CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7837 |
0.7810 |
-0.0027 |
-0.3% |
0.7587 |
| High |
0.7868 |
0.7849 |
-0.0019 |
-0.2% |
0.7806 |
| Low |
0.7793 |
0.7766 |
-0.0027 |
-0.3% |
0.7550 |
| Close |
0.7803 |
0.7780 |
-0.0023 |
-0.3% |
0.7736 |
| Range |
0.0075 |
0.0083 |
0.0008 |
10.7% |
0.0256 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
72,969 |
74,927 |
1,958 |
2.7% |
526,108 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7997 |
0.7826 |
|
| R3 |
0.7964 |
0.7914 |
0.7803 |
|
| R2 |
0.7881 |
0.7881 |
0.7795 |
|
| R1 |
0.7831 |
0.7831 |
0.7788 |
0.7815 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7790 |
| S1 |
0.7748 |
0.7748 |
0.7772 |
0.7732 |
| S2 |
0.7715 |
0.7715 |
0.7765 |
|
| S3 |
0.7632 |
0.7665 |
0.7757 |
|
| S4 |
0.7549 |
0.7582 |
0.7734 |
|
|
| 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 |
0.7901 |
0.7606 |
0.0295 |
3.8% |
0.0111 |
1.4% |
59% |
False |
False |
98,628 |
| 10 |
0.7901 |
0.7550 |
0.0351 |
4.5% |
0.0123 |
1.6% |
66% |
False |
False |
101,424 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
4.9% |
0.0106 |
1.4% |
68% |
False |
False |
63,717 |
| 40 |
0.7901 |
0.7517 |
0.0384 |
4.9% |
0.0098 |
1.3% |
68% |
False |
False |
32,079 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.9% |
0.0094 |
1.2% |
38% |
False |
False |
21,463 |
| 80 |
0.8394 |
0.7517 |
0.0877 |
11.3% |
0.0079 |
1.0% |
30% |
False |
False |
16,101 |
| 100 |
0.8656 |
0.7517 |
0.1139 |
14.6% |
0.0066 |
0.8% |
23% |
False |
False |
12,881 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.8% |
0.0056 |
0.7% |
21% |
False |
False |
10,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8066 |
|
1.618 |
0.7983 |
|
1.000 |
0.7932 |
|
0.618 |
0.7900 |
|
HIGH |
0.7849 |
|
0.618 |
0.7817 |
|
0.500 |
0.7808 |
|
0.382 |
0.7798 |
|
LOW |
0.7766 |
|
0.618 |
0.7715 |
|
1.000 |
0.7683 |
|
1.618 |
0.7632 |
|
2.618 |
0.7549 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7834 |
| PP |
0.7798 |
0.7816 |
| S1 |
0.7789 |
0.7798 |
|