CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7758 |
0.7842 |
0.0084 |
1.1% |
0.7587 |
| High |
0.7862 |
0.7901 |
0.0039 |
0.5% |
0.7806 |
| Low |
0.7725 |
0.7800 |
0.0075 |
1.0% |
0.7550 |
| Close |
0.7842 |
0.7829 |
-0.0013 |
-0.2% |
0.7736 |
| Range |
0.0137 |
0.0101 |
-0.0036 |
-26.3% |
0.0256 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
128,149 |
109,458 |
-18,691 |
-14.6% |
526,108 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8089 |
0.7885 |
|
| R3 |
0.8045 |
0.7988 |
0.7857 |
|
| R2 |
0.7944 |
0.7944 |
0.7848 |
|
| R1 |
0.7887 |
0.7887 |
0.7838 |
0.7865 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7833 |
| S1 |
0.7786 |
0.7786 |
0.7820 |
0.7764 |
| S2 |
0.7742 |
0.7742 |
0.7810 |
|
| S3 |
0.7641 |
0.7685 |
0.7801 |
|
| S4 |
0.7540 |
0.7584 |
0.7773 |
|
|
| 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 |
0.7901 |
0.7550 |
0.0351 |
4.5% |
0.0170 |
2.2% |
79% |
True |
False |
121,803 |
| 10 |
0.7901 |
0.7517 |
0.0384 |
4.9% |
0.0133 |
1.7% |
81% |
True |
False |
100,306 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
4.9% |
0.0108 |
1.4% |
81% |
True |
False |
56,420 |
| 40 |
0.7942 |
0.7517 |
0.0425 |
5.4% |
0.0099 |
1.3% |
73% |
False |
False |
28,394 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.8% |
0.0092 |
1.2% |
45% |
False |
False |
18,998 |
| 80 |
0.8430 |
0.7517 |
0.0913 |
11.7% |
0.0077 |
1.0% |
34% |
False |
False |
14,252 |
| 100 |
0.8690 |
0.7517 |
0.1173 |
15.0% |
0.0064 |
0.8% |
27% |
False |
False |
11,402 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.7% |
0.0055 |
0.7% |
25% |
False |
False |
9,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8330 |
|
2.618 |
0.8165 |
|
1.618 |
0.8064 |
|
1.000 |
0.8002 |
|
0.618 |
0.7963 |
|
HIGH |
0.7901 |
|
0.618 |
0.7862 |
|
0.500 |
0.7851 |
|
0.382 |
0.7839 |
|
LOW |
0.7800 |
|
0.618 |
0.7738 |
|
1.000 |
0.7699 |
|
1.618 |
0.7637 |
|
2.618 |
0.7536 |
|
4.250 |
0.7371 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7851 |
0.7804 |
| PP |
0.7843 |
0.7779 |
| S1 |
0.7836 |
0.7754 |
|