CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7705 |
0.0113 |
1.5% |
0.7706 |
| High |
0.7736 |
0.7709 |
-0.0027 |
-0.3% |
0.7737 |
| Low |
0.7573 |
0.7610 |
0.0037 |
0.5% |
0.7559 |
| Close |
0.7684 |
0.7620 |
-0.0064 |
-0.8% |
0.7620 |
| Range |
0.0163 |
0.0099 |
-0.0064 |
-39.3% |
0.0178 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
138,012 |
26,071 |
-111,941 |
-81.1% |
558,546 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7943 |
0.7881 |
0.7674 |
|
| R3 |
0.7844 |
0.7782 |
0.7647 |
|
| R2 |
0.7745 |
0.7745 |
0.7638 |
|
| R1 |
0.7683 |
0.7683 |
0.7629 |
0.7665 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7637 |
| S1 |
0.7584 |
0.7584 |
0.7611 |
0.7566 |
| S2 |
0.7547 |
0.7547 |
0.7602 |
|
| S3 |
0.7448 |
0.7485 |
0.7593 |
|
| S4 |
0.7349 |
0.7386 |
0.7566 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8173 |
0.8074 |
0.7718 |
|
| R3 |
0.7995 |
0.7896 |
0.7669 |
|
| R2 |
0.7817 |
0.7817 |
0.7653 |
|
| R1 |
0.7718 |
0.7718 |
0.7636 |
0.7679 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7619 |
| S1 |
0.7540 |
0.7540 |
0.7604 |
0.7501 |
| S2 |
0.7461 |
0.7461 |
0.7587 |
|
| S3 |
0.7283 |
0.7362 |
0.7571 |
|
| S4 |
0.7105 |
0.7184 |
0.7522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7737 |
0.7559 |
0.0178 |
2.3% |
0.0101 |
1.3% |
34% |
False |
False |
111,709 |
| 10 |
0.7856 |
0.7559 |
0.0297 |
3.9% |
0.0095 |
1.3% |
21% |
False |
False |
103,590 |
| 20 |
0.7905 |
0.7559 |
0.0346 |
4.5% |
0.0088 |
1.1% |
18% |
False |
False |
92,003 |
| 40 |
0.8261 |
0.7559 |
0.0702 |
9.2% |
0.0103 |
1.3% |
9% |
False |
False |
97,349 |
| 60 |
0.8261 |
0.7559 |
0.0702 |
9.2% |
0.0093 |
1.2% |
9% |
False |
False |
86,287 |
| 80 |
0.8714 |
0.7559 |
0.1155 |
15.2% |
0.0094 |
1.2% |
5% |
False |
False |
69,719 |
| 100 |
0.8815 |
0.7559 |
0.1256 |
16.5% |
0.0092 |
1.2% |
5% |
False |
False |
55,827 |
| 120 |
0.8833 |
0.7559 |
0.1274 |
16.7% |
0.0092 |
1.2% |
5% |
False |
False |
46,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.7968 |
|
1.618 |
0.7869 |
|
1.000 |
0.7808 |
|
0.618 |
0.7770 |
|
HIGH |
0.7709 |
|
0.618 |
0.7671 |
|
0.500 |
0.7660 |
|
0.382 |
0.7648 |
|
LOW |
0.7610 |
|
0.618 |
0.7549 |
|
1.000 |
0.7511 |
|
1.618 |
0.7450 |
|
2.618 |
0.7351 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7648 |
| PP |
0.7646 |
0.7638 |
| S1 |
0.7633 |
0.7629 |
|