CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7587 |
-0.0077 |
-1.0% |
0.7666 |
| High |
0.7667 |
0.7638 |
-0.0029 |
-0.4% |
0.7700 |
| Low |
0.7566 |
0.7572 |
0.0006 |
0.1% |
0.7517 |
| Close |
0.7577 |
0.7601 |
0.0024 |
0.3% |
0.7577 |
| Range |
0.0101 |
0.0066 |
-0.0035 |
-34.7% |
0.0183 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
102,633 |
75,521 |
-27,112 |
-26.4% |
334,772 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7767 |
0.7637 |
|
| R3 |
0.7736 |
0.7701 |
0.7619 |
|
| R2 |
0.7670 |
0.7670 |
0.7613 |
|
| R1 |
0.7635 |
0.7635 |
0.7607 |
0.7653 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7612 |
| S1 |
0.7569 |
0.7569 |
0.7595 |
0.7587 |
| S2 |
0.7538 |
0.7538 |
0.7589 |
|
| S3 |
0.7472 |
0.7503 |
0.7583 |
|
| S4 |
0.7406 |
0.7437 |
0.7565 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8045 |
0.7678 |
|
| R3 |
0.7964 |
0.7862 |
0.7627 |
|
| R2 |
0.7781 |
0.7781 |
0.7611 |
|
| R1 |
0.7679 |
0.7679 |
0.7594 |
0.7639 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7578 |
| S1 |
0.7496 |
0.7496 |
0.7560 |
0.7456 |
| S2 |
0.7415 |
0.7415 |
0.7543 |
|
| S3 |
0.7232 |
0.7313 |
0.7527 |
|
| S4 |
0.7049 |
0.7130 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7700 |
0.7517 |
0.0183 |
2.4% |
0.0105 |
1.4% |
46% |
False |
False |
75,947 |
| 10 |
0.7813 |
0.7517 |
0.0296 |
3.9% |
0.0096 |
1.3% |
28% |
False |
False |
43,504 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0083 |
1.1% |
24% |
False |
False |
22,105 |
| 40 |
0.8162 |
0.7517 |
0.0645 |
8.5% |
0.0092 |
1.2% |
13% |
False |
False |
11,252 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0082 |
1.1% |
12% |
False |
False |
7,532 |
| 80 |
0.8605 |
0.7517 |
0.1088 |
14.3% |
0.0066 |
0.9% |
8% |
False |
False |
5,650 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0055 |
0.7% |
7% |
False |
False |
4,520 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0048 |
0.6% |
7% |
False |
False |
3,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7919 |
|
2.618 |
0.7811 |
|
1.618 |
0.7745 |
|
1.000 |
0.7704 |
|
0.618 |
0.7679 |
|
HIGH |
0.7638 |
|
0.618 |
0.7613 |
|
0.500 |
0.7605 |
|
0.382 |
0.7597 |
|
LOW |
0.7572 |
|
0.618 |
0.7531 |
|
1.000 |
0.7506 |
|
1.618 |
0.7465 |
|
2.618 |
0.7399 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7615 |
| PP |
0.7604 |
0.7610 |
| S1 |
0.7602 |
0.7606 |
|