CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7700 |
-0.0006 |
-0.1% |
0.7800 |
| High |
0.7737 |
0.7704 |
-0.0033 |
-0.4% |
0.7856 |
| Low |
0.7681 |
0.7601 |
-0.0080 |
-1.0% |
0.7703 |
| Close |
0.7710 |
0.7612 |
-0.0098 |
-1.3% |
0.7718 |
| Range |
0.0056 |
0.0103 |
0.0047 |
83.9% |
0.0153 |
| ATR |
0.0091 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
85,654 |
158,891 |
73,237 |
85.5% |
477,354 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7883 |
0.7669 |
|
| R3 |
0.7845 |
0.7780 |
0.7640 |
|
| R2 |
0.7742 |
0.7742 |
0.7631 |
|
| R1 |
0.7677 |
0.7677 |
0.7621 |
0.7658 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7630 |
| S1 |
0.7574 |
0.7574 |
0.7603 |
0.7555 |
| S2 |
0.7536 |
0.7536 |
0.7593 |
|
| S3 |
0.7433 |
0.7471 |
0.7584 |
|
| S4 |
0.7330 |
0.7368 |
0.7555 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8218 |
0.8121 |
0.7802 |
|
| R3 |
0.8065 |
0.7968 |
0.7760 |
|
| R2 |
0.7912 |
0.7912 |
0.7746 |
|
| R1 |
0.7815 |
0.7815 |
0.7732 |
0.7787 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7745 |
| S1 |
0.7662 |
0.7662 |
0.7704 |
0.7634 |
| S2 |
0.7606 |
0.7606 |
0.7690 |
|
| S3 |
0.7453 |
0.7509 |
0.7676 |
|
| S4 |
0.7300 |
0.7356 |
0.7634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7856 |
0.7601 |
0.0255 |
3.3% |
0.0091 |
1.2% |
4% |
False |
True |
112,252 |
| 10 |
0.7905 |
0.7601 |
0.0304 |
4.0% |
0.0087 |
1.1% |
4% |
False |
True |
98,454 |
| 20 |
0.7905 |
0.7601 |
0.0304 |
4.0% |
0.0087 |
1.1% |
4% |
False |
True |
90,299 |
| 40 |
0.8261 |
0.7601 |
0.0660 |
8.7% |
0.0102 |
1.3% |
2% |
False |
True |
96,087 |
| 60 |
0.8320 |
0.7601 |
0.0719 |
9.4% |
0.0093 |
1.2% |
2% |
False |
True |
84,701 |
| 80 |
0.8714 |
0.7601 |
0.1113 |
14.6% |
0.0093 |
1.2% |
1% |
False |
True |
65,811 |
| 100 |
0.8815 |
0.7601 |
0.1214 |
15.9% |
0.0092 |
1.2% |
1% |
False |
True |
52,694 |
| 120 |
0.8963 |
0.7601 |
0.1362 |
17.9% |
0.0091 |
1.2% |
1% |
False |
True |
43,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8142 |
|
2.618 |
0.7974 |
|
1.618 |
0.7871 |
|
1.000 |
0.7807 |
|
0.618 |
0.7768 |
|
HIGH |
0.7704 |
|
0.618 |
0.7665 |
|
0.500 |
0.7653 |
|
0.382 |
0.7640 |
|
LOW |
0.7601 |
|
0.618 |
0.7537 |
|
1.000 |
0.7498 |
|
1.618 |
0.7434 |
|
2.618 |
0.7331 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7722 |
| PP |
0.7639 |
0.7685 |
| S1 |
0.7626 |
0.7649 |
|