CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7771 |
0.0057 |
0.7% |
0.7791 |
| High |
0.7802 |
0.7813 |
0.0011 |
0.1% |
0.7865 |
| Low |
0.7708 |
0.7750 |
0.0042 |
0.5% |
0.7691 |
| Close |
0.7773 |
0.7772 |
-0.0001 |
0.0% |
0.7764 |
| Range |
0.0094 |
0.0063 |
-0.0031 |
-33.0% |
0.0174 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2,570 |
2,305 |
-265 |
-10.3% |
4,370 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7933 |
0.7807 |
|
| R3 |
0.7904 |
0.7870 |
0.7789 |
|
| R2 |
0.7841 |
0.7841 |
0.7784 |
|
| R1 |
0.7807 |
0.7807 |
0.7778 |
0.7824 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7787 |
| S1 |
0.7744 |
0.7744 |
0.7766 |
0.7761 |
| S2 |
0.7715 |
0.7715 |
0.7760 |
|
| S3 |
0.7652 |
0.7681 |
0.7755 |
|
| S4 |
0.7589 |
0.7618 |
0.7737 |
|
|
| 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% |
0.0077 |
1.0% |
41% |
False |
False |
1,901 |
| 10 |
0.7865 |
0.7691 |
0.0174 |
2.2% |
0.0074 |
0.9% |
47% |
False |
False |
1,149 |
| 20 |
0.7865 |
0.7595 |
0.0270 |
3.5% |
0.0079 |
1.0% |
66% |
False |
False |
763 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0088 |
1.1% |
32% |
False |
False |
528 |
| 60 |
0.8231 |
0.7571 |
0.0660 |
8.5% |
0.0073 |
0.9% |
30% |
False |
False |
364 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.5% |
0.0058 |
0.7% |
19% |
False |
False |
273 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.1% |
0.0048 |
0.6% |
17% |
False |
False |
219 |
| 120 |
0.8942 |
0.7571 |
0.1371 |
17.6% |
0.0042 |
0.5% |
15% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8081 |
|
2.618 |
0.7978 |
|
1.618 |
0.7915 |
|
1.000 |
0.7876 |
|
0.618 |
0.7852 |
|
HIGH |
0.7813 |
|
0.618 |
0.7789 |
|
0.500 |
0.7782 |
|
0.382 |
0.7774 |
|
LOW |
0.7750 |
|
0.618 |
0.7711 |
|
1.000 |
0.7687 |
|
1.618 |
0.7648 |
|
2.618 |
0.7585 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7768 |
| PP |
0.7778 |
0.7764 |
| S1 |
0.7775 |
0.7761 |
|