CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7706 |
-0.0069 |
-0.9% |
0.7800 |
| High |
0.7843 |
0.7737 |
-0.0106 |
-1.4% |
0.7856 |
| Low |
0.7703 |
0.7681 |
-0.0022 |
-0.3% |
0.7703 |
| Close |
0.7718 |
0.7710 |
-0.0008 |
-0.1% |
0.7718 |
| Range |
0.0140 |
0.0056 |
-0.0084 |
-60.0% |
0.0153 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
140,042 |
85,654 |
-54,388 |
-38.8% |
477,354 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7850 |
0.7741 |
|
| R3 |
0.7821 |
0.7794 |
0.7725 |
|
| R2 |
0.7765 |
0.7765 |
0.7720 |
|
| R1 |
0.7738 |
0.7738 |
0.7715 |
0.7752 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7716 |
| S1 |
0.7682 |
0.7682 |
0.7705 |
0.7696 |
| S2 |
0.7653 |
0.7653 |
0.7700 |
|
| S3 |
0.7597 |
0.7626 |
0.7695 |
|
| S4 |
0.7541 |
0.7570 |
0.7679 |
|
|
| 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 |
0.7681 |
0.0175 |
2.3% |
0.0091 |
1.2% |
17% |
False |
True |
100,573 |
| 10 |
0.7905 |
0.7681 |
0.0224 |
2.9% |
0.0087 |
1.1% |
13% |
False |
True |
91,670 |
| 20 |
0.7905 |
0.7630 |
0.0275 |
3.6% |
0.0086 |
1.1% |
29% |
False |
False |
85,204 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.5% |
0.0102 |
1.3% |
16% |
False |
False |
94,575 |
| 60 |
0.8320 |
0.7607 |
0.0713 |
9.2% |
0.0092 |
1.2% |
14% |
False |
False |
83,193 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.4% |
0.0093 |
1.2% |
9% |
False |
False |
63,827 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.7% |
0.0092 |
1.2% |
9% |
False |
False |
51,106 |
| 120 |
0.8979 |
0.7607 |
0.1372 |
17.8% |
0.0091 |
1.2% |
8% |
False |
False |
42,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7884 |
|
1.618 |
0.7828 |
|
1.000 |
0.7793 |
|
0.618 |
0.7772 |
|
HIGH |
0.7737 |
|
0.618 |
0.7716 |
|
0.500 |
0.7709 |
|
0.382 |
0.7702 |
|
LOW |
0.7681 |
|
0.618 |
0.7646 |
|
1.000 |
0.7625 |
|
1.618 |
0.7590 |
|
2.618 |
0.7534 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7710 |
0.7762 |
| PP |
0.7709 |
0.7745 |
| S1 |
0.7709 |
0.7727 |
|