CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7658 |
-0.0008 |
-0.1% |
0.7758 |
| High |
0.7694 |
0.7660 |
-0.0034 |
-0.4% |
0.7813 |
| Low |
0.7639 |
0.7557 |
-0.0082 |
-1.1% |
0.7659 |
| Close |
0.7667 |
0.7570 |
-0.0097 |
-1.3% |
0.7676 |
| Range |
0.0055 |
0.0103 |
0.0048 |
87.3% |
0.0154 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.2% |
0.0000 |
| Volume |
30,555 |
64,871 |
34,316 |
112.3% |
26,362 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7840 |
0.7627 |
|
| R3 |
0.7802 |
0.7737 |
0.7598 |
|
| R2 |
0.7699 |
0.7699 |
0.7589 |
|
| R1 |
0.7634 |
0.7634 |
0.7579 |
0.7615 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7586 |
| S1 |
0.7531 |
0.7531 |
0.7561 |
0.7512 |
| S2 |
0.7493 |
0.7493 |
0.7551 |
|
| S3 |
0.7390 |
0.7428 |
0.7542 |
|
| S4 |
0.7287 |
0.7325 |
0.7513 |
|
|
| 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 |
0.7557 |
0.0256 |
3.4% |
0.0089 |
1.2% |
5% |
False |
True |
23,520 |
| 10 |
0.7865 |
0.7557 |
0.0308 |
4.1% |
0.0084 |
1.1% |
4% |
False |
True |
12,534 |
| 20 |
0.7865 |
0.7557 |
0.0308 |
4.1% |
0.0081 |
1.1% |
4% |
False |
True |
6,438 |
| 40 |
0.8208 |
0.7557 |
0.0651 |
8.6% |
0.0092 |
1.2% |
2% |
False |
True |
3,395 |
| 60 |
0.8225 |
0.7557 |
0.0668 |
8.8% |
0.0077 |
1.0% |
2% |
False |
True |
2,285 |
| 80 |
0.8624 |
0.7557 |
0.1067 |
14.1% |
0.0061 |
0.8% |
1% |
False |
True |
1,714 |
| 100 |
0.8746 |
0.7557 |
0.1189 |
15.7% |
0.0052 |
0.7% |
1% |
False |
True |
1,372 |
| 120 |
0.8834 |
0.7557 |
0.1277 |
16.9% |
0.0045 |
0.6% |
1% |
False |
True |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8098 |
|
2.618 |
0.7930 |
|
1.618 |
0.7827 |
|
1.000 |
0.7763 |
|
0.618 |
0.7724 |
|
HIGH |
0.7660 |
|
0.618 |
0.7621 |
|
0.500 |
0.7609 |
|
0.382 |
0.7596 |
|
LOW |
0.7557 |
|
0.618 |
0.7493 |
|
1.000 |
0.7454 |
|
1.618 |
0.7390 |
|
2.618 |
0.7287 |
|
4.250 |
0.7119 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7679 |
| PP |
0.7596 |
0.7642 |
| S1 |
0.7583 |
0.7606 |
|