CME Australian Dollar Future December 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 |
0.7802 |
0.7736 |
-0.0066 |
-0.8% |
0.7533 |
High |
0.7802 |
0.7736 |
-0.0066 |
-0.8% |
0.7668 |
Low |
0.7736 |
0.7713 |
-0.0023 |
-0.3% |
0.7500 |
Close |
0.7736 |
0.7713 |
-0.0023 |
-0.3% |
0.7668 |
Range |
0.0066 |
0.0023 |
-0.0043 |
-65.2% |
0.0168 |
ATR |
0.0070 |
0.0066 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
56 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7790 |
0.7774 |
0.7726 |
|
R3 |
0.7767 |
0.7751 |
0.7719 |
|
R2 |
0.7744 |
0.7744 |
0.7717 |
|
R1 |
0.7728 |
0.7728 |
0.7715 |
0.7725 |
PP |
0.7721 |
0.7721 |
0.7721 |
0.7719 |
S1 |
0.7705 |
0.7705 |
0.7711 |
0.7702 |
S2 |
0.7698 |
0.7698 |
0.7709 |
|
S3 |
0.7675 |
0.7682 |
0.7707 |
|
S4 |
0.7652 |
0.7659 |
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 |
0.7834 |
2.618 |
0.7796 |
1.618 |
0.7773 |
1.000 |
0.7759 |
0.618 |
0.7750 |
HIGH |
0.7736 |
0.618 |
0.7727 |
0.500 |
0.7725 |
0.382 |
0.7722 |
LOW |
0.7713 |
0.618 |
0.7699 |
1.000 |
0.7690 |
1.618 |
0.7676 |
2.618 |
0.7653 |
4.250 |
0.7615 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7725 |
0.7787 |
PP |
0.7721 |
0.7762 |
S1 |
0.7717 |
0.7738 |
|