CME Australian Dollar Future September 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 |
0.7712 |
0.7779 |
0.0067 |
0.9% |
0.7711 |
| High |
0.7712 |
0.7779 |
0.0067 |
0.9% |
0.7803 |
| Low |
0.7712 |
0.7729 |
0.0017 |
0.2% |
0.7627 |
| Close |
0.7712 |
0.7729 |
0.0017 |
0.2% |
0.7729 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0176 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7862 |
0.7757 |
|
| R3 |
0.7846 |
0.7812 |
0.7743 |
|
| R2 |
0.7796 |
0.7796 |
0.7738 |
|
| R1 |
0.7762 |
0.7762 |
0.7734 |
0.7754 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7742 |
| S1 |
0.7712 |
0.7712 |
0.7724 |
0.7704 |
| S2 |
0.7696 |
0.7696 |
0.7720 |
|
| S3 |
0.7646 |
0.7662 |
0.7715 |
|
| S4 |
0.7596 |
0.7612 |
0.7702 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8248 |
0.8164 |
0.7826 |
|
| R3 |
0.8072 |
0.7988 |
0.7777 |
|
| R2 |
0.7896 |
0.7896 |
0.7761 |
|
| R1 |
0.7812 |
0.7812 |
0.7745 |
0.7854 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7741 |
| S1 |
0.7636 |
0.7636 |
0.7713 |
0.7678 |
| S2 |
0.7544 |
0.7544 |
0.7697 |
|
| S3 |
0.7368 |
0.7460 |
0.7681 |
|
| S4 |
0.7192 |
0.7284 |
0.7632 |
|
|
| 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% |
0.0032 |
0.4% |
58% |
False |
False |
1 |
| 10 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0024 |
0.3% |
58% |
False |
False |
3 |
| 20 |
0.7803 |
0.7547 |
0.0256 |
3.3% |
0.0024 |
0.3% |
71% |
False |
False |
5 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.6% |
0.0019 |
0.2% |
31% |
False |
False |
3 |
| 60 |
0.8279 |
0.7547 |
0.0732 |
9.5% |
0.0015 |
0.2% |
25% |
False |
False |
2 |
| 80 |
0.8569 |
0.7547 |
0.1022 |
13.2% |
0.0012 |
0.2% |
18% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7910 |
|
1.618 |
0.7860 |
|
1.000 |
0.7829 |
|
0.618 |
0.7810 |
|
HIGH |
0.7779 |
|
0.618 |
0.7760 |
|
0.500 |
0.7754 |
|
0.382 |
0.7748 |
|
LOW |
0.7729 |
|
0.618 |
0.7698 |
|
1.000 |
0.7679 |
|
1.618 |
0.7648 |
|
2.618 |
0.7598 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7758 |
| PP |
0.7746 |
0.7748 |
| S1 |
0.7737 |
0.7739 |
|