CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8329 |
0.8319 |
-0.0010 |
-0.1% |
0.8416 |
| High |
0.8368 |
0.8336 |
-0.0032 |
-0.4% |
0.8478 |
| Low |
0.8298 |
0.8257 |
-0.0041 |
-0.5% |
0.8257 |
| Close |
0.8321 |
0.8266 |
-0.0055 |
-0.7% |
0.8266 |
| Range |
0.0070 |
0.0079 |
0.0009 |
12.9% |
0.0221 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6,491 |
5,485 |
-1,006 |
-15.5% |
33,665 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8523 |
0.8474 |
0.8309 |
|
| R3 |
0.8444 |
0.8395 |
0.8288 |
|
| R2 |
0.8365 |
0.8365 |
0.8280 |
|
| R1 |
0.8316 |
0.8316 |
0.8273 |
0.8301 |
| PP |
0.8286 |
0.8286 |
0.8286 |
0.8279 |
| S1 |
0.8237 |
0.8237 |
0.8259 |
0.8222 |
| S2 |
0.8207 |
0.8207 |
0.8252 |
|
| S3 |
0.8128 |
0.8158 |
0.8244 |
|
| S4 |
0.8049 |
0.8079 |
0.8223 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8852 |
0.8388 |
|
| R3 |
0.8776 |
0.8631 |
0.8327 |
|
| R2 |
0.8555 |
0.8555 |
0.8307 |
|
| R1 |
0.8410 |
0.8410 |
0.8286 |
0.8372 |
| PP |
0.8334 |
0.8334 |
0.8334 |
0.8315 |
| S1 |
0.8189 |
0.8189 |
0.8246 |
0.8151 |
| S2 |
0.8113 |
0.8113 |
0.8225 |
|
| S3 |
0.7892 |
0.7968 |
0.8205 |
|
| S4 |
0.7671 |
0.7747 |
0.8144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8478 |
0.8257 |
0.0221 |
2.7% |
0.0090 |
1.1% |
4% |
False |
True |
6,733 |
| 10 |
0.8653 |
0.8257 |
0.0396 |
4.8% |
0.0098 |
1.2% |
2% |
False |
True |
4,402 |
| 20 |
0.8714 |
0.8257 |
0.0457 |
5.5% |
0.0094 |
1.1% |
2% |
False |
True |
2,456 |
| 40 |
0.8815 |
0.8257 |
0.0558 |
6.8% |
0.0091 |
1.1% |
2% |
False |
True |
1,323 |
| 60 |
0.8979 |
0.8257 |
0.0722 |
8.7% |
0.0088 |
1.1% |
1% |
False |
True |
928 |
| 80 |
0.9257 |
0.8257 |
0.1000 |
12.1% |
0.0072 |
0.9% |
1% |
False |
True |
698 |
| 100 |
0.9326 |
0.8257 |
0.1069 |
12.9% |
0.0059 |
0.7% |
1% |
False |
True |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8672 |
|
2.618 |
0.8543 |
|
1.618 |
0.8464 |
|
1.000 |
0.8415 |
|
0.618 |
0.8385 |
|
HIGH |
0.8336 |
|
0.618 |
0.8306 |
|
0.500 |
0.8297 |
|
0.382 |
0.8287 |
|
LOW |
0.8257 |
|
0.618 |
0.8208 |
|
1.000 |
0.8178 |
|
1.618 |
0.8129 |
|
2.618 |
0.8050 |
|
4.250 |
0.7921 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8297 |
0.8332 |
| PP |
0.8286 |
0.8310 |
| S1 |
0.8276 |
0.8288 |
|