CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7809 |
0.0055 |
0.7% |
0.7831 |
| High |
0.7850 |
0.7856 |
0.0006 |
0.1% |
0.7905 |
| Low |
0.7746 |
0.7789 |
0.0043 |
0.6% |
0.7731 |
| Close |
0.7815 |
0.7814 |
-0.0001 |
0.0% |
0.7804 |
| Range |
0.0104 |
0.0067 |
-0.0037 |
-35.6% |
0.0174 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
100,497 |
77,344 |
-23,153 |
-23.0% |
406,418 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7984 |
0.7851 |
|
| R3 |
0.7954 |
0.7917 |
0.7832 |
|
| R2 |
0.7887 |
0.7887 |
0.7826 |
|
| R1 |
0.7850 |
0.7850 |
0.7820 |
0.7869 |
| PP |
0.7820 |
0.7820 |
0.7820 |
0.7829 |
| S1 |
0.7783 |
0.7783 |
0.7808 |
0.7802 |
| S2 |
0.7753 |
0.7753 |
0.7802 |
|
| S3 |
0.7686 |
0.7716 |
0.7796 |
|
| S4 |
0.7619 |
0.7649 |
0.7777 |
|
|
| 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 |
0.7746 |
0.0159 |
2.0% |
0.0081 |
1.0% |
43% |
False |
False |
84,347 |
| 10 |
0.7905 |
0.7731 |
0.0174 |
2.2% |
0.0080 |
1.0% |
48% |
False |
False |
78,722 |
| 20 |
0.7905 |
0.7630 |
0.0275 |
3.5% |
0.0087 |
1.1% |
67% |
False |
False |
84,769 |
| 40 |
0.8261 |
0.7607 |
0.0654 |
8.4% |
0.0100 |
1.3% |
32% |
False |
False |
92,568 |
| 60 |
0.8336 |
0.7607 |
0.0729 |
9.3% |
0.0092 |
1.2% |
28% |
False |
False |
78,975 |
| 80 |
0.8714 |
0.7607 |
0.1107 |
14.2% |
0.0093 |
1.2% |
19% |
False |
False |
59,782 |
| 100 |
0.8815 |
0.7607 |
0.1208 |
15.5% |
0.0092 |
1.2% |
17% |
False |
False |
47,862 |
| 120 |
0.9097 |
0.7607 |
0.1490 |
19.1% |
0.0090 |
1.2% |
14% |
False |
False |
39,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8141 |
|
2.618 |
0.8031 |
|
1.618 |
0.7964 |
|
1.000 |
0.7923 |
|
0.618 |
0.7897 |
|
HIGH |
0.7856 |
|
0.618 |
0.7830 |
|
0.500 |
0.7823 |
|
0.382 |
0.7815 |
|
LOW |
0.7789 |
|
0.618 |
0.7748 |
|
1.000 |
0.7722 |
|
1.618 |
0.7681 |
|
2.618 |
0.7614 |
|
4.250 |
0.7504 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7823 |
0.7810 |
| PP |
0.7820 |
0.7805 |
| S1 |
0.7817 |
0.7801 |
|