CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7631 |
-0.0037 |
-0.5% |
0.7692 |
| High |
0.7668 |
0.7631 |
-0.0037 |
-0.5% |
0.7738 |
| Low |
0.7640 |
0.7631 |
-0.0009 |
-0.1% |
0.7640 |
| Close |
0.7640 |
0.7631 |
-0.0009 |
-0.1% |
0.7640 |
| Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0098 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7631 |
0.7631 |
0.7631 |
|
| R3 |
0.7631 |
0.7631 |
0.7631 |
|
| R2 |
0.7631 |
0.7631 |
0.7631 |
|
| R1 |
0.7631 |
0.7631 |
0.7631 |
0.7631 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7631 |
| S1 |
0.7631 |
0.7631 |
0.7631 |
0.7631 |
| S2 |
0.7631 |
0.7631 |
0.7631 |
|
| S3 |
0.7631 |
0.7631 |
0.7631 |
|
| S4 |
0.7631 |
0.7631 |
0.7631 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7901 |
0.7694 |
|
| R3 |
0.7869 |
0.7803 |
0.7667 |
|
| R2 |
0.7771 |
0.7771 |
0.7658 |
|
| R1 |
0.7705 |
0.7705 |
0.7649 |
0.7689 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7665 |
| S1 |
0.7607 |
0.7607 |
0.7631 |
0.7591 |
| S2 |
0.7575 |
0.7575 |
0.7622 |
|
| S3 |
0.7477 |
0.7509 |
0.7613 |
|
| S4 |
0.7379 |
0.7411 |
0.7586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7738 |
0.7631 |
0.0107 |
1.4% |
0.0006 |
0.1% |
0% |
False |
True |
2 |
| 10 |
0.7803 |
0.7627 |
0.0176 |
2.3% |
0.0019 |
0.2% |
2% |
False |
False |
1 |
| 20 |
0.7803 |
0.7620 |
0.0183 |
2.4% |
0.0014 |
0.2% |
6% |
False |
False |
4 |
| 40 |
0.8138 |
0.7547 |
0.0591 |
7.7% |
0.0020 |
0.3% |
14% |
False |
False |
3 |
| 60 |
0.8180 |
0.7547 |
0.0633 |
8.3% |
0.0014 |
0.2% |
13% |
False |
False |
2 |
| 80 |
0.8569 |
0.7547 |
0.1022 |
13.4% |
0.0012 |
0.2% |
8% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7631 |
|
1.618 |
0.7631 |
|
1.000 |
0.7631 |
|
0.618 |
0.7631 |
|
HIGH |
0.7631 |
|
0.618 |
0.7631 |
|
0.500 |
0.7631 |
|
0.382 |
0.7631 |
|
LOW |
0.7631 |
|
0.618 |
0.7631 |
|
1.000 |
0.7631 |
|
1.618 |
0.7631 |
|
2.618 |
0.7631 |
|
4.250 |
0.7631 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7662 |
| PP |
0.7631 |
0.7651 |
| S1 |
0.7631 |
0.7641 |
|