CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7582 |
0.7721 |
0.0139 |
1.8% |
0.7586 |
High |
0.7722 |
0.7822 |
0.0100 |
1.3% |
0.7732 |
Low |
0.7582 |
0.7705 |
0.0123 |
1.6% |
0.7520 |
Close |
0.7699 |
0.7805 |
0.0106 |
1.4% |
0.7699 |
Range |
0.0140 |
0.0117 |
-0.0023 |
-16.4% |
0.0212 |
ATR |
0.0082 |
0.0085 |
0.0003 |
3.6% |
0.0000 |
Volume |
62 |
56 |
-6 |
-9.7% |
147 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8128 |
0.8084 |
0.7869 |
|
R3 |
0.8011 |
0.7967 |
0.7837 |
|
R2 |
0.7894 |
0.7894 |
0.7826 |
|
R1 |
0.7850 |
0.7850 |
0.7816 |
0.7872 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7789 |
S1 |
0.7733 |
0.7733 |
0.7794 |
0.7755 |
S2 |
0.7660 |
0.7660 |
0.7784 |
|
S3 |
0.7543 |
0.7616 |
0.7773 |
|
S4 |
0.7426 |
0.7499 |
0.7741 |
|
|
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 |
0.7822 |
0.7520 |
0.0302 |
3.9% |
0.0140 |
1.8% |
94% |
True |
False |
40 |
10 |
0.7822 |
0.7495 |
0.0327 |
4.2% |
0.0100 |
1.3% |
95% |
True |
False |
35 |
20 |
0.7822 |
0.7495 |
0.0327 |
4.2% |
0.0059 |
0.8% |
95% |
True |
False |
18 |
40 |
0.7839 |
0.7495 |
0.0344 |
4.4% |
0.0038 |
0.5% |
90% |
False |
False |
12 |
60 |
0.8138 |
0.7495 |
0.0643 |
8.2% |
0.0030 |
0.4% |
48% |
False |
False |
8 |
80 |
0.8379 |
0.7495 |
0.0884 |
11.3% |
0.0024 |
0.3% |
35% |
False |
False |
6 |
100 |
0.8658 |
0.7495 |
0.1163 |
14.9% |
0.0020 |
0.3% |
27% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8319 |
2.618 |
0.8128 |
1.618 |
0.8011 |
1.000 |
0.7939 |
0.618 |
0.7894 |
HIGH |
0.7822 |
0.618 |
0.7777 |
0.500 |
0.7764 |
0.382 |
0.7750 |
LOW |
0.7705 |
0.618 |
0.7633 |
1.000 |
0.7588 |
1.618 |
0.7516 |
2.618 |
0.7399 |
4.250 |
0.7208 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7791 |
0.7764 |
PP |
0.7777 |
0.7722 |
S1 |
0.7764 |
0.7681 |
|