CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7692 |
0.7668 |
-0.0024 |
-0.3% |
0.7692 |
| High |
0.7692 |
0.7668 |
-0.0024 |
-0.3% |
0.7738 |
| Low |
0.7692 |
0.7640 |
-0.0052 |
-0.7% |
0.7640 |
| Close |
0.7692 |
0.7640 |
-0.0052 |
-0.7% |
0.7640 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0098 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7715 |
0.7655 |
|
| R3 |
0.7705 |
0.7687 |
0.7648 |
|
| R2 |
0.7677 |
0.7677 |
0.7645 |
|
| R1 |
0.7659 |
0.7659 |
0.7643 |
0.7654 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7647 |
| S1 |
0.7631 |
0.7631 |
0.7637 |
0.7626 |
| S2 |
0.7621 |
0.7621 |
0.7635 |
|
| S3 |
0.7593 |
0.7603 |
0.7632 |
|
| S4 |
0.7565 |
0.7575 |
0.7625 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7901 |
0.7694 |
|
| R3 |
0.7869 |
0.7803 |
0.7667 |
|
| R2 |
0.7771 |
0.7771 |
0.7658 |
|
| R1 |
0.7705 |
0.7705 |
0.7649 |
0.7689 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7665 |
| S1 |
0.7607 |
0.7607 |
0.7631 |
0.7591 |
| S2 |
0.7575 |
0.7575 |
0.7622 |
|
| S3 |
0.7477 |
0.7509 |
0.7613 |
|
| S4 |
0.7379 |
0.7411 |
0.7586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7738 |
0.7640 |
0.0098 |
1.3% |
0.0006 |
0.1% |
0% |
False |
True |
2 |
| 10 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0019 |
0.2% |
7% |
False |
False |
1 |
| 20 |
0.7803 |
0.7620 |
0.0183 |
2.4% |
0.0014 |
0.2% |
11% |
False |
False |
4 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0020 |
0.3% |
16% |
False |
False |
3 |
| 60 |
0.8180 |
0.7547 |
0.0633 |
8.3% |
0.0014 |
0.2% |
15% |
False |
False |
2 |
| 80 |
0.8569 |
0.7547 |
0.1022 |
13.4% |
0.0012 |
0.2% |
9% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7787 |
|
2.618 |
0.7741 |
|
1.618 |
0.7713 |
|
1.000 |
0.7696 |
|
0.618 |
0.7685 |
|
HIGH |
0.7668 |
|
0.618 |
0.7657 |
|
0.500 |
0.7654 |
|
0.382 |
0.7651 |
|
LOW |
0.7640 |
|
0.618 |
0.7623 |
|
1.000 |
0.7612 |
|
1.618 |
0.7595 |
|
2.618 |
0.7567 |
|
4.250 |
0.7521 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7688 |
| PP |
0.7649 |
0.7672 |
| S1 |
0.7645 |
0.7656 |
|