CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7711 |
0.0132 |
1.7% |
0.7666 |
| High |
0.7806 |
0.7770 |
-0.0036 |
-0.5% |
0.7700 |
| Low |
0.7550 |
0.7572 |
0.0022 |
0.3% |
0.7517 |
| Close |
0.7681 |
0.7585 |
-0.0096 |
-1.2% |
0.7577 |
| Range |
0.0256 |
0.0198 |
-0.0058 |
-22.7% |
0.0183 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.9% |
0.0000 |
| Volume |
140,215 |
123,558 |
-16,657 |
-11.9% |
334,772 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8236 |
0.8109 |
0.7694 |
|
| R3 |
0.8038 |
0.7911 |
0.7639 |
|
| R2 |
0.7840 |
0.7840 |
0.7621 |
|
| R1 |
0.7713 |
0.7713 |
0.7603 |
0.7678 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7625 |
| S1 |
0.7515 |
0.7515 |
0.7567 |
0.7480 |
| S2 |
0.7444 |
0.7444 |
0.7549 |
|
| S3 |
0.7246 |
0.7317 |
0.7531 |
|
| S4 |
0.7048 |
0.7119 |
0.7476 |
|
|
| 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 |
0.7550 |
0.0256 |
3.4% |
0.0136 |
1.8% |
14% |
False |
False |
104,220 |
| 10 |
0.7806 |
0.7517 |
0.0289 |
3.8% |
0.0123 |
1.6% |
24% |
False |
False |
76,695 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0099 |
1.3% |
20% |
False |
False |
39,213 |
| 40 |
0.8049 |
0.7517 |
0.0532 |
7.0% |
0.0098 |
1.3% |
13% |
False |
False |
19,791 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0086 |
1.1% |
10% |
False |
False |
13,246 |
| 80 |
0.8552 |
0.7517 |
0.1035 |
13.6% |
0.0072 |
1.0% |
7% |
False |
False |
9,937 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0061 |
0.8% |
6% |
False |
False |
7,950 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0052 |
0.7% |
6% |
False |
False |
6,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8612 |
|
2.618 |
0.8288 |
|
1.618 |
0.8090 |
|
1.000 |
0.7968 |
|
0.618 |
0.7892 |
|
HIGH |
0.7770 |
|
0.618 |
0.7694 |
|
0.500 |
0.7671 |
|
0.382 |
0.7648 |
|
LOW |
0.7572 |
|
0.618 |
0.7450 |
|
1.000 |
0.7374 |
|
1.618 |
0.7252 |
|
2.618 |
0.7054 |
|
4.250 |
0.6731 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7671 |
0.7678 |
| PP |
0.7642 |
0.7647 |
| S1 |
0.7614 |
0.7616 |
|