CME Australian Dollar Future December 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
0.7792 |
0.7860 |
0.0068 |
0.9% |
0.7533 |
High |
0.7792 |
0.7860 |
0.0068 |
0.9% |
0.7668 |
Low |
0.7769 |
0.7761 |
-0.0008 |
-0.1% |
0.7500 |
Close |
0.7773 |
0.7761 |
-0.0012 |
-0.2% |
0.7668 |
Range |
0.0023 |
0.0099 |
0.0076 |
330.4% |
0.0168 |
ATR |
0.0068 |
0.0070 |
0.0002 |
3.3% |
0.0000 |
Volume |
2 |
13 |
11 |
550.0% |
56 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8091 |
0.8025 |
0.7815 |
|
R3 |
0.7992 |
0.7926 |
0.7788 |
|
R2 |
0.7893 |
0.7893 |
0.7779 |
|
R1 |
0.7827 |
0.7827 |
0.7770 |
0.7811 |
PP |
0.7794 |
0.7794 |
0.7794 |
0.7786 |
S1 |
0.7728 |
0.7728 |
0.7752 |
0.7712 |
S2 |
0.7695 |
0.7695 |
0.7743 |
|
S3 |
0.7596 |
0.7629 |
0.7734 |
|
S4 |
0.7497 |
0.7530 |
0.7707 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8116 |
0.8060 |
0.7760 |
|
R3 |
0.7948 |
0.7892 |
0.7714 |
|
R2 |
0.7780 |
0.7780 |
0.7699 |
|
R1 |
0.7724 |
0.7724 |
0.7683 |
0.7752 |
PP |
0.7612 |
0.7612 |
0.7612 |
0.7626 |
S1 |
0.7556 |
0.7556 |
0.7653 |
0.7584 |
S2 |
0.7444 |
0.7444 |
0.7637 |
|
S3 |
0.7276 |
0.7388 |
0.7622 |
|
S4 |
0.7108 |
0.7220 |
0.7576 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8281 |
2.618 |
0.8119 |
1.618 |
0.8020 |
1.000 |
0.7959 |
0.618 |
0.7921 |
HIGH |
0.7860 |
0.618 |
0.7822 |
0.500 |
0.7811 |
0.382 |
0.7799 |
LOW |
0.7761 |
0.618 |
0.7700 |
1.000 |
0.7662 |
1.618 |
0.7601 |
2.618 |
0.7502 |
4.250 |
0.7340 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7754 |
PP |
0.7794 |
0.7747 |
S1 |
0.7778 |
0.7740 |
|