CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7758 |
0.0146 |
1.9% |
0.7587 |
| High |
0.7764 |
0.7862 |
0.0098 |
1.3% |
0.7806 |
| Low |
0.7606 |
0.7725 |
0.0119 |
1.6% |
0.7550 |
| Close |
0.7736 |
0.7842 |
0.0106 |
1.4% |
0.7736 |
| Range |
0.0158 |
0.0137 |
-0.0021 |
-13.3% |
0.0256 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.6% |
0.0000 |
| Volume |
107,638 |
128,149 |
20,511 |
19.1% |
526,108 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8168 |
0.7917 |
|
| R3 |
0.8084 |
0.8031 |
0.7880 |
|
| R2 |
0.7947 |
0.7947 |
0.7867 |
|
| R1 |
0.7894 |
0.7894 |
0.7855 |
0.7921 |
| PP |
0.7810 |
0.7810 |
0.7810 |
0.7823 |
| S1 |
0.7757 |
0.7757 |
0.7829 |
0.7784 |
| S2 |
0.7673 |
0.7673 |
0.7817 |
|
| S3 |
0.7536 |
0.7620 |
0.7804 |
|
| S4 |
0.7399 |
0.7483 |
0.7767 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8465 |
0.8357 |
0.7877 |
|
| R3 |
0.8209 |
0.8101 |
0.7806 |
|
| R2 |
0.7953 |
0.7953 |
0.7783 |
|
| R1 |
0.7845 |
0.7845 |
0.7759 |
0.7899 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7725 |
| S1 |
0.7589 |
0.7589 |
0.7713 |
0.7643 |
| S2 |
0.7441 |
0.7441 |
0.7689 |
|
| S3 |
0.7185 |
0.7333 |
0.7666 |
|
| S4 |
0.6929 |
0.7077 |
0.7595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7862 |
0.7550 |
0.0312 |
4.0% |
0.0162 |
2.1% |
94% |
True |
False |
115,747 |
| 10 |
0.7862 |
0.7517 |
0.0345 |
4.4% |
0.0133 |
1.7% |
94% |
True |
False |
95,847 |
| 20 |
0.7865 |
0.7517 |
0.0348 |
4.4% |
0.0108 |
1.4% |
93% |
False |
False |
50,965 |
| 40 |
0.7942 |
0.7517 |
0.0425 |
5.4% |
0.0098 |
1.3% |
76% |
False |
False |
25,669 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.8% |
0.0090 |
1.1% |
47% |
False |
False |
17,175 |
| 80 |
0.8430 |
0.7517 |
0.0913 |
11.6% |
0.0076 |
1.0% |
36% |
False |
False |
12,884 |
| 100 |
0.8746 |
0.7517 |
0.1229 |
15.7% |
0.0064 |
0.8% |
26% |
False |
False |
10,308 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.7% |
0.0054 |
0.7% |
26% |
False |
False |
8,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8444 |
|
2.618 |
0.8221 |
|
1.618 |
0.8084 |
|
1.000 |
0.7999 |
|
0.618 |
0.7947 |
|
HIGH |
0.7862 |
|
0.618 |
0.7810 |
|
0.500 |
0.7794 |
|
0.382 |
0.7777 |
|
LOW |
0.7725 |
|
0.618 |
0.7640 |
|
1.000 |
0.7588 |
|
1.618 |
0.7503 |
|
2.618 |
0.7366 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7826 |
0.7800 |
| PP |
0.7810 |
0.7759 |
| S1 |
0.7794 |
0.7717 |
|