CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7792 |
-0.0018 |
-0.2% |
0.7758 |
| High |
0.7849 |
0.7800 |
-0.0049 |
-0.6% |
0.7901 |
| Low |
0.7766 |
0.7709 |
-0.0057 |
-0.7% |
0.7709 |
| Close |
0.7780 |
0.7725 |
-0.0055 |
-0.7% |
0.7725 |
| Range |
0.0083 |
0.0091 |
0.0008 |
9.6% |
0.0192 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
74,927 |
87,148 |
12,221 |
16.3% |
472,651 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7962 |
0.7775 |
|
| R3 |
0.7927 |
0.7871 |
0.7750 |
|
| R2 |
0.7836 |
0.7836 |
0.7742 |
|
| R1 |
0.7780 |
0.7780 |
0.7733 |
0.7763 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7736 |
| S1 |
0.7689 |
0.7689 |
0.7717 |
0.7672 |
| S2 |
0.7654 |
0.7654 |
0.7708 |
|
| S3 |
0.7563 |
0.7598 |
0.7700 |
|
| S4 |
0.7472 |
0.7507 |
0.7675 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8354 |
0.8232 |
0.7831 |
|
| R3 |
0.8162 |
0.8040 |
0.7778 |
|
| R2 |
0.7970 |
0.7970 |
0.7760 |
|
| R1 |
0.7848 |
0.7848 |
0.7743 |
0.7813 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7761 |
| S1 |
0.7656 |
0.7656 |
0.7707 |
0.7621 |
| S2 |
0.7586 |
0.7586 |
0.7690 |
|
| S3 |
0.7394 |
0.7464 |
0.7672 |
|
| S4 |
0.7202 |
0.7272 |
0.7619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7901 |
0.7709 |
0.0192 |
2.5% |
0.0097 |
1.3% |
8% |
False |
True |
94,530 |
| 10 |
0.7901 |
0.7550 |
0.0351 |
4.5% |
0.0122 |
1.6% |
50% |
False |
False |
99,875 |
| 20 |
0.7901 |
0.7517 |
0.0384 |
5.0% |
0.0108 |
1.4% |
54% |
False |
False |
67,994 |
| 40 |
0.7901 |
0.7517 |
0.0384 |
5.0% |
0.0097 |
1.3% |
54% |
False |
False |
34,228 |
| 60 |
0.8208 |
0.7517 |
0.0691 |
8.9% |
0.0094 |
1.2% |
30% |
False |
False |
22,915 |
| 80 |
0.8352 |
0.7517 |
0.0835 |
10.8% |
0.0080 |
1.0% |
25% |
False |
False |
17,190 |
| 100 |
0.8624 |
0.7517 |
0.1107 |
14.3% |
0.0067 |
0.9% |
19% |
False |
False |
13,752 |
| 120 |
0.8746 |
0.7517 |
0.1229 |
15.9% |
0.0057 |
0.7% |
17% |
False |
False |
11,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.8038 |
|
1.618 |
0.7947 |
|
1.000 |
0.7891 |
|
0.618 |
0.7856 |
|
HIGH |
0.7800 |
|
0.618 |
0.7765 |
|
0.500 |
0.7755 |
|
0.382 |
0.7744 |
|
LOW |
0.7709 |
|
0.618 |
0.7653 |
|
1.000 |
0.7618 |
|
1.618 |
0.7562 |
|
2.618 |
0.7471 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7789 |
| PP |
0.7745 |
0.7767 |
| S1 |
0.7735 |
0.7746 |
|