CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7738 |
0.7736 |
-0.0002 |
0.0% |
0.7711 |
High |
0.7738 |
0.7736 |
-0.0002 |
0.0% |
0.7803 |
Low |
0.7738 |
0.7736 |
-0.0002 |
0.0% |
0.7627 |
Close |
0.7738 |
0.7736 |
-0.0002 |
0.0% |
0.7729 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0050 |
-0.0004 |
-6.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7736 |
0.7736 |
0.7736 |
|
R3 |
0.7736 |
0.7736 |
0.7736 |
|
R2 |
0.7736 |
0.7736 |
0.7736 |
|
R1 |
0.7736 |
0.7736 |
0.7736 |
0.7736 |
PP |
0.7736 |
0.7736 |
0.7736 |
0.7736 |
S1 |
0.7736 |
0.7736 |
0.7736 |
0.7736 |
S2 |
0.7736 |
0.7736 |
0.7736 |
|
S3 |
0.7736 |
0.7736 |
0.7736 |
|
S4 |
0.7736 |
0.7736 |
0.7736 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8248 |
0.8164 |
0.7826 |
|
R3 |
0.8072 |
0.7988 |
0.7777 |
|
R2 |
0.7896 |
0.7896 |
0.7761 |
|
R1 |
0.7812 |
0.7812 |
0.7745 |
0.7854 |
PP |
0.7720 |
0.7720 |
0.7720 |
0.7741 |
S1 |
0.7636 |
0.7636 |
0.7713 |
0.7678 |
S2 |
0.7544 |
0.7544 |
0.7697 |
|
S3 |
0.7368 |
0.7460 |
0.7681 |
|
S4 |
0.7192 |
0.7284 |
0.7632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7779 |
0.7692 |
0.0087 |
1.1% |
0.0010 |
0.1% |
51% |
False |
False |
1 |
10 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0024 |
0.3% |
62% |
False |
False |
1 |
20 |
0.7803 |
0.7620 |
0.0183 |
2.4% |
0.0014 |
0.2% |
63% |
False |
False |
4 |
40 |
0.8138 |
0.7547 |
0.0591 |
7.6% |
0.0019 |
0.2% |
32% |
False |
False |
3 |
60 |
0.8180 |
0.7547 |
0.0633 |
8.2% |
0.0015 |
0.2% |
30% |
False |
False |
2 |
80 |
0.8569 |
0.7547 |
0.1022 |
13.2% |
0.0012 |
0.2% |
18% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7736 |
2.618 |
0.7736 |
1.618 |
0.7736 |
1.000 |
0.7736 |
0.618 |
0.7736 |
HIGH |
0.7736 |
0.618 |
0.7736 |
0.500 |
0.7736 |
0.382 |
0.7736 |
LOW |
0.7736 |
0.618 |
0.7736 |
1.000 |
0.7736 |
1.618 |
0.7736 |
2.618 |
0.7736 |
4.250 |
0.7736 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7736 |
0.7729 |
PP |
0.7736 |
0.7722 |
S1 |
0.7736 |
0.7715 |
|