CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7592 |
-0.0032 |
-0.4% |
0.7800 |
| High |
0.7642 |
0.7736 |
0.0094 |
1.2% |
0.7856 |
| Low |
0.7559 |
0.7573 |
0.0014 |
0.2% |
0.7703 |
| Close |
0.7577 |
0.7684 |
0.0107 |
1.4% |
0.7718 |
| Range |
0.0083 |
0.0163 |
0.0080 |
96.4% |
0.0153 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.5% |
0.0000 |
| Volume |
149,918 |
138,012 |
-11,906 |
-7.9% |
477,354 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8082 |
0.7774 |
|
| R3 |
0.7990 |
0.7919 |
0.7729 |
|
| R2 |
0.7827 |
0.7827 |
0.7714 |
|
| R1 |
0.7756 |
0.7756 |
0.7699 |
0.7792 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7682 |
| S1 |
0.7593 |
0.7593 |
0.7669 |
0.7629 |
| S2 |
0.7501 |
0.7501 |
0.7654 |
|
| S3 |
0.7338 |
0.7430 |
0.7639 |
|
| S4 |
0.7175 |
0.7267 |
0.7594 |
|
|
| 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% |
0.0109 |
1.4% |
44% |
False |
False |
134,503 |
| 10 |
0.7856 |
0.7559 |
0.0297 |
3.9% |
0.0091 |
1.2% |
42% |
False |
False |
108,689 |
| 20 |
0.7905 |
0.7559 |
0.0346 |
4.5% |
0.0089 |
1.2% |
36% |
False |
False |
96,935 |
| 40 |
0.8261 |
0.7559 |
0.0702 |
9.1% |
0.0103 |
1.3% |
18% |
False |
False |
99,440 |
| 60 |
0.8261 |
0.7559 |
0.0702 |
9.1% |
0.0093 |
1.2% |
18% |
False |
False |
87,120 |
| 80 |
0.8714 |
0.7559 |
0.1155 |
15.0% |
0.0094 |
1.2% |
11% |
False |
False |
69,400 |
| 100 |
0.8815 |
0.7559 |
0.1256 |
16.3% |
0.0091 |
1.2% |
10% |
False |
False |
55,568 |
| 120 |
0.8880 |
0.7559 |
0.1321 |
17.2% |
0.0092 |
1.2% |
9% |
False |
False |
46,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8429 |
|
2.618 |
0.8163 |
|
1.618 |
0.8000 |
|
1.000 |
0.7899 |
|
0.618 |
0.7837 |
|
HIGH |
0.7736 |
|
0.618 |
0.7674 |
|
0.500 |
0.7655 |
|
0.382 |
0.7635 |
|
LOW |
0.7573 |
|
0.618 |
0.7472 |
|
1.000 |
0.7410 |
|
1.618 |
0.7309 |
|
2.618 |
0.7146 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7672 |
| PP |
0.7664 |
0.7660 |
| S1 |
0.7655 |
0.7648 |
|