CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7860 |
0.7802 |
-0.0058 |
-0.7% |
0.7533 |
| High |
0.7860 |
0.7802 |
-0.0058 |
-0.7% |
0.7668 |
| Low |
0.7761 |
0.7736 |
-0.0025 |
-0.3% |
0.7500 |
| Close |
0.7761 |
0.7736 |
-0.0025 |
-0.3% |
0.7668 |
| Range |
0.0099 |
0.0066 |
-0.0033 |
-33.3% |
0.0168 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
13 |
5 |
-8 |
-61.5% |
56 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7956 |
0.7912 |
0.7772 |
|
| R3 |
0.7890 |
0.7846 |
0.7754 |
|
| R2 |
0.7824 |
0.7824 |
0.7748 |
|
| R1 |
0.7780 |
0.7780 |
0.7742 |
0.7769 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7753 |
| S1 |
0.7714 |
0.7714 |
0.7730 |
0.7703 |
| S2 |
0.7692 |
0.7692 |
0.7724 |
|
| S3 |
0.7626 |
0.7648 |
0.7718 |
|
| S4 |
0.7560 |
0.7582 |
0.7700 |
|
|
| 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 |
0.8083 |
|
2.618 |
0.7975 |
|
1.618 |
0.7909 |
|
1.000 |
0.7868 |
|
0.618 |
0.7843 |
|
HIGH |
0.7802 |
|
0.618 |
0.7777 |
|
0.500 |
0.7769 |
|
0.382 |
0.7761 |
|
LOW |
0.7736 |
|
0.618 |
0.7695 |
|
1.000 |
0.7670 |
|
1.618 |
0.7629 |
|
2.618 |
0.7563 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7769 |
0.7798 |
| PP |
0.7758 |
0.7777 |
| S1 |
0.7747 |
0.7757 |
|