CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7578 |
0.7527 |
-0.0051 |
-0.7% |
0.7692 |
High |
0.7580 |
0.7527 |
-0.0053 |
-0.7% |
0.7738 |
Low |
0.7515 |
0.7495 |
-0.0020 |
-0.3% |
0.7640 |
Close |
0.7534 |
0.7500 |
-0.0034 |
-0.5% |
0.7640 |
Range |
0.0065 |
0.0032 |
-0.0033 |
-50.8% |
0.0098 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
2 |
14 |
12 |
600.0% |
10 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7603 |
0.7584 |
0.7518 |
|
R3 |
0.7571 |
0.7552 |
0.7509 |
|
R2 |
0.7539 |
0.7539 |
0.7506 |
|
R1 |
0.7520 |
0.7520 |
0.7503 |
0.7514 |
PP |
0.7507 |
0.7507 |
0.7507 |
0.7504 |
S1 |
0.7488 |
0.7488 |
0.7497 |
0.7482 |
S2 |
0.7475 |
0.7475 |
0.7494 |
|
S3 |
0.7443 |
0.7456 |
0.7491 |
|
S4 |
0.7411 |
0.7424 |
0.7482 |
|
|
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 |
0.7692 |
0.7495 |
0.0197 |
2.6% |
0.0025 |
0.3% |
3% |
False |
True |
4 |
10 |
0.7779 |
0.7495 |
0.0284 |
3.8% |
0.0018 |
0.2% |
2% |
False |
True |
3 |
20 |
0.7803 |
0.7495 |
0.0308 |
4.1% |
0.0018 |
0.2% |
2% |
False |
True |
4 |
40 |
0.8138 |
0.7495 |
0.0643 |
8.6% |
0.0022 |
0.3% |
1% |
False |
True |
3 |
60 |
0.8138 |
0.7495 |
0.0643 |
8.6% |
0.0015 |
0.2% |
1% |
False |
True |
2 |
80 |
0.8569 |
0.7495 |
0.1074 |
14.3% |
0.0014 |
0.2% |
0% |
False |
True |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7663 |
2.618 |
0.7611 |
1.618 |
0.7579 |
1.000 |
0.7559 |
0.618 |
0.7547 |
HIGH |
0.7527 |
0.618 |
0.7515 |
0.500 |
0.7511 |
0.382 |
0.7507 |
LOW |
0.7495 |
0.618 |
0.7475 |
1.000 |
0.7463 |
1.618 |
0.7443 |
2.618 |
0.7411 |
4.250 |
0.7359 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7511 |
0.7563 |
PP |
0.7507 |
0.7542 |
S1 |
0.7504 |
0.7521 |
|