CME Australian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7809 |
0.0009 |
0.1% |
0.7586 |
| High |
0.7855 |
0.7822 |
-0.0033 |
-0.4% |
0.7732 |
| Low |
0.7776 |
0.7764 |
-0.0012 |
-0.2% |
0.7520 |
| Close |
0.7793 |
0.7767 |
-0.0026 |
-0.3% |
0.7699 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.6% |
0.0212 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
29 |
36 |
7 |
24.1% |
147 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7921 |
0.7799 |
|
| R3 |
0.7900 |
0.7863 |
0.7783 |
|
| R2 |
0.7842 |
0.7842 |
0.7778 |
|
| R1 |
0.7805 |
0.7805 |
0.7772 |
0.7795 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7779 |
| S1 |
0.7747 |
0.7747 |
0.7762 |
0.7737 |
| S2 |
0.7726 |
0.7726 |
0.7756 |
|
| S3 |
0.7668 |
0.7689 |
0.7751 |
|
| S4 |
0.7610 |
0.7631 |
0.7735 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8286 |
0.8205 |
0.7816 |
|
| R3 |
0.8074 |
0.7993 |
0.7757 |
|
| R2 |
0.7862 |
0.7862 |
0.7738 |
|
| R1 |
0.7781 |
0.7781 |
0.7718 |
0.7822 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7671 |
| S1 |
0.7569 |
0.7569 |
0.7680 |
0.7610 |
| S2 |
0.7438 |
0.7438 |
0.7660 |
|
| S3 |
0.7226 |
0.7357 |
0.7641 |
|
| S4 |
0.7014 |
0.7145 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7855 |
0.7539 |
0.0316 |
4.1% |
0.0114 |
1.5% |
72% |
False |
False |
42 |
| 10 |
0.7855 |
0.7508 |
0.0347 |
4.5% |
0.0104 |
1.3% |
75% |
False |
False |
40 |
| 20 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0061 |
0.8% |
76% |
False |
False |
21 |
| 40 |
0.7855 |
0.7495 |
0.0360 |
4.6% |
0.0041 |
0.5% |
76% |
False |
False |
13 |
| 60 |
0.8138 |
0.7495 |
0.0643 |
8.3% |
0.0032 |
0.4% |
42% |
False |
False |
9 |
| 80 |
0.8342 |
0.7495 |
0.0847 |
10.9% |
0.0026 |
0.3% |
32% |
False |
False |
7 |
| 100 |
0.8636 |
0.7495 |
0.1141 |
14.7% |
0.0021 |
0.3% |
24% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7974 |
|
1.618 |
0.7916 |
|
1.000 |
0.7880 |
|
0.618 |
0.7858 |
|
HIGH |
0.7822 |
|
0.618 |
0.7800 |
|
0.500 |
0.7793 |
|
0.382 |
0.7786 |
|
LOW |
0.7764 |
|
0.618 |
0.7728 |
|
1.000 |
0.7706 |
|
1.618 |
0.7670 |
|
2.618 |
0.7612 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7780 |
| PP |
0.7784 |
0.7776 |
| S1 |
0.7776 |
0.7771 |
|