CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7754 |
-0.0046 |
-0.6% |
0.7831 |
| High |
0.7802 |
0.7850 |
0.0048 |
0.6% |
0.7905 |
| Low |
0.7750 |
0.7746 |
-0.0004 |
-0.1% |
0.7731 |
| Close |
0.7766 |
0.7815 |
0.0049 |
0.6% |
0.7804 |
| Range |
0.0052 |
0.0104 |
0.0052 |
100.0% |
0.0174 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
60,142 |
100,497 |
40,355 |
67.1% |
406,418 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8069 |
0.7872 |
|
| R3 |
0.8012 |
0.7965 |
0.7844 |
|
| R2 |
0.7908 |
0.7908 |
0.7834 |
|
| R1 |
0.7861 |
0.7861 |
0.7825 |
0.7885 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7815 |
| S1 |
0.7757 |
0.7757 |
0.7805 |
0.7781 |
| S2 |
0.7700 |
0.7700 |
0.7796 |
|
| S3 |
0.7596 |
0.7653 |
0.7786 |
|
| S4 |
0.7492 |
0.7549 |
0.7758 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8335 |
0.8244 |
0.7900 |
|
| R3 |
0.8161 |
0.8070 |
0.7852 |
|
| R2 |
0.7987 |
0.7987 |
0.7836 |
|
| R1 |
0.7896 |
0.7896 |
0.7820 |
0.7855 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7793 |
| S1 |
0.7722 |
0.7722 |
0.7788 |
0.7681 |
| S2 |
0.7639 |
0.7639 |
0.7772 |
|
| S3 |
0.7465 |
0.7548 |
0.7756 |
|
| S4 |
0.7291 |
0.7374 |
0.7708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7905 |
0.7746 |
0.0159 |
2.0% |
0.0084 |
1.1% |
43% |
False |
True |
84,656 |
| 10 |
0.7905 |
0.7731 |
0.0174 |
2.2% |
0.0080 |
1.0% |
48% |
False |
False |
79,501 |
| 20 |
0.7905 |
0.7607 |
0.0298 |
3.8% |
0.0095 |
1.2% |
70% |
False |
False |
89,497 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0100 |
1.3% |
32% |
False |
False |
92,397 |
| 60 |
0.8368 |
0.7607 |
0.0761 |
9.7% |
0.0092 |
1.2% |
27% |
False |
False |
77,794 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0094 |
1.2% |
19% |
False |
False |
58,819 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0092 |
1.2% |
17% |
False |
False |
47,091 |
| 120 |
0.9097 |
0.7607 |
0.1490 |
19.1% |
0.0090 |
1.2% |
14% |
False |
False |
39,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8292 |
|
2.618 |
0.8122 |
|
1.618 |
0.8018 |
|
1.000 |
0.7954 |
|
0.618 |
0.7914 |
|
HIGH |
0.7850 |
|
0.618 |
0.7810 |
|
0.500 |
0.7798 |
|
0.382 |
0.7786 |
|
LOW |
0.7746 |
|
0.618 |
0.7682 |
|
1.000 |
0.7642 |
|
1.618 |
0.7578 |
|
2.618 |
0.7474 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7809 |
| PP |
0.7804 |
0.7804 |
| S1 |
0.7798 |
0.7798 |
|