CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7705 |
0.7629 |
-0.0076 |
-1.0% |
0.7706 |
| High |
0.7709 |
0.7678 |
-0.0031 |
-0.4% |
0.7737 |
| Low |
0.7610 |
0.7614 |
0.0004 |
0.1% |
0.7559 |
| Close |
0.7620 |
0.7666 |
0.0046 |
0.6% |
0.7620 |
| Range |
0.0099 |
0.0064 |
-0.0035 |
-35.4% |
0.0178 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
26,071 |
12,935 |
-13,136 |
-50.4% |
558,546 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7819 |
0.7701 |
|
| R3 |
0.7781 |
0.7755 |
0.7684 |
|
| R2 |
0.7717 |
0.7717 |
0.7678 |
|
| R1 |
0.7691 |
0.7691 |
0.7672 |
0.7704 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7659 |
| S1 |
0.7627 |
0.7627 |
0.7660 |
0.7640 |
| S2 |
0.7589 |
0.7589 |
0.7654 |
|
| S3 |
0.7525 |
0.7563 |
0.7648 |
|
| S4 |
0.7461 |
0.7499 |
0.7631 |
|
|
| 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 |
0.7736 |
0.7559 |
0.0177 |
2.3% |
0.0102 |
1.3% |
60% |
False |
False |
97,165 |
| 10 |
0.7856 |
0.7559 |
0.0297 |
3.9% |
0.0097 |
1.3% |
36% |
False |
False |
98,869 |
| 20 |
0.7905 |
0.7559 |
0.0346 |
4.5% |
0.0087 |
1.1% |
31% |
False |
False |
89,445 |
| 40 |
0.8222 |
0.7559 |
0.0663 |
8.6% |
0.0100 |
1.3% |
16% |
False |
False |
93,384 |
| 60 |
0.8261 |
0.7559 |
0.0702 |
9.2% |
0.0093 |
1.2% |
15% |
False |
False |
85,151 |
| 80 |
0.8672 |
0.7559 |
0.1113 |
14.5% |
0.0093 |
1.2% |
10% |
False |
False |
69,873 |
| 100 |
0.8815 |
0.7559 |
0.1256 |
16.4% |
0.0092 |
1.2% |
9% |
False |
False |
55,955 |
| 120 |
0.8815 |
0.7559 |
0.1256 |
16.4% |
0.0092 |
1.2% |
9% |
False |
False |
46,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7950 |
|
2.618 |
0.7846 |
|
1.618 |
0.7782 |
|
1.000 |
0.7742 |
|
0.618 |
0.7718 |
|
HIGH |
0.7678 |
|
0.618 |
0.7654 |
|
0.500 |
0.7646 |
|
0.382 |
0.7638 |
|
LOW |
0.7614 |
|
0.618 |
0.7574 |
|
1.000 |
0.7550 |
|
1.618 |
0.7510 |
|
2.618 |
0.7446 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7662 |
| PP |
0.7653 |
0.7658 |
| S1 |
0.7646 |
0.7655 |
|