CME Australian Dollar Future March 2015
| 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 |
0.8416 |
0.8435 |
0.0019 |
0.2% |
0.8610 |
| High |
0.8469 |
0.8478 |
0.0009 |
0.1% |
0.8629 |
| Low |
0.8353 |
0.8370 |
0.0017 |
0.2% |
0.8414 |
| Close |
0.8447 |
0.8383 |
-0.0064 |
-0.8% |
0.8441 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0215 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
0.8% |
0.0000 |
| Volume |
9,392 |
5,243 |
-4,149 |
-44.2% |
9,739 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8734 |
0.8667 |
0.8442 |
|
| R3 |
0.8626 |
0.8559 |
0.8413 |
|
| R2 |
0.8518 |
0.8518 |
0.8403 |
|
| R1 |
0.8451 |
0.8451 |
0.8393 |
0.8431 |
| PP |
0.8410 |
0.8410 |
0.8410 |
0.8400 |
| S1 |
0.8343 |
0.8343 |
0.8373 |
0.8323 |
| S2 |
0.8302 |
0.8302 |
0.8363 |
|
| S3 |
0.8194 |
0.8235 |
0.8353 |
|
| S4 |
0.8086 |
0.8127 |
0.8324 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9005 |
0.8559 |
|
| R3 |
0.8925 |
0.8790 |
0.8500 |
|
| R2 |
0.8710 |
0.8710 |
0.8480 |
|
| R1 |
0.8575 |
0.8575 |
0.8461 |
0.8535 |
| PP |
0.8495 |
0.8495 |
0.8495 |
0.8475 |
| S1 |
0.8360 |
0.8360 |
0.8421 |
0.8320 |
| S2 |
0.8280 |
0.8280 |
0.8402 |
|
| S3 |
0.8065 |
0.8145 |
0.8382 |
|
| S4 |
0.7850 |
0.7930 |
0.8323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8549 |
0.8353 |
0.0196 |
2.3% |
0.0108 |
1.3% |
15% |
False |
False |
4,472 |
| 10 |
0.8672 |
0.8353 |
0.0319 |
3.8% |
0.0099 |
1.2% |
9% |
False |
False |
2,698 |
| 20 |
0.8714 |
0.8353 |
0.0361 |
4.3% |
0.0099 |
1.2% |
8% |
False |
False |
1,559 |
| 40 |
0.8815 |
0.8353 |
0.0462 |
5.5% |
0.0093 |
1.1% |
6% |
False |
False |
866 |
| 60 |
0.9146 |
0.8353 |
0.0793 |
9.5% |
0.0089 |
1.1% |
4% |
False |
False |
612 |
| 80 |
0.9257 |
0.8353 |
0.0904 |
10.8% |
0.0070 |
0.8% |
3% |
False |
False |
460 |
| 100 |
0.9326 |
0.8353 |
0.0973 |
11.6% |
0.0057 |
0.7% |
3% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8937 |
|
2.618 |
0.8761 |
|
1.618 |
0.8653 |
|
1.000 |
0.8586 |
|
0.618 |
0.8545 |
|
HIGH |
0.8478 |
|
0.618 |
0.8437 |
|
0.500 |
0.8424 |
|
0.382 |
0.8411 |
|
LOW |
0.8370 |
|
0.618 |
0.8303 |
|
1.000 |
0.8262 |
|
1.618 |
0.8195 |
|
2.618 |
0.8087 |
|
4.250 |
0.7911 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8424 |
0.8451 |
| PP |
0.8410 |
0.8428 |
| S1 |
0.8397 |
0.8406 |
|