CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8085 |
0.8075 |
-0.0010 |
-0.1% |
0.8194 |
High |
0.8124 |
0.8097 |
-0.0027 |
-0.3% |
0.8220 |
Low |
0.8077 |
0.8041 |
-0.0036 |
-0.4% |
0.8056 |
Close |
0.8088 |
0.8048 |
-0.0040 |
-0.5% |
0.8095 |
Range |
0.0047 |
0.0056 |
0.0009 |
19.1% |
0.0164 |
ATR |
0.0091 |
0.0088 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
35,408 |
40,103 |
4,695 |
13.3% |
397,489 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8195 |
0.8079 |
|
R3 |
0.8174 |
0.8139 |
0.8063 |
|
R2 |
0.8118 |
0.8118 |
0.8058 |
|
R1 |
0.8083 |
0.8083 |
0.8053 |
0.8073 |
PP |
0.8062 |
0.8062 |
0.8062 |
0.8057 |
S1 |
0.8027 |
0.8027 |
0.8043 |
0.8017 |
S2 |
0.8006 |
0.8006 |
0.8038 |
|
S3 |
0.7950 |
0.7971 |
0.8033 |
|
S4 |
0.7894 |
0.7915 |
0.8017 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8616 |
0.8519 |
0.8185 |
|
R3 |
0.8452 |
0.8355 |
0.8140 |
|
R2 |
0.8288 |
0.8288 |
0.8125 |
|
R1 |
0.8191 |
0.8191 |
0.8110 |
0.8158 |
PP |
0.8124 |
0.8124 |
0.8124 |
0.8107 |
S1 |
0.8027 |
0.8027 |
0.8080 |
0.7994 |
S2 |
0.7960 |
0.7960 |
0.8065 |
|
S3 |
0.7796 |
0.7863 |
0.8050 |
|
S4 |
0.7632 |
0.7699 |
0.8005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8189 |
0.8041 |
0.0148 |
1.8% |
0.0078 |
1.0% |
5% |
False |
True |
63,173 |
10 |
0.8320 |
0.8041 |
0.0279 |
3.5% |
0.0085 |
1.1% |
3% |
False |
True |
68,423 |
20 |
0.8549 |
0.8041 |
0.0508 |
6.3% |
0.0091 |
1.1% |
1% |
False |
True |
39,602 |
40 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0092 |
1.1% |
1% |
False |
True |
20,044 |
60 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0092 |
1.1% |
1% |
False |
True |
13,416 |
80 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0084 |
1.0% |
1% |
False |
True |
10,081 |
100 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0069 |
0.9% |
1% |
False |
True |
8,065 |
120 |
0.9326 |
0.8041 |
0.1285 |
16.0% |
0.0058 |
0.7% |
1% |
False |
True |
6,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8335 |
2.618 |
0.8244 |
1.618 |
0.8188 |
1.000 |
0.8153 |
0.618 |
0.8132 |
HIGH |
0.8097 |
0.618 |
0.8076 |
0.500 |
0.8069 |
0.382 |
0.8062 |
LOW |
0.8041 |
0.618 |
0.8006 |
1.000 |
0.7985 |
1.618 |
0.7950 |
2.618 |
0.7894 |
4.250 |
0.7803 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8069 |
0.8092 |
PP |
0.8062 |
0.8077 |
S1 |
0.8055 |
0.8063 |
|