CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8472 |
0.8485 |
0.0013 |
0.2% |
0.8657 |
| High |
0.8524 |
0.8536 |
0.0012 |
0.1% |
0.8687 |
| Low |
0.8409 |
0.8425 |
0.0016 |
0.2% |
0.8469 |
| Close |
0.8503 |
0.8439 |
-0.0064 |
-0.8% |
0.8498 |
| Range |
0.0115 |
0.0111 |
-0.0004 |
-3.5% |
0.0218 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.6% |
0.0000 |
| Volume |
126,156 |
97,951 |
-28,205 |
-22.4% |
434,792 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8800 |
0.8730 |
0.8500 |
|
| R3 |
0.8689 |
0.8619 |
0.8470 |
|
| R2 |
0.8578 |
0.8578 |
0.8459 |
|
| R1 |
0.8508 |
0.8508 |
0.8449 |
0.8488 |
| PP |
0.8467 |
0.8467 |
0.8467 |
0.8456 |
| S1 |
0.8397 |
0.8397 |
0.8429 |
0.8377 |
| S2 |
0.8356 |
0.8356 |
0.8419 |
|
| S3 |
0.8245 |
0.8286 |
0.8408 |
|
| S4 |
0.8134 |
0.8175 |
0.8378 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9070 |
0.8618 |
|
| R3 |
0.8987 |
0.8852 |
0.8558 |
|
| R2 |
0.8769 |
0.8769 |
0.8538 |
|
| R1 |
0.8634 |
0.8634 |
0.8518 |
0.8593 |
| PP |
0.8551 |
0.8551 |
0.8551 |
0.8531 |
| S1 |
0.8416 |
0.8416 |
0.8478 |
0.8375 |
| S2 |
0.8333 |
0.8333 |
0.8458 |
|
| S3 |
0.8115 |
0.8198 |
0.8438 |
|
| S4 |
0.7897 |
0.7980 |
0.8378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8606 |
0.8409 |
0.0197 |
2.3% |
0.0109 |
1.3% |
15% |
False |
False |
120,069 |
| 10 |
0.8730 |
0.8409 |
0.0321 |
3.8% |
0.0102 |
1.2% |
9% |
False |
False |
108,269 |
| 20 |
0.8778 |
0.8409 |
0.0369 |
4.4% |
0.0105 |
1.2% |
8% |
False |
False |
108,319 |
| 40 |
0.8882 |
0.8409 |
0.0473 |
5.6% |
0.0102 |
1.2% |
6% |
False |
False |
109,049 |
| 60 |
0.9226 |
0.8409 |
0.0817 |
9.7% |
0.0100 |
1.2% |
4% |
False |
False |
113,947 |
| 80 |
0.9338 |
0.8409 |
0.0929 |
11.0% |
0.0087 |
1.0% |
3% |
False |
False |
86,080 |
| 100 |
0.9364 |
0.8409 |
0.0955 |
11.3% |
0.0079 |
0.9% |
3% |
False |
False |
68,919 |
| 120 |
0.9394 |
0.8409 |
0.0985 |
11.7% |
0.0072 |
0.8% |
3% |
False |
False |
57,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9008 |
|
2.618 |
0.8827 |
|
1.618 |
0.8716 |
|
1.000 |
0.8647 |
|
0.618 |
0.8605 |
|
HIGH |
0.8536 |
|
0.618 |
0.8494 |
|
0.500 |
0.8481 |
|
0.382 |
0.8467 |
|
LOW |
0.8425 |
|
0.618 |
0.8356 |
|
1.000 |
0.8314 |
|
1.618 |
0.8245 |
|
2.618 |
0.8134 |
|
4.250 |
0.7953 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8481 |
0.8508 |
| PP |
0.8467 |
0.8485 |
| S1 |
0.8453 |
0.8462 |
|