CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7666 |
-0.0068 |
-0.9% |
0.7758 |
| High |
0.7800 |
0.7694 |
-0.0106 |
-1.4% |
0.7813 |
| Low |
0.7659 |
0.7639 |
-0.0020 |
-0.3% |
0.7659 |
| Close |
0.7676 |
0.7667 |
-0.0009 |
-0.1% |
0.7676 |
| Range |
0.0141 |
0.0055 |
-0.0086 |
-61.0% |
0.0154 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
13,715 |
30,555 |
16,840 |
122.8% |
26,362 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7804 |
0.7697 |
|
| R3 |
0.7777 |
0.7749 |
0.7682 |
|
| R2 |
0.7722 |
0.7722 |
0.7677 |
|
| R1 |
0.7694 |
0.7694 |
0.7672 |
0.7708 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7674 |
| S1 |
0.7639 |
0.7639 |
0.7662 |
0.7653 |
| S2 |
0.7612 |
0.7612 |
0.7657 |
|
| S3 |
0.7557 |
0.7584 |
0.7652 |
|
| S4 |
0.7502 |
0.7529 |
0.7637 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8178 |
0.8081 |
0.7761 |
|
| R3 |
0.8024 |
0.7927 |
0.7718 |
|
| R2 |
0.7870 |
0.7870 |
0.7704 |
|
| R1 |
0.7773 |
0.7773 |
0.7690 |
0.7745 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7702 |
| S1 |
0.7619 |
0.7619 |
0.7662 |
0.7591 |
| S2 |
0.7562 |
0.7562 |
0.7648 |
|
| S3 |
0.7408 |
0.7465 |
0.7634 |
|
| S4 |
0.7254 |
0.7311 |
0.7591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7813 |
0.7639 |
0.0174 |
2.3% |
0.0087 |
1.1% |
16% |
False |
True |
11,060 |
| 10 |
0.7865 |
0.7639 |
0.0226 |
2.9% |
0.0083 |
1.1% |
12% |
False |
True |
6,084 |
| 20 |
0.7865 |
0.7595 |
0.0270 |
3.5% |
0.0080 |
1.0% |
27% |
False |
False |
3,205 |
| 40 |
0.8208 |
0.7571 |
0.0637 |
8.3% |
0.0092 |
1.2% |
15% |
False |
False |
1,775 |
| 60 |
0.8225 |
0.7571 |
0.0654 |
8.5% |
0.0076 |
1.0% |
15% |
False |
False |
1,204 |
| 80 |
0.8624 |
0.7571 |
0.1053 |
13.7% |
0.0060 |
0.8% |
9% |
False |
False |
903 |
| 100 |
0.8746 |
0.7571 |
0.1175 |
15.3% |
0.0051 |
0.7% |
8% |
False |
False |
723 |
| 120 |
0.8919 |
0.7571 |
0.1348 |
17.6% |
0.0044 |
0.6% |
7% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7838 |
|
1.618 |
0.7783 |
|
1.000 |
0.7749 |
|
0.618 |
0.7728 |
|
HIGH |
0.7694 |
|
0.618 |
0.7673 |
|
0.500 |
0.7667 |
|
0.382 |
0.7660 |
|
LOW |
0.7639 |
|
0.618 |
0.7605 |
|
1.000 |
0.7584 |
|
1.618 |
0.7550 |
|
2.618 |
0.7495 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7720 |
| PP |
0.7667 |
0.7702 |
| S1 |
0.7667 |
0.7685 |
|