CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7535 |
-0.0005 |
-0.1% |
0.7631 |
| High |
0.7590 |
0.7732 |
0.0142 |
1.9% |
0.7631 |
| Low |
0.7538 |
0.7520 |
-0.0018 |
-0.2% |
0.7495 |
| Close |
0.7549 |
0.7645 |
0.0096 |
1.3% |
0.7540 |
| Range |
0.0052 |
0.0212 |
0.0160 |
307.7% |
0.0136 |
| ATR |
0.0056 |
0.0067 |
0.0011 |
19.9% |
0.0000 |
| Volume |
25 |
26 |
1 |
4.0% |
150 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8268 |
0.8169 |
0.7762 |
|
| R3 |
0.8056 |
0.7957 |
0.7703 |
|
| R2 |
0.7844 |
0.7844 |
0.7684 |
|
| R1 |
0.7745 |
0.7745 |
0.7664 |
0.7795 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7657 |
| S1 |
0.7533 |
0.7533 |
0.7626 |
0.7583 |
| S2 |
0.7420 |
0.7420 |
0.7606 |
|
| S3 |
0.7208 |
0.7321 |
0.7587 |
|
| S4 |
0.6996 |
0.7109 |
0.7528 |
|
|
| 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 |
0.7732 |
0.7508 |
0.0224 |
2.9% |
0.0094 |
1.2% |
61% |
True |
False |
37 |
| 10 |
0.7732 |
0.7495 |
0.0237 |
3.1% |
0.0059 |
0.8% |
63% |
True |
False |
20 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.0% |
0.0042 |
0.5% |
49% |
False |
False |
11 |
| 40 |
0.8008 |
0.7495 |
0.0513 |
6.7% |
0.0030 |
0.4% |
29% |
False |
False |
8 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.4% |
0.0023 |
0.3% |
23% |
False |
False |
5 |
| 80 |
0.8481 |
0.7495 |
0.0986 |
12.9% |
0.0019 |
0.2% |
15% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8633 |
|
2.618 |
0.8287 |
|
1.618 |
0.8075 |
|
1.000 |
0.7944 |
|
0.618 |
0.7863 |
|
HIGH |
0.7732 |
|
0.618 |
0.7651 |
|
0.500 |
0.7626 |
|
0.382 |
0.7601 |
|
LOW |
0.7520 |
|
0.618 |
0.7389 |
|
1.000 |
0.7308 |
|
1.618 |
0.7177 |
|
2.618 |
0.6965 |
|
4.250 |
0.6619 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7639 |
| PP |
0.7632 |
0.7632 |
| S1 |
0.7626 |
0.7626 |
|