CME Australian Dollar Future June 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 |
0.7658 |
0.7579 |
-0.0079 |
-1.0% |
0.7758 |
| High |
0.7660 |
0.7600 |
-0.0060 |
-0.8% |
0.7813 |
| Low |
0.7557 |
0.7517 |
-0.0040 |
-0.5% |
0.7659 |
| Close |
0.7570 |
0.7535 |
-0.0035 |
-0.5% |
0.7676 |
| Range |
0.0103 |
0.0083 |
-0.0020 |
-19.4% |
0.0154 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
64,871 |
74,851 |
9,980 |
15.4% |
26,362 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7800 |
0.7750 |
0.7581 |
|
| R3 |
0.7717 |
0.7667 |
0.7558 |
|
| R2 |
0.7634 |
0.7634 |
0.7550 |
|
| R1 |
0.7584 |
0.7584 |
0.7543 |
0.7568 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7542 |
| S1 |
0.7501 |
0.7501 |
0.7527 |
0.7485 |
| S2 |
0.7468 |
0.7468 |
0.7520 |
|
| S3 |
0.7385 |
0.7418 |
0.7512 |
|
| S4 |
0.7302 |
0.7335 |
0.7489 |
|
|
| 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 |
0.7800 |
0.7517 |
0.0283 |
3.8% |
0.0093 |
1.2% |
6% |
False |
True |
38,030 |
| 10 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0085 |
1.1% |
5% |
False |
True |
19,965 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0081 |
1.1% |
5% |
False |
True |
10,169 |
| 40 |
0.8208 |
0.7517 |
0.0691 |
9.2% |
0.0091 |
1.2% |
3% |
False |
True |
5,262 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.2% |
0.0077 |
1.0% |
3% |
False |
True |
3,532 |
| 80 |
0.8624 |
0.7517 |
0.1107 |
14.7% |
0.0062 |
0.8% |
2% |
False |
True |
2,650 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.3% |
0.0052 |
0.7% |
1% |
False |
True |
2,120 |
| 120 |
0.8810 |
0.7517 |
0.1293 |
17.2% |
0.0045 |
0.6% |
1% |
False |
True |
1,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7953 |
|
2.618 |
0.7817 |
|
1.618 |
0.7734 |
|
1.000 |
0.7683 |
|
0.618 |
0.7651 |
|
HIGH |
0.7600 |
|
0.618 |
0.7568 |
|
0.500 |
0.7559 |
|
0.382 |
0.7549 |
|
LOW |
0.7517 |
|
0.618 |
0.7466 |
|
1.000 |
0.7434 |
|
1.618 |
0.7383 |
|
2.618 |
0.7300 |
|
4.250 |
0.7164 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7606 |
| PP |
0.7551 |
0.7582 |
| S1 |
0.7543 |
0.7559 |
|