CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7612 |
-0.0099 |
-1.3% |
0.7587 |
| High |
0.7770 |
0.7764 |
-0.0006 |
-0.1% |
0.7806 |
| Low |
0.7572 |
0.7606 |
0.0034 |
0.4% |
0.7550 |
| Close |
0.7585 |
0.7736 |
0.0151 |
2.0% |
0.7736 |
| Range |
0.0198 |
0.0158 |
-0.0040 |
-20.2% |
0.0256 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.8% |
0.0000 |
| Volume |
123,558 |
107,638 |
-15,920 |
-12.9% |
526,108 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8176 |
0.8114 |
0.7823 |
|
| R3 |
0.8018 |
0.7956 |
0.7779 |
|
| R2 |
0.7860 |
0.7860 |
0.7765 |
|
| R1 |
0.7798 |
0.7798 |
0.7750 |
0.7829 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7718 |
| S1 |
0.7640 |
0.7640 |
0.7722 |
0.7671 |
| S2 |
0.7544 |
0.7544 |
0.7707 |
|
| S3 |
0.7386 |
0.7482 |
0.7693 |
|
| S4 |
0.7228 |
0.7324 |
0.7649 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8465 |
0.8357 |
0.7877 |
|
| R3 |
0.8209 |
0.8101 |
0.7806 |
|
| R2 |
0.7953 |
0.7953 |
0.7783 |
|
| R1 |
0.7845 |
0.7845 |
0.7759 |
0.7899 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7725 |
| S1 |
0.7589 |
0.7589 |
0.7713 |
0.7643 |
| S2 |
0.7441 |
0.7441 |
0.7689 |
|
| S3 |
0.7185 |
0.7333 |
0.7666 |
|
| S4 |
0.6929 |
0.7077 |
0.7595 |
|
|
| 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 |
3.3% |
0.0147 |
1.9% |
73% |
False |
False |
105,221 |
| 10 |
0.7806 |
0.7517 |
0.0289 |
3.7% |
0.0125 |
1.6% |
76% |
False |
False |
86,088 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.5% |
0.0104 |
1.3% |
63% |
False |
False |
44,580 |
| 40 |
0.7964 |
0.7517 |
0.0447 |
5.8% |
0.0099 |
1.3% |
49% |
False |
False |
22,472 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.9% |
0.0089 |
1.1% |
32% |
False |
False |
15,040 |
| 80 |
0.8485 |
0.7517 |
0.0968 |
12.5% |
0.0074 |
1.0% |
23% |
False |
False |
11,282 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
15.9% |
0.0062 |
0.8% |
18% |
False |
False |
9,026 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.9% |
0.0053 |
0.7% |
18% |
False |
False |
7,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8436 |
|
2.618 |
0.8178 |
|
1.618 |
0.8020 |
|
1.000 |
0.7922 |
|
0.618 |
0.7862 |
|
HIGH |
0.7764 |
|
0.618 |
0.7704 |
|
0.500 |
0.7685 |
|
0.382 |
0.7666 |
|
LOW |
0.7606 |
|
0.618 |
0.7508 |
|
1.000 |
0.7448 |
|
1.618 |
0.7350 |
|
2.618 |
0.7192 |
|
4.250 |
0.6935 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7717 |
| PP |
0.7702 |
0.7697 |
| S1 |
0.7685 |
0.7678 |
|