CME Australian Dollar Future June 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 |
0.7771 |
0.7771 |
0.0000 |
0.0% |
0.7791 |
| High |
0.7813 |
0.7793 |
-0.0020 |
-0.3% |
0.7865 |
| Low |
0.7750 |
0.7709 |
-0.0041 |
-0.5% |
0.7691 |
| Close |
0.7772 |
0.7728 |
-0.0044 |
-0.6% |
0.7764 |
| Range |
0.0063 |
0.0084 |
0.0021 |
33.3% |
0.0174 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,305 |
6,158 |
3,853 |
167.2% |
4,370 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7946 |
0.7774 |
|
| R3 |
0.7911 |
0.7862 |
0.7751 |
|
| R2 |
0.7827 |
0.7827 |
0.7743 |
|
| R1 |
0.7778 |
0.7778 |
0.7736 |
0.7761 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7735 |
| S1 |
0.7694 |
0.7694 |
0.7720 |
0.7677 |
| S2 |
0.7659 |
0.7659 |
0.7713 |
|
| S3 |
0.7575 |
0.7610 |
0.7705 |
|
| S4 |
0.7491 |
0.7526 |
0.7682 |
|
|
| 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 |
0.7813 |
0.7708 |
0.0105 |
1.4% |
0.0068 |
0.9% |
19% |
False |
False |
2,849 |
| 10 |
0.7865 |
0.7691 |
0.0174 |
2.3% |
0.0075 |
1.0% |
21% |
False |
False |
1,731 |
| 20 |
0.7865 |
0.7595 |
0.0270 |
3.5% |
0.0078 |
1.0% |
49% |
False |
False |
1,039 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.2% |
0.0089 |
1.2% |
25% |
False |
False |
677 |
| 60 |
0.8231 |
0.7571 |
0.0660 |
8.5% |
0.0074 |
1.0% |
24% |
False |
False |
466 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.6% |
0.0059 |
0.8% |
15% |
False |
False |
350 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.2% |
0.0049 |
0.6% |
13% |
False |
False |
280 |
| 120 |
0.8942 |
0.7571 |
0.1371 |
17.7% |
0.0043 |
0.6% |
11% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.8013 |
|
1.618 |
0.7929 |
|
1.000 |
0.7877 |
|
0.618 |
0.7845 |
|
HIGH |
0.7793 |
|
0.618 |
0.7761 |
|
0.500 |
0.7751 |
|
0.382 |
0.7741 |
|
LOW |
0.7709 |
|
0.618 |
0.7657 |
|
1.000 |
0.7625 |
|
1.618 |
0.7573 |
|
2.618 |
0.7489 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7751 |
0.7761 |
| PP |
0.7743 |
0.7750 |
| S1 |
0.7736 |
0.7739 |
|