CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7509 |
0.7533 |
0.0024 |
0.3% |
0.7599 |
| High |
0.7509 |
0.7533 |
0.0024 |
0.3% |
0.7599 |
| Low |
0.7509 |
0.7533 |
0.0024 |
0.3% |
0.7448 |
| Close |
0.7509 |
0.7533 |
0.0024 |
0.3% |
0.7509 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
28 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7533 |
0.7533 |
|
| R3 |
0.7533 |
0.7533 |
0.7533 |
|
| R2 |
0.7533 |
0.7533 |
0.7533 |
|
| R1 |
0.7533 |
0.7533 |
0.7533 |
0.7533 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7533 |
| S1 |
0.7533 |
0.7533 |
0.7533 |
0.7533 |
| S2 |
0.7533 |
0.7533 |
0.7533 |
|
| S3 |
0.7533 |
0.7533 |
0.7533 |
|
| S4 |
0.7533 |
0.7533 |
0.7533 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7972 |
0.7891 |
0.7592 |
|
| R3 |
0.7821 |
0.7740 |
0.7551 |
|
| R2 |
0.7670 |
0.7670 |
0.7537 |
|
| R1 |
0.7589 |
0.7589 |
0.7523 |
0.7554 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7501 |
| S1 |
0.7438 |
0.7438 |
0.7495 |
0.7403 |
| S2 |
0.7368 |
0.7368 |
0.7481 |
|
| S3 |
0.7217 |
0.7287 |
0.7467 |
|
| S4 |
0.7066 |
0.7136 |
0.7426 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7533 |
|
2.618 |
0.7533 |
|
1.618 |
0.7533 |
|
1.000 |
0.7533 |
|
0.618 |
0.7533 |
|
HIGH |
0.7533 |
|
0.618 |
0.7533 |
|
0.500 |
0.7533 |
|
0.382 |
0.7533 |
|
LOW |
0.7533 |
|
0.618 |
0.7533 |
|
1.000 |
0.7533 |
|
1.618 |
0.7533 |
|
2.618 |
0.7533 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7541 |
| PP |
0.7533 |
0.7538 |
| S1 |
0.7533 |
0.7536 |
|