CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7573 |
0.0125 |
1.7% |
0.7662 |
| High |
0.7480 |
0.7573 |
0.0093 |
1.2% |
0.7707 |
| Low |
0.7448 |
0.7573 |
0.0125 |
1.7% |
0.7608 |
| Close |
0.7469 |
0.7573 |
0.0104 |
1.4% |
0.7608 |
| Range |
0.0032 |
0.0000 |
-0.0032 |
-100.0% |
0.0099 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
9.4% |
0.0000 |
| Volume |
4 |
11 |
7 |
175.0% |
20 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7573 |
0.7573 |
0.7573 |
|
| R3 |
0.7573 |
0.7573 |
0.7573 |
|
| R2 |
0.7573 |
0.7573 |
0.7573 |
|
| R1 |
0.7573 |
0.7573 |
0.7573 |
0.7573 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7573 |
| S1 |
0.7573 |
0.7573 |
0.7573 |
0.7573 |
| S2 |
0.7573 |
0.7573 |
0.7573 |
|
| S3 |
0.7573 |
0.7573 |
0.7573 |
|
| S4 |
0.7573 |
0.7573 |
0.7573 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7872 |
0.7662 |
|
| R3 |
0.7839 |
0.7773 |
0.7635 |
|
| R2 |
0.7740 |
0.7740 |
0.7626 |
|
| R1 |
0.7674 |
0.7674 |
0.7617 |
0.7658 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7633 |
| S1 |
0.7575 |
0.7575 |
0.7599 |
0.7559 |
| S2 |
0.7542 |
0.7542 |
0.7590 |
|
| S3 |
0.7443 |
0.7476 |
0.7581 |
|
| S4 |
0.7344 |
0.7377 |
0.7554 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7573 |
|
2.618 |
0.7573 |
|
1.618 |
0.7573 |
|
1.000 |
0.7573 |
|
0.618 |
0.7573 |
|
HIGH |
0.7573 |
|
0.618 |
0.7573 |
|
0.500 |
0.7573 |
|
0.382 |
0.7573 |
|
LOW |
0.7573 |
|
0.618 |
0.7573 |
|
1.000 |
0.7573 |
|
1.618 |
0.7573 |
|
2.618 |
0.7573 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7554 |
| PP |
0.7573 |
0.7535 |
| S1 |
0.7573 |
0.7516 |
|