CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7692 |
0.7738 |
0.0046 |
0.6% |
0.7711 |
| High |
0.7692 |
0.7738 |
0.0046 |
0.6% |
0.7803 |
| Low |
0.7692 |
0.7738 |
0.0046 |
0.6% |
0.7627 |
| Close |
0.7692 |
0.7738 |
0.0046 |
0.6% |
0.7729 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7738 |
0.7738 |
|
| R3 |
0.7738 |
0.7738 |
0.7738 |
|
| R2 |
0.7738 |
0.7738 |
0.7738 |
|
| R1 |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| S1 |
0.7738 |
0.7738 |
0.7738 |
0.7738 |
| S2 |
0.7738 |
0.7738 |
0.7738 |
|
| S3 |
0.7738 |
0.7738 |
0.7738 |
|
| S4 |
0.7738 |
0.7738 |
0.7738 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8248 |
0.8164 |
0.7826 |
|
| R3 |
0.8072 |
0.7988 |
0.7777 |
|
| R2 |
0.7896 |
0.7896 |
0.7761 |
|
| R1 |
0.7812 |
0.7812 |
0.7745 |
0.7854 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7741 |
| S1 |
0.7636 |
0.7636 |
0.7713 |
0.7678 |
| S2 |
0.7544 |
0.7544 |
0.7697 |
|
| S3 |
0.7368 |
0.7460 |
0.7681 |
|
| S4 |
0.7192 |
0.7284 |
0.7632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7803 |
0.7692 |
0.0111 |
1.4% |
0.0010 |
0.1% |
41% |
False |
False |
1 |
| 10 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0024 |
0.3% |
63% |
False |
False |
1 |
| 20 |
0.7803 |
0.7547 |
0.0256 |
3.3% |
0.0021 |
0.3% |
75% |
False |
False |
5 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.6% |
0.0019 |
0.2% |
32% |
False |
False |
3 |
| 60 |
0.8224 |
0.7547 |
0.0677 |
8.7% |
0.0015 |
0.2% |
28% |
False |
False |
2 |
| 80 |
0.8569 |
0.7547 |
0.1022 |
13.2% |
0.0012 |
0.2% |
19% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7738 |
|
1.618 |
0.7738 |
|
1.000 |
0.7738 |
|
0.618 |
0.7738 |
|
HIGH |
0.7738 |
|
0.618 |
0.7738 |
|
0.500 |
0.7738 |
|
0.382 |
0.7738 |
|
LOW |
0.7738 |
|
0.618 |
0.7738 |
|
1.000 |
0.7738 |
|
1.618 |
0.7738 |
|
2.618 |
0.7738 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7737 |
| PP |
0.7738 |
0.7736 |
| S1 |
0.7738 |
0.7736 |
|