CME Australian Dollar Future June 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 |
0.7771 |
0.7734 |
-0.0037 |
-0.5% |
0.7758 |
| High |
0.7793 |
0.7800 |
0.0007 |
0.1% |
0.7813 |
| Low |
0.7709 |
0.7659 |
-0.0050 |
-0.6% |
0.7659 |
| Close |
0.7728 |
0.7676 |
-0.0052 |
-0.7% |
0.7676 |
| Range |
0.0084 |
0.0141 |
0.0057 |
67.9% |
0.0154 |
| ATR |
0.0082 |
0.0087 |
0.0004 |
5.1% |
0.0000 |
| Volume |
6,158 |
13,715 |
7,557 |
122.7% |
26,362 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8135 |
0.8046 |
0.7754 |
|
| R3 |
0.7994 |
0.7905 |
0.7715 |
|
| R2 |
0.7853 |
0.7853 |
0.7702 |
|
| R1 |
0.7764 |
0.7764 |
0.7689 |
0.7738 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7699 |
| S1 |
0.7623 |
0.7623 |
0.7663 |
0.7597 |
| S2 |
0.7571 |
0.7571 |
0.7650 |
|
| S3 |
0.7430 |
0.7482 |
0.7637 |
|
| S4 |
0.7289 |
0.7341 |
0.7598 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8081 |
0.7761 |
|
| R3 |
0.8024 |
0.7927 |
0.7718 |
|
| R2 |
0.7870 |
0.7870 |
0.7704 |
|
| R1 |
0.7773 |
0.7773 |
0.7690 |
0.7745 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7702 |
| S1 |
0.7619 |
0.7619 |
0.7662 |
0.7591 |
| S2 |
0.7562 |
0.7562 |
0.7648 |
|
| S3 |
0.7408 |
0.7465 |
0.7634 |
|
| S4 |
0.7254 |
0.7311 |
0.7591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7813 |
0.7659 |
0.0154 |
2.0% |
0.0086 |
1.1% |
11% |
False |
True |
5,272 |
| 10 |
0.7865 |
0.7659 |
0.0206 |
2.7% |
0.0083 |
1.1% |
8% |
False |
True |
3,073 |
| 20 |
0.7865 |
0.7595 |
0.0270 |
3.5% |
0.0081 |
1.1% |
30% |
False |
False |
1,686 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0092 |
1.2% |
16% |
False |
False |
1,015 |
| 60 |
0.8231 |
0.7571 |
0.0660 |
8.6% |
0.0075 |
1.0% |
16% |
False |
False |
695 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.7% |
0.0059 |
0.8% |
10% |
False |
False |
521 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.3% |
0.0050 |
0.7% |
9% |
False |
False |
417 |
| 120 |
0.8919 |
0.7571 |
0.1348 |
17.6% |
0.0043 |
0.6% |
8% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8399 |
|
2.618 |
0.8169 |
|
1.618 |
0.8028 |
|
1.000 |
0.7941 |
|
0.618 |
0.7887 |
|
HIGH |
0.7800 |
|
0.618 |
0.7746 |
|
0.500 |
0.7730 |
|
0.382 |
0.7713 |
|
LOW |
0.7659 |
|
0.618 |
0.7572 |
|
1.000 |
0.7518 |
|
1.618 |
0.7431 |
|
2.618 |
0.7290 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7730 |
0.7736 |
| PP |
0.7712 |
0.7716 |
| S1 |
0.7694 |
0.7696 |
|