CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7582 |
-0.0118 |
-1.5% |
0.7586 |
| High |
0.7716 |
0.7722 |
0.0006 |
0.1% |
0.7732 |
| Low |
0.7539 |
0.7582 |
0.0043 |
0.6% |
0.7520 |
| Close |
0.7549 |
0.7699 |
0.0150 |
2.0% |
0.7699 |
| Range |
0.0177 |
0.0140 |
-0.0037 |
-20.9% |
0.0212 |
| ATR |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0000 |
| Volume |
31 |
62 |
31 |
100.0% |
147 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8033 |
0.7776 |
|
| R3 |
0.7948 |
0.7893 |
0.7738 |
|
| R2 |
0.7808 |
0.7808 |
0.7725 |
|
| R1 |
0.7753 |
0.7753 |
0.7712 |
0.7781 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7681 |
| S1 |
0.7613 |
0.7613 |
0.7686 |
0.7641 |
| S2 |
0.7528 |
0.7528 |
0.7673 |
|
| S3 |
0.7388 |
0.7473 |
0.7661 |
|
| S4 |
0.7248 |
0.7333 |
0.7622 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8286 |
0.8205 |
0.7816 |
|
| R3 |
0.8074 |
0.7993 |
0.7757 |
|
| R2 |
0.7862 |
0.7862 |
0.7738 |
|
| R1 |
0.7781 |
0.7781 |
0.7718 |
0.7822 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7671 |
| S1 |
0.7569 |
0.7569 |
0.7680 |
0.7610 |
| S2 |
0.7438 |
0.7438 |
0.7660 |
|
| S3 |
0.7226 |
0.7357 |
0.7641 |
|
| S4 |
0.7014 |
0.7145 |
0.7582 |
|
|
| 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% |
0.0125 |
1.6% |
84% |
False |
False |
29 |
| 10 |
0.7732 |
0.7495 |
0.0237 |
3.1% |
0.0088 |
1.1% |
86% |
False |
False |
29 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.0% |
0.0054 |
0.7% |
66% |
False |
False |
15 |
| 40 |
0.7839 |
0.7495 |
0.0344 |
4.5% |
0.0035 |
0.5% |
59% |
False |
False |
10 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.4% |
0.0028 |
0.4% |
32% |
False |
False |
7 |
| 80 |
0.8432 |
0.7495 |
0.0937 |
12.2% |
0.0022 |
0.3% |
22% |
False |
False |
5 |
| 100 |
0.8658 |
0.7495 |
0.1163 |
15.1% |
0.0019 |
0.2% |
18% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8317 |
|
2.618 |
0.8089 |
|
1.618 |
0.7949 |
|
1.000 |
0.7862 |
|
0.618 |
0.7809 |
|
HIGH |
0.7722 |
|
0.618 |
0.7669 |
|
0.500 |
0.7652 |
|
0.382 |
0.7635 |
|
LOW |
0.7582 |
|
0.618 |
0.7495 |
|
1.000 |
0.7442 |
|
1.618 |
0.7355 |
|
2.618 |
0.7215 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7675 |
| PP |
0.7668 |
0.7650 |
| S1 |
0.7652 |
0.7626 |
|