CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7791 |
0.7800 |
0.0009 |
0.1% |
0.7831 |
| High |
0.7828 |
0.7802 |
-0.0026 |
-0.3% |
0.7905 |
| Low |
0.7771 |
0.7750 |
-0.0021 |
-0.3% |
0.7731 |
| Close |
0.7804 |
0.7766 |
-0.0038 |
-0.5% |
0.7804 |
| Range |
0.0057 |
0.0052 |
-0.0005 |
-8.8% |
0.0174 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
77,067 |
60,142 |
-16,925 |
-22.0% |
406,418 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7899 |
0.7795 |
|
| R3 |
0.7877 |
0.7847 |
0.7780 |
|
| R2 |
0.7825 |
0.7825 |
0.7776 |
|
| R1 |
0.7795 |
0.7795 |
0.7771 |
0.7784 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7767 |
| S1 |
0.7743 |
0.7743 |
0.7761 |
0.7732 |
| S2 |
0.7721 |
0.7721 |
0.7756 |
|
| S3 |
0.7669 |
0.7691 |
0.7752 |
|
| S4 |
0.7617 |
0.7639 |
0.7737 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8335 |
0.8244 |
0.7900 |
|
| R3 |
0.8161 |
0.8070 |
0.7852 |
|
| R2 |
0.7987 |
0.7987 |
0.7836 |
|
| R1 |
0.7896 |
0.7896 |
0.7820 |
0.7855 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7793 |
| S1 |
0.7722 |
0.7722 |
0.7788 |
0.7681 |
| S2 |
0.7639 |
0.7639 |
0.7772 |
|
| S3 |
0.7465 |
0.7548 |
0.7756 |
|
| S4 |
0.7291 |
0.7374 |
0.7708 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7905 |
0.7731 |
0.0174 |
2.2% |
0.0082 |
1.1% |
20% |
False |
False |
82,767 |
| 10 |
0.7905 |
0.7729 |
0.0176 |
2.3% |
0.0078 |
1.0% |
21% |
False |
False |
80,021 |
| 20 |
0.7905 |
0.7607 |
0.0298 |
3.8% |
0.0093 |
1.2% |
53% |
False |
False |
88,343 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0100 |
1.3% |
24% |
False |
False |
91,357 |
| 60 |
0.8406 |
0.7607 |
0.0799 |
10.3% |
0.0092 |
1.2% |
20% |
False |
False |
76,236 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.3% |
0.0094 |
1.2% |
14% |
False |
False |
57,567 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.6% |
0.0092 |
1.2% |
13% |
False |
False |
46,088 |
| 120 |
0.9146 |
0.7607 |
0.1539 |
19.8% |
0.0090 |
1.2% |
10% |
False |
False |
38,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8023 |
|
2.618 |
0.7938 |
|
1.618 |
0.7886 |
|
1.000 |
0.7854 |
|
0.618 |
0.7834 |
|
HIGH |
0.7802 |
|
0.618 |
0.7782 |
|
0.500 |
0.7776 |
|
0.382 |
0.7770 |
|
LOW |
0.7750 |
|
0.618 |
0.7718 |
|
1.000 |
0.7698 |
|
1.618 |
0.7666 |
|
2.618 |
0.7614 |
|
4.250 |
0.7529 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7828 |
| PP |
0.7773 |
0.7807 |
| S1 |
0.7769 |
0.7787 |
|