CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7520 |
0.7540 |
0.0020 |
0.3% |
0.7599 |
High |
0.7650 |
0.7540 |
-0.0110 |
-1.4% |
0.7599 |
Low |
0.7500 |
0.7513 |
0.0013 |
0.2% |
0.7448 |
Close |
0.7613 |
0.7517 |
-0.0096 |
-1.3% |
0.7509 |
Range |
0.0150 |
0.0027 |
-0.0123 |
-82.0% |
0.0151 |
ATR |
0.0053 |
0.0057 |
0.0003 |
6.2% |
0.0000 |
Volume |
11 |
19 |
8 |
72.7% |
28 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7604 |
0.7588 |
0.7532 |
|
R3 |
0.7577 |
0.7561 |
0.7524 |
|
R2 |
0.7550 |
0.7550 |
0.7522 |
|
R1 |
0.7534 |
0.7534 |
0.7519 |
0.7529 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7521 |
S1 |
0.7507 |
0.7507 |
0.7515 |
0.7502 |
S2 |
0.7496 |
0.7496 |
0.7512 |
|
S3 |
0.7469 |
0.7480 |
0.7510 |
|
S4 |
0.7442 |
0.7453 |
0.7502 |
|
|
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 |
0.7655 |
2.618 |
0.7611 |
1.618 |
0.7584 |
1.000 |
0.7567 |
0.618 |
0.7557 |
HIGH |
0.7540 |
0.618 |
0.7530 |
0.500 |
0.7527 |
0.382 |
0.7523 |
LOW |
0.7513 |
0.618 |
0.7496 |
1.000 |
0.7486 |
1.618 |
0.7469 |
2.618 |
0.7442 |
4.250 |
0.7398 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7527 |
0.7575 |
PP |
0.7523 |
0.7556 |
S1 |
0.7520 |
0.7536 |
|