CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7837 |
-0.0005 |
-0.1% |
0.7587 |
| High |
0.7901 |
0.7868 |
-0.0033 |
-0.4% |
0.7806 |
| Low |
0.7800 |
0.7793 |
-0.0007 |
-0.1% |
0.7550 |
| Close |
0.7829 |
0.7803 |
-0.0026 |
-0.3% |
0.7736 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0256 |
| ATR |
0.0113 |
0.0111 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
109,458 |
72,969 |
-36,489 |
-33.3% |
526,108 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.8000 |
0.7844 |
|
| R3 |
0.7971 |
0.7925 |
0.7824 |
|
| R2 |
0.7896 |
0.7896 |
0.7817 |
|
| R1 |
0.7850 |
0.7850 |
0.7810 |
0.7836 |
| PP |
0.7821 |
0.7821 |
0.7821 |
0.7814 |
| S1 |
0.7775 |
0.7775 |
0.7796 |
0.7761 |
| S2 |
0.7746 |
0.7746 |
0.7789 |
|
| S3 |
0.7671 |
0.7700 |
0.7782 |
|
| S4 |
0.7596 |
0.7625 |
0.7762 |
|
|
| 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 |
0.7572 |
0.0329 |
4.2% |
0.0134 |
1.7% |
70% |
False |
False |
108,354 |
| 10 |
0.7901 |
0.7530 |
0.0371 |
4.8% |
0.0132 |
1.7% |
74% |
False |
False |
100,117 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
4.9% |
0.0109 |
1.4% |
74% |
False |
False |
60,041 |
| 40 |
0.7942 |
0.7517 |
0.0425 |
5.4% |
0.0100 |
1.3% |
67% |
False |
False |
30,212 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.9% |
0.0093 |
1.2% |
41% |
False |
False |
20,214 |
| 80 |
0.8394 |
0.7517 |
0.0877 |
11.2% |
0.0078 |
1.0% |
33% |
False |
False |
15,164 |
| 100 |
0.8690 |
0.7517 |
0.1173 |
15.0% |
0.0065 |
0.8% |
24% |
False |
False |
12,132 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.8% |
0.0056 |
0.7% |
23% |
False |
False |
10,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.8064 |
|
1.618 |
0.7989 |
|
1.000 |
0.7943 |
|
0.618 |
0.7914 |
|
HIGH |
0.7868 |
|
0.618 |
0.7839 |
|
0.500 |
0.7831 |
|
0.382 |
0.7822 |
|
LOW |
0.7793 |
|
0.618 |
0.7747 |
|
1.000 |
0.7718 |
|
1.618 |
0.7672 |
|
2.618 |
0.7597 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7831 |
0.7813 |
| PP |
0.7821 |
0.7810 |
| S1 |
0.7812 |
0.7806 |
|