CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7586 |
0.0004 |
0.1% |
0.7631 |
| High |
0.7582 |
0.7586 |
0.0004 |
0.1% |
0.7631 |
| Low |
0.7540 |
0.7543 |
0.0003 |
0.0% |
0.7495 |
| Close |
0.7540 |
0.7564 |
0.0024 |
0.3% |
0.7540 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0136 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
19 |
3 |
-16 |
-84.2% |
150 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7672 |
0.7588 |
|
| R3 |
0.7650 |
0.7629 |
0.7576 |
|
| R2 |
0.7607 |
0.7607 |
0.7572 |
|
| R1 |
0.7586 |
0.7586 |
0.7568 |
0.7575 |
| PP |
0.7564 |
0.7564 |
0.7564 |
0.7559 |
| S1 |
0.7543 |
0.7543 |
0.7560 |
0.7532 |
| S2 |
0.7521 |
0.7521 |
0.7556 |
|
| S3 |
0.7478 |
0.7500 |
0.7552 |
|
| S4 |
0.7435 |
0.7457 |
0.7540 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7963 |
0.7888 |
0.7615 |
|
| R3 |
0.7827 |
0.7752 |
0.7577 |
|
| R2 |
0.7691 |
0.7691 |
0.7565 |
|
| R1 |
0.7616 |
0.7616 |
0.7552 |
0.7586 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7540 |
| S1 |
0.7480 |
0.7480 |
0.7528 |
0.7450 |
| S2 |
0.7419 |
0.7419 |
0.7515 |
|
| S3 |
0.7283 |
0.7344 |
0.7503 |
|
| S4 |
0.7147 |
0.7208 |
0.7465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7627 |
0.7495 |
0.0132 |
1.7% |
0.0060 |
0.8% |
52% |
False |
False |
30 |
| 10 |
0.7738 |
0.7495 |
0.0243 |
3.2% |
0.0033 |
0.4% |
28% |
False |
False |
16 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.1% |
0.0029 |
0.4% |
22% |
False |
False |
9 |
| 40 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0026 |
0.3% |
11% |
False |
False |
7 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0019 |
0.2% |
11% |
False |
False |
5 |
| 80 |
0.8543 |
0.7495 |
0.1048 |
13.9% |
0.0015 |
0.2% |
7% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7699 |
|
1.618 |
0.7656 |
|
1.000 |
0.7629 |
|
0.618 |
0.7613 |
|
HIGH |
0.7586 |
|
0.618 |
0.7570 |
|
0.500 |
0.7565 |
|
0.382 |
0.7559 |
|
LOW |
0.7543 |
|
0.618 |
0.7516 |
|
1.000 |
0.7500 |
|
1.618 |
0.7473 |
|
2.618 |
0.7430 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7568 |
| PP |
0.7564 |
0.7566 |
| S1 |
0.7564 |
0.7565 |
|