CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7535 |
0.7700 |
0.0165 |
2.2% |
0.7631 |
| High |
0.7732 |
0.7716 |
-0.0016 |
-0.2% |
0.7631 |
| Low |
0.7520 |
0.7539 |
0.0019 |
0.3% |
0.7495 |
| Close |
0.7645 |
0.7549 |
-0.0096 |
-1.3% |
0.7540 |
| Range |
0.0212 |
0.0177 |
-0.0035 |
-16.5% |
0.0136 |
| ATR |
0.0067 |
0.0075 |
0.0008 |
11.7% |
0.0000 |
| Volume |
26 |
31 |
5 |
19.2% |
150 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8132 |
0.8018 |
0.7646 |
|
| R3 |
0.7955 |
0.7841 |
0.7598 |
|
| R2 |
0.7778 |
0.7778 |
0.7581 |
|
| R1 |
0.7664 |
0.7664 |
0.7565 |
0.7633 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7586 |
| S1 |
0.7487 |
0.7487 |
0.7533 |
0.7456 |
| S2 |
0.7424 |
0.7424 |
0.7517 |
|
| S3 |
0.7247 |
0.7310 |
0.7500 |
|
| S4 |
0.7070 |
0.7133 |
0.7452 |
|
|
| 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 |
0.7520 |
0.0212 |
2.8% |
0.0105 |
1.4% |
14% |
False |
False |
20 |
| 10 |
0.7732 |
0.7495 |
0.0237 |
3.1% |
0.0077 |
1.0% |
23% |
False |
False |
23 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.1% |
0.0047 |
0.6% |
18% |
False |
False |
12 |
| 40 |
0.7984 |
0.7495 |
0.0489 |
6.5% |
0.0033 |
0.4% |
11% |
False |
False |
9 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0025 |
0.3% |
8% |
False |
False |
6 |
| 80 |
0.8481 |
0.7495 |
0.0986 |
13.1% |
0.0021 |
0.3% |
5% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8468 |
|
2.618 |
0.8179 |
|
1.618 |
0.8002 |
|
1.000 |
0.7893 |
|
0.618 |
0.7825 |
|
HIGH |
0.7716 |
|
0.618 |
0.7648 |
|
0.500 |
0.7628 |
|
0.382 |
0.7607 |
|
LOW |
0.7539 |
|
0.618 |
0.7430 |
|
1.000 |
0.7362 |
|
1.618 |
0.7253 |
|
2.618 |
0.7076 |
|
4.250 |
0.6787 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7626 |
| PP |
0.7601 |
0.7600 |
| S1 |
0.7575 |
0.7575 |
|