CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7810 |
0.0001 |
0.0% |
0.7831 |
| High |
0.7856 |
0.7836 |
-0.0020 |
-0.3% |
0.7905 |
| Low |
0.7789 |
0.7749 |
-0.0040 |
-0.5% |
0.7731 |
| Close |
0.7814 |
0.7770 |
-0.0044 |
-0.6% |
0.7804 |
| Range |
0.0067 |
0.0087 |
0.0020 |
29.9% |
0.0174 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
77,344 |
99,329 |
21,985 |
28.4% |
406,418 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7995 |
0.7818 |
|
| R3 |
0.7959 |
0.7908 |
0.7794 |
|
| R2 |
0.7872 |
0.7872 |
0.7786 |
|
| R1 |
0.7821 |
0.7821 |
0.7778 |
0.7803 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7776 |
| S1 |
0.7734 |
0.7734 |
0.7762 |
0.7716 |
| S2 |
0.7698 |
0.7698 |
0.7754 |
|
| S3 |
0.7611 |
0.7647 |
0.7746 |
|
| S4 |
0.7524 |
0.7560 |
0.7722 |
|
|
| 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 |
0.7856 |
0.7746 |
0.0110 |
1.4% |
0.0073 |
0.9% |
22% |
False |
False |
82,875 |
| 10 |
0.7905 |
0.7731 |
0.0174 |
2.2% |
0.0080 |
1.0% |
22% |
False |
False |
82,020 |
| 20 |
0.7905 |
0.7630 |
0.0275 |
3.5% |
0.0086 |
1.1% |
51% |
False |
False |
84,010 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0100 |
1.3% |
25% |
False |
False |
92,797 |
| 60 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0092 |
1.2% |
23% |
False |
False |
80,539 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0093 |
1.2% |
15% |
False |
False |
61,018 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0092 |
1.2% |
13% |
False |
False |
48,852 |
| 120 |
0.8979 |
0.7607 |
0.1372 |
17.7% |
0.0090 |
1.2% |
12% |
False |
False |
40,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8064 |
|
1.618 |
0.7977 |
|
1.000 |
0.7923 |
|
0.618 |
0.7890 |
|
HIGH |
0.7836 |
|
0.618 |
0.7803 |
|
0.500 |
0.7793 |
|
0.382 |
0.7782 |
|
LOW |
0.7749 |
|
0.618 |
0.7695 |
|
1.000 |
0.7662 |
|
1.618 |
0.7608 |
|
2.618 |
0.7521 |
|
4.250 |
0.7379 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7801 |
| PP |
0.7785 |
0.7791 |
| S1 |
0.7778 |
0.7780 |
|