CME Australian Dollar Future September 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7809 |
0.7755 |
-0.0054 |
-0.7% |
0.7586 |
High |
0.7822 |
0.7804 |
-0.0018 |
-0.2% |
0.7732 |
Low |
0.7764 |
0.7740 |
-0.0024 |
-0.3% |
0.7520 |
Close |
0.7767 |
0.7744 |
-0.0023 |
-0.3% |
0.7699 |
Range |
0.0058 |
0.0064 |
0.0006 |
10.3% |
0.0212 |
ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
36 |
19 |
-17 |
-47.2% |
147 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7955 |
0.7913 |
0.7779 |
|
R3 |
0.7891 |
0.7849 |
0.7762 |
|
R2 |
0.7827 |
0.7827 |
0.7756 |
|
R1 |
0.7785 |
0.7785 |
0.7750 |
0.7774 |
PP |
0.7763 |
0.7763 |
0.7763 |
0.7757 |
S1 |
0.7721 |
0.7721 |
0.7738 |
0.7710 |
S2 |
0.7699 |
0.7699 |
0.7732 |
|
S3 |
0.7635 |
0.7657 |
0.7726 |
|
S4 |
0.7571 |
0.7593 |
0.7709 |
|
|
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 |
0.7582 |
0.0273 |
3.5% |
0.0092 |
1.2% |
59% |
False |
False |
40 |
10 |
0.7855 |
0.7520 |
0.0335 |
4.3% |
0.0098 |
1.3% |
67% |
False |
False |
30 |
20 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0064 |
0.8% |
69% |
False |
False |
22 |
40 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0043 |
0.6% |
69% |
False |
False |
14 |
60 |
0.8138 |
0.7495 |
0.0643 |
8.3% |
0.0033 |
0.4% |
39% |
False |
False |
9 |
80 |
0.8342 |
0.7495 |
0.0847 |
10.9% |
0.0026 |
0.3% |
29% |
False |
False |
7 |
100 |
0.8603 |
0.7495 |
0.1108 |
14.3% |
0.0022 |
0.3% |
22% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8076 |
2.618 |
0.7972 |
1.618 |
0.7908 |
1.000 |
0.7868 |
0.618 |
0.7844 |
HIGH |
0.7804 |
0.618 |
0.7780 |
0.500 |
0.7772 |
0.382 |
0.7764 |
LOW |
0.7740 |
0.618 |
0.7700 |
1.000 |
0.7676 |
1.618 |
0.7636 |
2.618 |
0.7572 |
4.250 |
0.7468 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7772 |
0.7798 |
PP |
0.7763 |
0.7780 |
S1 |
0.7753 |
0.7762 |
|