CME Australian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7736 |
0.7659 |
-0.0077 |
-1.0% |
0.7792 |
| High |
0.7736 |
0.7659 |
-0.0077 |
-1.0% |
0.7860 |
| Low |
0.7713 |
0.7659 |
-0.0054 |
-0.7% |
0.7659 |
| Close |
0.7713 |
0.7659 |
-0.0054 |
-0.7% |
0.7659 |
| Range |
0.0023 |
0.0000 |
-0.0023 |
-100.0% |
0.0201 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
31 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7659 |
0.7659 |
|
| R3 |
0.7659 |
0.7659 |
0.7659 |
|
| R2 |
0.7659 |
0.7659 |
0.7659 |
|
| R1 |
0.7659 |
0.7659 |
0.7659 |
0.7659 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7659 |
| S1 |
0.7659 |
0.7659 |
0.7659 |
0.7659 |
| S2 |
0.7659 |
0.7659 |
0.7659 |
|
| S3 |
0.7659 |
0.7659 |
0.7659 |
|
| S4 |
0.7659 |
0.7659 |
0.7659 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8329 |
0.8195 |
0.7770 |
|
| R3 |
0.8128 |
0.7994 |
0.7714 |
|
| R2 |
0.7927 |
0.7927 |
0.7696 |
|
| R1 |
0.7793 |
0.7793 |
0.7677 |
0.7760 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7709 |
| S1 |
0.7592 |
0.7592 |
0.7641 |
0.7559 |
| S2 |
0.7525 |
0.7525 |
0.7622 |
|
| S3 |
0.7324 |
0.7391 |
0.7604 |
|
| S4 |
0.7123 |
0.7190 |
0.7548 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7659 |
|
2.618 |
0.7659 |
|
1.618 |
0.7659 |
|
1.000 |
0.7659 |
|
0.618 |
0.7659 |
|
HIGH |
0.7659 |
|
0.618 |
0.7659 |
|
0.500 |
0.7659 |
|
0.382 |
0.7659 |
|
LOW |
0.7659 |
|
0.618 |
0.7659 |
|
1.000 |
0.7659 |
|
1.618 |
0.7659 |
|
2.618 |
0.7659 |
|
4.250 |
0.7659 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7731 |
| PP |
0.7659 |
0.7707 |
| S1 |
0.7659 |
0.7683 |
|