CME Australian Dollar Future June 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 |
0.7758 |
0.7714 |
-0.0044 |
-0.6% |
0.7791 |
| High |
0.7758 |
0.7802 |
0.0044 |
0.6% |
0.7865 |
| Low |
0.7711 |
0.7708 |
-0.0003 |
0.0% |
0.7691 |
| Close |
0.7726 |
0.7773 |
0.0047 |
0.6% |
0.7764 |
| Range |
0.0047 |
0.0094 |
0.0047 |
100.0% |
0.0174 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,614 |
2,570 |
956 |
59.2% |
4,370 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8043 |
0.8002 |
0.7825 |
|
| R3 |
0.7949 |
0.7908 |
0.7799 |
|
| R2 |
0.7855 |
0.7855 |
0.7790 |
|
| R1 |
0.7814 |
0.7814 |
0.7782 |
0.7835 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7771 |
| S1 |
0.7720 |
0.7720 |
0.7764 |
0.7741 |
| S2 |
0.7667 |
0.7667 |
0.7756 |
|
| S3 |
0.7573 |
0.7626 |
0.7747 |
|
| S4 |
0.7479 |
0.7532 |
0.7721 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8295 |
0.8204 |
0.7860 |
|
| R3 |
0.8121 |
0.8030 |
0.7812 |
|
| R2 |
0.7947 |
0.7947 |
0.7796 |
|
| R1 |
0.7856 |
0.7856 |
0.7780 |
0.7815 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7753 |
| S1 |
0.7682 |
0.7682 |
0.7748 |
0.7641 |
| S2 |
0.7599 |
0.7599 |
0.7732 |
|
| S3 |
0.7425 |
0.7508 |
0.7716 |
|
| S4 |
0.7251 |
0.7334 |
0.7668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7865 |
0.7708 |
0.0157 |
2.0% |
0.0078 |
1.0% |
41% |
False |
True |
1,548 |
| 10 |
0.7865 |
0.7691 |
0.0174 |
2.2% |
0.0073 |
0.9% |
47% |
False |
False |
944 |
| 20 |
0.7865 |
0.7571 |
0.0294 |
3.8% |
0.0087 |
1.1% |
69% |
False |
False |
650 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0088 |
1.1% |
32% |
False |
False |
477 |
| 60 |
0.8271 |
0.7571 |
0.0700 |
9.0% |
0.0072 |
0.9% |
29% |
False |
False |
325 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.5% |
0.0058 |
0.7% |
19% |
False |
False |
244 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0048 |
0.6% |
17% |
False |
False |
196 |
| 120 |
0.8980 |
0.7571 |
0.1409 |
18.1% |
0.0041 |
0.5% |
14% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8048 |
|
1.618 |
0.7954 |
|
1.000 |
0.7896 |
|
0.618 |
0.7860 |
|
HIGH |
0.7802 |
|
0.618 |
0.7766 |
|
0.500 |
0.7755 |
|
0.382 |
0.7744 |
|
LOW |
0.7708 |
|
0.618 |
0.7650 |
|
1.000 |
0.7614 |
|
1.618 |
0.7556 |
|
2.618 |
0.7462 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7767 |
| PP |
0.7761 |
0.7761 |
| S1 |
0.7755 |
0.7755 |
|