CME Australian Dollar Future June 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 |
0.7546 |
0.7664 |
0.0118 |
1.6% |
0.7666 |
| High |
0.7700 |
0.7667 |
-0.0033 |
-0.4% |
0.7700 |
| Low |
0.7530 |
0.7566 |
0.0036 |
0.5% |
0.7517 |
| Close |
0.7641 |
0.7577 |
-0.0064 |
-0.8% |
0.7577 |
| Range |
0.0170 |
0.0101 |
-0.0069 |
-40.6% |
0.0183 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
61,862 |
102,633 |
40,771 |
65.9% |
334,772 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7843 |
0.7633 |
|
| R3 |
0.7805 |
0.7742 |
0.7605 |
|
| R2 |
0.7704 |
0.7704 |
0.7596 |
|
| R1 |
0.7641 |
0.7641 |
0.7586 |
0.7622 |
| PP |
0.7603 |
0.7603 |
0.7603 |
0.7594 |
| S1 |
0.7540 |
0.7540 |
0.7568 |
0.7521 |
| S2 |
0.7502 |
0.7502 |
0.7558 |
|
| S3 |
0.7401 |
0.7439 |
0.7549 |
|
| S4 |
0.7300 |
0.7338 |
0.7521 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8045 |
0.7678 |
|
| R3 |
0.7964 |
0.7862 |
0.7627 |
|
| R2 |
0.7781 |
0.7781 |
0.7611 |
|
| R1 |
0.7679 |
0.7679 |
0.7594 |
0.7639 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7578 |
| S1 |
0.7496 |
0.7496 |
0.7560 |
0.7456 |
| S2 |
0.7415 |
0.7415 |
0.7543 |
|
| S3 |
0.7232 |
0.7313 |
0.7527 |
|
| S4 |
0.7049 |
0.7130 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7700 |
0.7517 |
0.0183 |
2.4% |
0.0102 |
1.4% |
33% |
False |
False |
66,954 |
| 10 |
0.7813 |
0.7517 |
0.0296 |
3.9% |
0.0094 |
1.2% |
20% |
False |
False |
36,113 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.6% |
0.0083 |
1.1% |
17% |
False |
False |
18,369 |
| 40 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0094 |
1.2% |
9% |
False |
False |
9,369 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
9.1% |
0.0081 |
1.1% |
9% |
False |
False |
6,274 |
| 80 |
0.8605 |
0.7517 |
0.1088 |
14.4% |
0.0065 |
0.9% |
6% |
False |
False |
4,706 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0055 |
0.7% |
5% |
False |
False |
3,765 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
16.2% |
0.0047 |
0.6% |
5% |
False |
False |
3,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.7931 |
|
1.618 |
0.7830 |
|
1.000 |
0.7768 |
|
0.618 |
0.7729 |
|
HIGH |
0.7667 |
|
0.618 |
0.7628 |
|
0.500 |
0.7617 |
|
0.382 |
0.7605 |
|
LOW |
0.7566 |
|
0.618 |
0.7504 |
|
1.000 |
0.7465 |
|
1.618 |
0.7403 |
|
2.618 |
0.7302 |
|
4.250 |
0.7137 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7609 |
| PP |
0.7603 |
0.7598 |
| S1 |
0.7590 |
0.7588 |
|