CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8435 |
0.8384 |
-0.0051 |
-0.6% |
0.8610 |
| High |
0.8478 |
0.8406 |
-0.0072 |
-0.8% |
0.8629 |
| Low |
0.8370 |
0.8328 |
-0.0042 |
-0.5% |
0.8414 |
| Close |
0.8383 |
0.8340 |
-0.0043 |
-0.5% |
0.8441 |
| Range |
0.0108 |
0.0078 |
-0.0030 |
-27.8% |
0.0215 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
5,243 |
7,054 |
1,811 |
34.5% |
9,739 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8592 |
0.8544 |
0.8383 |
|
| R3 |
0.8514 |
0.8466 |
0.8361 |
|
| R2 |
0.8436 |
0.8436 |
0.8354 |
|
| R1 |
0.8388 |
0.8388 |
0.8347 |
0.8373 |
| PP |
0.8358 |
0.8358 |
0.8358 |
0.8351 |
| S1 |
0.8310 |
0.8310 |
0.8333 |
0.8295 |
| S2 |
0.8280 |
0.8280 |
0.8326 |
|
| S3 |
0.8202 |
0.8232 |
0.8319 |
|
| S4 |
0.8124 |
0.8154 |
0.8297 |
|
|
| 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 |
0.8548 |
0.8328 |
0.0220 |
2.6% |
0.0103 |
1.2% |
5% |
False |
True |
5,332 |
| 10 |
0.8653 |
0.8328 |
0.0325 |
3.9% |
0.0100 |
1.2% |
4% |
False |
True |
3,357 |
| 20 |
0.8714 |
0.8328 |
0.0386 |
4.6% |
0.0098 |
1.2% |
3% |
False |
True |
1,896 |
| 40 |
0.8815 |
0.8328 |
0.0487 |
5.8% |
0.0093 |
1.1% |
2% |
False |
True |
1,036 |
| 60 |
0.9097 |
0.8328 |
0.0769 |
9.2% |
0.0089 |
1.1% |
2% |
False |
True |
729 |
| 80 |
0.9257 |
0.8328 |
0.0929 |
11.1% |
0.0071 |
0.9% |
1% |
False |
True |
548 |
| 100 |
0.9326 |
0.8328 |
0.0998 |
12.0% |
0.0058 |
0.7% |
1% |
False |
True |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8738 |
|
2.618 |
0.8610 |
|
1.618 |
0.8532 |
|
1.000 |
0.8484 |
|
0.618 |
0.8454 |
|
HIGH |
0.8406 |
|
0.618 |
0.8376 |
|
0.500 |
0.8367 |
|
0.382 |
0.8358 |
|
LOW |
0.8328 |
|
0.618 |
0.8280 |
|
1.000 |
0.8250 |
|
1.618 |
0.8202 |
|
2.618 |
0.8124 |
|
4.250 |
0.7997 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8367 |
0.8403 |
| PP |
0.8358 |
0.8382 |
| S1 |
0.8349 |
0.8361 |
|