CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7775 |
-0.0035 |
-0.4% |
0.7800 |
| High |
0.7836 |
0.7843 |
0.0007 |
0.1% |
0.7856 |
| Low |
0.7749 |
0.7703 |
-0.0046 |
-0.6% |
0.7703 |
| Close |
0.7770 |
0.7718 |
-0.0052 |
-0.7% |
0.7718 |
| Range |
0.0087 |
0.0140 |
0.0053 |
60.9% |
0.0153 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
3.9% |
0.0000 |
| Volume |
99,329 |
140,042 |
40,713 |
41.0% |
477,354 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8175 |
0.8086 |
0.7795 |
|
| R3 |
0.8035 |
0.7946 |
0.7757 |
|
| R2 |
0.7895 |
0.7895 |
0.7744 |
|
| R1 |
0.7806 |
0.7806 |
0.7731 |
0.7781 |
| PP |
0.7755 |
0.7755 |
0.7755 |
0.7742 |
| S1 |
0.7666 |
0.7666 |
0.7705 |
0.7641 |
| S2 |
0.7615 |
0.7615 |
0.7692 |
|
| S3 |
0.7475 |
0.7526 |
0.7680 |
|
| S4 |
0.7335 |
0.7386 |
0.7641 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8218 |
0.8121 |
0.7802 |
|
| R3 |
0.8065 |
0.7968 |
0.7760 |
|
| R2 |
0.7912 |
0.7912 |
0.7746 |
|
| R1 |
0.7815 |
0.7815 |
0.7732 |
0.7787 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7745 |
| S1 |
0.7662 |
0.7662 |
0.7704 |
0.7634 |
| S2 |
0.7606 |
0.7606 |
0.7690 |
|
| S3 |
0.7453 |
0.7509 |
0.7676 |
|
| S4 |
0.7300 |
0.7356 |
0.7634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7856 |
0.7703 |
0.0153 |
2.0% |
0.0090 |
1.2% |
10% |
False |
True |
95,470 |
| 10 |
0.7905 |
0.7703 |
0.0202 |
2.6% |
0.0088 |
1.1% |
7% |
False |
True |
88,377 |
| 20 |
0.7905 |
0.7630 |
0.0275 |
3.6% |
0.0088 |
1.1% |
32% |
False |
False |
86,975 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.5% |
0.0102 |
1.3% |
17% |
False |
False |
94,306 |
| 60 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0094 |
1.2% |
16% |
False |
False |
82,647 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.3% |
0.0093 |
1.2% |
10% |
False |
False |
62,763 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.7% |
0.0092 |
1.2% |
9% |
False |
False |
50,251 |
| 120 |
0.8979 |
0.7607 |
0.1372 |
17.8% |
0.0091 |
1.2% |
8% |
False |
False |
41,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8438 |
|
2.618 |
0.8210 |
|
1.618 |
0.8070 |
|
1.000 |
0.7983 |
|
0.618 |
0.7930 |
|
HIGH |
0.7843 |
|
0.618 |
0.7790 |
|
0.500 |
0.7773 |
|
0.382 |
0.7756 |
|
LOW |
0.7703 |
|
0.618 |
0.7616 |
|
1.000 |
0.7563 |
|
1.618 |
0.7476 |
|
2.618 |
0.7336 |
|
4.250 |
0.7108 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7773 |
0.7780 |
| PP |
0.7755 |
0.7759 |
| S1 |
0.7736 |
0.7739 |
|