CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7540 |
-0.0046 |
-0.6% |
0.7631 |
| High |
0.7586 |
0.7590 |
0.0004 |
0.1% |
0.7631 |
| Low |
0.7543 |
0.7538 |
-0.0005 |
-0.1% |
0.7495 |
| Close |
0.7564 |
0.7549 |
-0.0015 |
-0.2% |
0.7540 |
| Range |
0.0043 |
0.0052 |
0.0009 |
20.9% |
0.0136 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
3 |
25 |
22 |
733.3% |
150 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7684 |
0.7578 |
|
| R3 |
0.7663 |
0.7632 |
0.7563 |
|
| R2 |
0.7611 |
0.7611 |
0.7559 |
|
| R1 |
0.7580 |
0.7580 |
0.7554 |
0.7596 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7567 |
| S1 |
0.7528 |
0.7528 |
0.7544 |
0.7544 |
| S2 |
0.7507 |
0.7507 |
0.7539 |
|
| S3 |
0.7455 |
0.7476 |
0.7535 |
|
| S4 |
0.7403 |
0.7424 |
0.7520 |
|
|
| 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% |
0.0058 |
0.8% |
41% |
False |
False |
34 |
| 10 |
0.7736 |
0.7495 |
0.0241 |
3.2% |
0.0038 |
0.5% |
22% |
False |
False |
18 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.1% |
0.0031 |
0.4% |
18% |
False |
False |
9 |
| 40 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0027 |
0.4% |
8% |
False |
False |
7 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0020 |
0.3% |
8% |
False |
False |
5 |
| 80 |
0.8481 |
0.7495 |
0.0986 |
13.1% |
0.0016 |
0.2% |
5% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7811 |
|
2.618 |
0.7726 |
|
1.618 |
0.7674 |
|
1.000 |
0.7642 |
|
0.618 |
0.7622 |
|
HIGH |
0.7590 |
|
0.618 |
0.7570 |
|
0.500 |
0.7564 |
|
0.382 |
0.7558 |
|
LOW |
0.7538 |
|
0.618 |
0.7506 |
|
1.000 |
0.7486 |
|
1.618 |
0.7454 |
|
2.618 |
0.7402 |
|
4.250 |
0.7317 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7564 |
| PP |
0.7559 |
0.7559 |
| S1 |
0.7554 |
0.7554 |
|