CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7620 |
0.0080 |
1.1% |
0.7533 |
| High |
0.7540 |
0.7668 |
0.0128 |
1.7% |
0.7668 |
| Low |
0.7513 |
0.7620 |
0.0107 |
1.4% |
0.7500 |
| Close |
0.7517 |
0.7668 |
0.0151 |
2.0% |
0.7668 |
| Range |
0.0027 |
0.0048 |
0.0021 |
77.8% |
0.0168 |
| ATR |
0.0057 |
0.0063 |
0.0007 |
11.9% |
0.0000 |
| Volume |
19 |
4 |
-15 |
-78.9% |
56 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7796 |
0.7780 |
0.7694 |
|
| R3 |
0.7748 |
0.7732 |
0.7681 |
|
| R2 |
0.7700 |
0.7700 |
0.7677 |
|
| R1 |
0.7684 |
0.7684 |
0.7672 |
0.7692 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7656 |
| S1 |
0.7636 |
0.7636 |
0.7664 |
0.7644 |
| S2 |
0.7604 |
0.7604 |
0.7659 |
|
| S3 |
0.7556 |
0.7588 |
0.7655 |
|
| S4 |
0.7508 |
0.7540 |
0.7642 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8060 |
0.7760 |
|
| R3 |
0.7948 |
0.7892 |
0.7714 |
|
| R2 |
0.7780 |
0.7780 |
0.7699 |
|
| R1 |
0.7724 |
0.7724 |
0.7683 |
0.7752 |
| PP |
0.7612 |
0.7612 |
0.7612 |
0.7626 |
| S1 |
0.7556 |
0.7556 |
0.7653 |
0.7584 |
| S2 |
0.7444 |
0.7444 |
0.7637 |
|
| S3 |
0.7276 |
0.7388 |
0.7622 |
|
| S4 |
0.7108 |
0.7220 |
0.7576 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7794 |
|
1.618 |
0.7746 |
|
1.000 |
0.7716 |
|
0.618 |
0.7698 |
|
HIGH |
0.7668 |
|
0.618 |
0.7650 |
|
0.500 |
0.7644 |
|
0.382 |
0.7638 |
|
LOW |
0.7620 |
|
0.618 |
0.7590 |
|
1.000 |
0.7572 |
|
1.618 |
0.7542 |
|
2.618 |
0.7494 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7640 |
| PP |
0.7652 |
0.7612 |
| S1 |
0.7644 |
0.7584 |
|