CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7631 |
0.7578 |
-0.0053 |
-0.7% |
0.7692 |
High |
0.7631 |
0.7580 |
-0.0051 |
-0.7% |
0.7738 |
Low |
0.7631 |
0.7515 |
-0.0116 |
-1.5% |
0.7640 |
Close |
0.7631 |
0.7534 |
-0.0097 |
-1.3% |
0.7640 |
Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0098 |
ATR |
0.0047 |
0.0052 |
0.0005 |
10.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7738 |
0.7701 |
0.7570 |
|
R3 |
0.7673 |
0.7636 |
0.7552 |
|
R2 |
0.7608 |
0.7608 |
0.7546 |
|
R1 |
0.7571 |
0.7571 |
0.7540 |
0.7557 |
PP |
0.7543 |
0.7543 |
0.7543 |
0.7536 |
S1 |
0.7506 |
0.7506 |
0.7528 |
0.7492 |
S2 |
0.7478 |
0.7478 |
0.7522 |
|
S3 |
0.7413 |
0.7441 |
0.7516 |
|
S4 |
0.7348 |
0.7376 |
0.7498 |
|
|
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 |
0.7736 |
0.7515 |
0.0221 |
2.9% |
0.0019 |
0.2% |
9% |
False |
True |
2 |
10 |
0.7803 |
0.7515 |
0.0288 |
3.8% |
0.0014 |
0.2% |
7% |
False |
True |
1 |
20 |
0.7803 |
0.7515 |
0.0288 |
3.8% |
0.0017 |
0.2% |
7% |
False |
True |
4 |
40 |
0.8138 |
0.7515 |
0.0623 |
8.3% |
0.0021 |
0.3% |
3% |
False |
True |
3 |
60 |
0.8138 |
0.7515 |
0.0623 |
8.3% |
0.0015 |
0.2% |
3% |
False |
True |
2 |
80 |
0.8569 |
0.7515 |
0.1054 |
14.0% |
0.0013 |
0.2% |
2% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7856 |
2.618 |
0.7750 |
1.618 |
0.7685 |
1.000 |
0.7645 |
0.618 |
0.7620 |
HIGH |
0.7580 |
0.618 |
0.7555 |
0.500 |
0.7548 |
0.382 |
0.7540 |
LOW |
0.7515 |
0.618 |
0.7475 |
1.000 |
0.7450 |
1.618 |
0.7410 |
2.618 |
0.7345 |
4.250 |
0.7239 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7548 |
0.7592 |
PP |
0.7543 |
0.7572 |
S1 |
0.7539 |
0.7553 |
|