CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7721 |
0.7800 |
0.0079 |
1.0% |
0.7586 |
| High |
0.7822 |
0.7855 |
0.0033 |
0.4% |
0.7732 |
| Low |
0.7705 |
0.7776 |
0.0071 |
0.9% |
0.7520 |
| Close |
0.7805 |
0.7793 |
-0.0012 |
-0.2% |
0.7699 |
| Range |
0.0117 |
0.0079 |
-0.0038 |
-32.5% |
0.0212 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
56 |
29 |
-27 |
-48.2% |
147 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.7998 |
0.7836 |
|
| R3 |
0.7966 |
0.7919 |
0.7815 |
|
| R2 |
0.7887 |
0.7887 |
0.7807 |
|
| R1 |
0.7840 |
0.7840 |
0.7800 |
0.7824 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7800 |
| S1 |
0.7761 |
0.7761 |
0.7786 |
0.7745 |
| S2 |
0.7729 |
0.7729 |
0.7779 |
|
| S3 |
0.7650 |
0.7682 |
0.7771 |
|
| S4 |
0.7571 |
0.7603 |
0.7750 |
|
|
| 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 |
0.7855 |
0.7520 |
0.0335 |
4.3% |
0.0145 |
1.9% |
81% |
True |
False |
40 |
| 10 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0101 |
1.3% |
83% |
True |
False |
37 |
| 20 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0058 |
0.7% |
83% |
True |
False |
19 |
| 40 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0040 |
0.5% |
83% |
True |
False |
12 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.3% |
0.0031 |
0.4% |
46% |
False |
False |
8 |
| 80 |
0.8379 |
0.7495 |
0.0884 |
11.3% |
0.0025 |
0.3% |
34% |
False |
False |
6 |
| 100 |
0.8636 |
0.7495 |
0.1141 |
14.6% |
0.0021 |
0.3% |
26% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8062 |
|
1.618 |
0.7983 |
|
1.000 |
0.7934 |
|
0.618 |
0.7904 |
|
HIGH |
0.7855 |
|
0.618 |
0.7825 |
|
0.500 |
0.7816 |
|
0.382 |
0.7806 |
|
LOW |
0.7776 |
|
0.618 |
0.7727 |
|
1.000 |
0.7697 |
|
1.618 |
0.7648 |
|
2.618 |
0.7569 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7816 |
0.7768 |
| PP |
0.7808 |
0.7743 |
| S1 |
0.7801 |
0.7719 |
|