CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7624 |
-0.0076 |
-1.0% |
0.7800 |
| High |
0.7704 |
0.7642 |
-0.0062 |
-0.8% |
0.7856 |
| Low |
0.7601 |
0.7559 |
-0.0042 |
-0.6% |
0.7703 |
| Close |
0.7612 |
0.7577 |
-0.0035 |
-0.5% |
0.7718 |
| Range |
0.0103 |
0.0083 |
-0.0020 |
-19.4% |
0.0153 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
158,891 |
149,918 |
-8,973 |
-5.6% |
477,354 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7842 |
0.7792 |
0.7623 |
|
| R3 |
0.7759 |
0.7709 |
0.7600 |
|
| R2 |
0.7676 |
0.7676 |
0.7592 |
|
| R1 |
0.7626 |
0.7626 |
0.7585 |
0.7610 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7584 |
| S1 |
0.7543 |
0.7543 |
0.7569 |
0.7527 |
| S2 |
0.7510 |
0.7510 |
0.7562 |
|
| S3 |
0.7427 |
0.7460 |
0.7554 |
|
| S4 |
0.7344 |
0.7377 |
0.7531 |
|
|
| 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 |
0.7843 |
0.7559 |
0.0284 |
3.7% |
0.0094 |
1.2% |
6% |
False |
True |
126,766 |
| 10 |
0.7905 |
0.7559 |
0.0346 |
4.6% |
0.0088 |
1.2% |
5% |
False |
True |
105,557 |
| 20 |
0.7905 |
0.7559 |
0.0346 |
4.6% |
0.0086 |
1.1% |
5% |
False |
True |
93,803 |
| 40 |
0.8261 |
0.7559 |
0.0702 |
9.3% |
0.0101 |
1.3% |
3% |
False |
True |
97,781 |
| 60 |
0.8261 |
0.7559 |
0.0702 |
9.3% |
0.0091 |
1.2% |
3% |
False |
True |
86,092 |
| 80 |
0.8714 |
0.7559 |
0.1155 |
15.2% |
0.0093 |
1.2% |
2% |
False |
True |
67,681 |
| 100 |
0.8815 |
0.7559 |
0.1256 |
16.6% |
0.0091 |
1.2% |
1% |
False |
True |
54,190 |
| 120 |
0.8880 |
0.7559 |
0.1321 |
17.4% |
0.0091 |
1.2% |
1% |
False |
True |
45,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7995 |
|
2.618 |
0.7859 |
|
1.618 |
0.7776 |
|
1.000 |
0.7725 |
|
0.618 |
0.7693 |
|
HIGH |
0.7642 |
|
0.618 |
0.7610 |
|
0.500 |
0.7601 |
|
0.382 |
0.7591 |
|
LOW |
0.7559 |
|
0.618 |
0.7508 |
|
1.000 |
0.7476 |
|
1.618 |
0.7425 |
|
2.618 |
0.7342 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7648 |
| PP |
0.7593 |
0.7624 |
| S1 |
0.7585 |
0.7601 |
|