2.618 |
0.7803 |
1.618 |
0.7803 |
1.000 |
0.7803 |
0.618 |
0.7803 |
HIGH |
0.7803 |
0.618 |
0.7803 |
0.500 |
0.7803 |
0.382 |
0.7803 |
LOW |
0.7803 |
0.618 |
0.7803 |
1.000 |
0.7803 |
1.618 |
0.7803 |
2.618 |
0.7803 |
4.250 |
0.7803 |
|
|
Fisher Pivots for day following 25-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7803 |
0.7774 |
PP |
0.7803 |
0.7744 |
S1 |
0.7803 |
0.7715 |
|