CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7598 |
0.0011 |
0.1% |
0.7666 |
| High |
0.7638 |
0.7624 |
-0.0014 |
-0.2% |
0.7700 |
| Low |
0.7572 |
0.7565 |
-0.0007 |
-0.1% |
0.7517 |
| Close |
0.7601 |
0.7585 |
-0.0016 |
-0.2% |
0.7577 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-10.6% |
0.0183 |
| ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
75,521 |
79,176 |
3,655 |
4.8% |
334,772 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7736 |
0.7617 |
|
| R3 |
0.7709 |
0.7677 |
0.7601 |
|
| R2 |
0.7650 |
0.7650 |
0.7596 |
|
| R1 |
0.7618 |
0.7618 |
0.7590 |
0.7605 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7585 |
| S1 |
0.7559 |
0.7559 |
0.7580 |
0.7546 |
| S2 |
0.7532 |
0.7532 |
0.7574 |
|
| S3 |
0.7473 |
0.7500 |
0.7569 |
|
| S4 |
0.7414 |
0.7441 |
0.7553 |
|
|
| 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% |
0.0096 |
1.3% |
37% |
False |
False |
78,808 |
| 10 |
0.7813 |
0.7517 |
0.0296 |
3.9% |
0.0093 |
1.2% |
23% |
False |
False |
51,164 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0083 |
1.1% |
20% |
False |
False |
26,054 |
| 40 |
0.8153 |
0.7517 |
0.0636 |
8.4% |
0.0092 |
1.2% |
11% |
False |
False |
13,209 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0081 |
1.1% |
10% |
False |
False |
8,851 |
| 80 |
0.8552 |
0.7517 |
0.1035 |
13.6% |
0.0067 |
0.9% |
7% |
False |
False |
6,640 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0056 |
0.7% |
6% |
False |
False |
5,312 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0048 |
0.6% |
6% |
False |
False |
4,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7778 |
|
1.618 |
0.7719 |
|
1.000 |
0.7683 |
|
0.618 |
0.7660 |
|
HIGH |
0.7624 |
|
0.618 |
0.7601 |
|
0.500 |
0.7595 |
|
0.382 |
0.7588 |
|
LOW |
0.7565 |
|
0.618 |
0.7529 |
|
1.000 |
0.7506 |
|
1.618 |
0.7470 |
|
2.618 |
0.7411 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7616 |
| PP |
0.7591 |
0.7606 |
| S1 |
0.7588 |
0.7595 |
|