CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7582 |
0.0052 |
0.7% |
0.7631 |
| High |
0.7627 |
0.7582 |
-0.0045 |
-0.6% |
0.7631 |
| Low |
0.7508 |
0.7540 |
0.0032 |
0.4% |
0.7495 |
| Close |
0.7605 |
0.7540 |
-0.0065 |
-0.9% |
0.7540 |
| Range |
0.0119 |
0.0042 |
-0.0077 |
-64.7% |
0.0136 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
1.1% |
0.0000 |
| Volume |
113 |
19 |
-94 |
-83.2% |
150 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7680 |
0.7652 |
0.7563 |
|
| R3 |
0.7638 |
0.7610 |
0.7552 |
|
| R2 |
0.7596 |
0.7596 |
0.7548 |
|
| R1 |
0.7568 |
0.7568 |
0.7544 |
0.7561 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7551 |
| S1 |
0.7526 |
0.7526 |
0.7536 |
0.7519 |
| S2 |
0.7512 |
0.7512 |
0.7532 |
|
| S3 |
0.7470 |
0.7484 |
0.7528 |
|
| S4 |
0.7428 |
0.7442 |
0.7517 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7963 |
0.7888 |
0.7615 |
|
| R3 |
0.7827 |
0.7752 |
0.7577 |
|
| R2 |
0.7691 |
0.7691 |
0.7565 |
|
| R1 |
0.7616 |
0.7616 |
0.7552 |
0.7586 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7540 |
| S1 |
0.7480 |
0.7480 |
0.7528 |
0.7450 |
| S2 |
0.7419 |
0.7419 |
0.7515 |
|
| S3 |
0.7283 |
0.7344 |
0.7503 |
|
| S4 |
0.7147 |
0.7208 |
0.7465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7631 |
0.7495 |
0.0136 |
1.8% |
0.0052 |
0.7% |
33% |
False |
False |
30 |
| 10 |
0.7738 |
0.7495 |
0.0243 |
3.2% |
0.0029 |
0.4% |
19% |
False |
False |
16 |
| 20 |
0.7803 |
0.7495 |
0.0308 |
4.1% |
0.0026 |
0.4% |
15% |
False |
False |
9 |
| 40 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0025 |
0.3% |
7% |
False |
False |
7 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.5% |
0.0018 |
0.2% |
7% |
False |
False |
5 |
| 80 |
0.8543 |
0.7495 |
0.1048 |
13.9% |
0.0015 |
0.2% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7761 |
|
2.618 |
0.7692 |
|
1.618 |
0.7650 |
|
1.000 |
0.7624 |
|
0.618 |
0.7608 |
|
HIGH |
0.7582 |
|
0.618 |
0.7566 |
|
0.500 |
0.7561 |
|
0.382 |
0.7556 |
|
LOW |
0.7540 |
|
0.618 |
0.7514 |
|
1.000 |
0.7498 |
|
1.618 |
0.7472 |
|
2.618 |
0.7430 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7561 |
| PP |
0.7554 |
0.7554 |
| S1 |
0.7547 |
0.7547 |
|