CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7598 |
0.7579 |
-0.0019 |
-0.3% |
0.7666 |
| High |
0.7624 |
0.7806 |
0.0182 |
2.4% |
0.7700 |
| Low |
0.7565 |
0.7550 |
-0.0015 |
-0.2% |
0.7517 |
| Close |
0.7585 |
0.7681 |
0.0096 |
1.3% |
0.7577 |
| Range |
0.0059 |
0.0256 |
0.0197 |
333.9% |
0.0183 |
| ATR |
0.0088 |
0.0100 |
0.0012 |
13.5% |
0.0000 |
| Volume |
79,176 |
140,215 |
61,039 |
77.1% |
334,772 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8447 |
0.8320 |
0.7822 |
|
| R3 |
0.8191 |
0.8064 |
0.7751 |
|
| R2 |
0.7935 |
0.7935 |
0.7728 |
|
| R1 |
0.7808 |
0.7808 |
0.7704 |
0.7872 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7711 |
| S1 |
0.7552 |
0.7552 |
0.7658 |
0.7616 |
| S2 |
0.7423 |
0.7423 |
0.7634 |
|
| S3 |
0.7167 |
0.7296 |
0.7611 |
|
| S4 |
0.6911 |
0.7040 |
0.7540 |
|
|
| 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 |
0.7806 |
0.7530 |
0.0276 |
3.6% |
0.0130 |
1.7% |
55% |
True |
False |
91,881 |
| 10 |
0.7806 |
0.7517 |
0.0289 |
3.8% |
0.0112 |
1.5% |
57% |
True |
False |
64,955 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.5% |
0.0093 |
1.2% |
47% |
False |
False |
33,052 |
| 40 |
0.8140 |
0.7517 |
0.0623 |
8.1% |
0.0096 |
1.3% |
26% |
False |
False |
16,710 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.0% |
0.0084 |
1.1% |
24% |
False |
False |
11,187 |
| 80 |
0.8552 |
0.7517 |
0.1035 |
13.5% |
0.0070 |
0.9% |
16% |
False |
False |
8,392 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.0% |
0.0059 |
0.8% |
13% |
False |
False |
6,714 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.0% |
0.0051 |
0.7% |
13% |
False |
False |
5,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8894 |
|
2.618 |
0.8476 |
|
1.618 |
0.8220 |
|
1.000 |
0.8062 |
|
0.618 |
0.7964 |
|
HIGH |
0.7806 |
|
0.618 |
0.7708 |
|
0.500 |
0.7678 |
|
0.382 |
0.7648 |
|
LOW |
0.7550 |
|
0.618 |
0.7392 |
|
1.000 |
0.7294 |
|
1.618 |
0.7136 |
|
2.618 |
0.6880 |
|
4.250 |
0.6462 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7680 |
| PP |
0.7679 |
0.7679 |
| S1 |
0.7678 |
0.7678 |
|