CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7527 |
0.7530 |
0.0003 |
0.0% |
0.7692 |
| High |
0.7527 |
0.7627 |
0.0100 |
1.3% |
0.7738 |
| Low |
0.7495 |
0.7508 |
0.0013 |
0.2% |
0.7640 |
| Close |
0.7500 |
0.7605 |
0.0105 |
1.4% |
0.7640 |
| Range |
0.0032 |
0.0119 |
0.0087 |
271.9% |
0.0098 |
| ATR |
0.0051 |
0.0057 |
0.0005 |
10.6% |
0.0000 |
| Volume |
14 |
113 |
99 |
707.1% |
10 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7890 |
0.7670 |
|
| R3 |
0.7818 |
0.7771 |
0.7638 |
|
| R2 |
0.7699 |
0.7699 |
0.7627 |
|
| R1 |
0.7652 |
0.7652 |
0.7616 |
0.7676 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7592 |
| S1 |
0.7533 |
0.7533 |
0.7594 |
0.7557 |
| S2 |
0.7461 |
0.7461 |
0.7583 |
|
| S3 |
0.7342 |
0.7414 |
0.7572 |
|
| S4 |
0.7223 |
0.7295 |
0.7540 |
|
|
| 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 |
0.7668 |
0.7495 |
0.0173 |
2.3% |
0.0049 |
0.6% |
64% |
False |
False |
26 |
| 10 |
0.7779 |
0.7495 |
0.0284 |
3.7% |
0.0029 |
0.4% |
39% |
False |
False |
14 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.0% |
0.0024 |
0.3% |
36% |
False |
False |
9 |
| 40 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0025 |
0.3% |
17% |
False |
False |
6 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0017 |
0.2% |
17% |
False |
False |
4 |
| 80 |
0.8569 |
0.7495 |
0.1074 |
14.1% |
0.0015 |
0.2% |
10% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.7939 |
|
1.618 |
0.7820 |
|
1.000 |
0.7746 |
|
0.618 |
0.7701 |
|
HIGH |
0.7627 |
|
0.618 |
0.7582 |
|
0.500 |
0.7568 |
|
0.382 |
0.7553 |
|
LOW |
0.7508 |
|
0.618 |
0.7434 |
|
1.000 |
0.7389 |
|
1.618 |
0.7315 |
|
2.618 |
0.7196 |
|
4.250 |
0.7002 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7590 |
| PP |
0.7580 |
0.7576 |
| S1 |
0.7568 |
0.7561 |
|