CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7517 |
0.7520 |
0.0003 |
0.0% |
0.7599 |
High |
0.7517 |
0.7650 |
0.0133 |
1.8% |
0.7599 |
Low |
0.7517 |
0.7500 |
-0.0017 |
-0.2% |
0.7448 |
Close |
0.7517 |
0.7613 |
0.0096 |
1.3% |
0.7509 |
Range |
0.0000 |
0.0150 |
0.0150 |
|
0.0151 |
ATR |
0.0046 |
0.0053 |
0.0007 |
16.2% |
0.0000 |
Volume |
11 |
11 |
0 |
0.0% |
28 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8038 |
0.7975 |
0.7696 |
|
R3 |
0.7888 |
0.7825 |
0.7654 |
|
R2 |
0.7738 |
0.7738 |
0.7641 |
|
R1 |
0.7675 |
0.7675 |
0.7627 |
0.7707 |
PP |
0.7588 |
0.7588 |
0.7588 |
0.7603 |
S1 |
0.7525 |
0.7525 |
0.7599 |
0.7557 |
S2 |
0.7438 |
0.7438 |
0.7586 |
|
S3 |
0.7288 |
0.7375 |
0.7572 |
|
S4 |
0.7138 |
0.7225 |
0.7531 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7972 |
0.7891 |
0.7592 |
|
R3 |
0.7821 |
0.7740 |
0.7551 |
|
R2 |
0.7670 |
0.7670 |
0.7537 |
|
R1 |
0.7589 |
0.7589 |
0.7523 |
0.7554 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7501 |
S1 |
0.7438 |
0.7438 |
0.7495 |
0.7403 |
S2 |
0.7368 |
0.7368 |
0.7481 |
|
S3 |
0.7217 |
0.7287 |
0.7467 |
|
S4 |
0.7066 |
0.7136 |
0.7426 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8288 |
2.618 |
0.8043 |
1.618 |
0.7893 |
1.000 |
0.7800 |
0.618 |
0.7743 |
HIGH |
0.7650 |
0.618 |
0.7593 |
0.500 |
0.7575 |
0.382 |
0.7557 |
LOW |
0.7500 |
0.618 |
0.7407 |
1.000 |
0.7350 |
1.618 |
0.7257 |
2.618 |
0.7107 |
4.250 |
0.6863 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7600 |
0.7600 |
PP |
0.7588 |
0.7588 |
S1 |
0.7575 |
0.7575 |
|