CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7546 |
-0.0033 |
-0.4% |
0.7758 |
| High |
0.7600 |
0.7700 |
0.0100 |
1.3% |
0.7813 |
| Low |
0.7517 |
0.7530 |
0.0013 |
0.2% |
0.7659 |
| Close |
0.7535 |
0.7641 |
0.0106 |
1.4% |
0.7676 |
| Range |
0.0083 |
0.0170 |
0.0087 |
104.8% |
0.0154 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0000 |
| Volume |
74,851 |
61,862 |
-12,989 |
-17.4% |
26,362 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8057 |
0.7735 |
|
| R3 |
0.7964 |
0.7887 |
0.7688 |
|
| R2 |
0.7794 |
0.7794 |
0.7672 |
|
| R1 |
0.7717 |
0.7717 |
0.7657 |
0.7756 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7643 |
| S1 |
0.7547 |
0.7547 |
0.7625 |
0.7586 |
| S2 |
0.7454 |
0.7454 |
0.7610 |
|
| S3 |
0.7284 |
0.7377 |
0.7594 |
|
| S4 |
0.7114 |
0.7207 |
0.7548 |
|
|
| 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 |
0.7800 |
0.7517 |
0.0283 |
3.7% |
0.0110 |
1.4% |
44% |
False |
False |
49,170 |
| 10 |
0.7813 |
0.7517 |
0.0296 |
3.9% |
0.0089 |
1.2% |
42% |
False |
False |
26,009 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0085 |
1.1% |
36% |
False |
False |
13,252 |
| 40 |
0.8208 |
0.7517 |
0.0691 |
9.0% |
0.0094 |
1.2% |
18% |
False |
False |
6,804 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.0% |
0.0080 |
1.0% |
18% |
False |
False |
4,563 |
| 80 |
0.8624 |
0.7517 |
0.1107 |
14.5% |
0.0064 |
0.8% |
11% |
False |
False |
3,423 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.1% |
0.0054 |
0.7% |
10% |
False |
False |
2,739 |
| 120 |
0.8765 |
0.7517 |
0.1248 |
16.3% |
0.0047 |
0.6% |
10% |
False |
False |
2,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8423 |
|
2.618 |
0.8145 |
|
1.618 |
0.7975 |
|
1.000 |
0.7870 |
|
0.618 |
0.7805 |
|
HIGH |
0.7700 |
|
0.618 |
0.7635 |
|
0.500 |
0.7615 |
|
0.382 |
0.7595 |
|
LOW |
0.7530 |
|
0.618 |
0.7425 |
|
1.000 |
0.7360 |
|
1.618 |
0.7255 |
|
2.618 |
0.7085 |
|
4.250 |
0.6808 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7630 |
| PP |
0.7624 |
0.7619 |
| S1 |
0.7615 |
0.7609 |
|