CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8319 |
0.8242 |
-0.0077 |
-0.9% |
0.8416 |
| High |
0.8336 |
0.8266 |
-0.0070 |
-0.8% |
0.8478 |
| Low |
0.8257 |
0.8202 |
-0.0055 |
-0.7% |
0.8257 |
| Close |
0.8266 |
0.8239 |
-0.0027 |
-0.3% |
0.8266 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0221 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
5,485 |
13,517 |
8,032 |
146.4% |
33,665 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8397 |
0.8274 |
|
| R3 |
0.8364 |
0.8333 |
0.8257 |
|
| R2 |
0.8300 |
0.8300 |
0.8251 |
|
| R1 |
0.8269 |
0.8269 |
0.8245 |
0.8253 |
| PP |
0.8236 |
0.8236 |
0.8236 |
0.8227 |
| S1 |
0.8205 |
0.8205 |
0.8233 |
0.8189 |
| S2 |
0.8172 |
0.8172 |
0.8227 |
|
| S3 |
0.8108 |
0.8141 |
0.8221 |
|
| S4 |
0.8044 |
0.8077 |
0.8204 |
|
|
| 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 |
0.8202 |
0.0276 |
3.3% |
0.0080 |
1.0% |
13% |
False |
True |
7,558 |
| 10 |
0.8629 |
0.8202 |
0.0427 |
5.2% |
0.0093 |
1.1% |
9% |
False |
True |
5,692 |
| 20 |
0.8714 |
0.8202 |
0.0512 |
6.2% |
0.0092 |
1.1% |
7% |
False |
True |
3,110 |
| 40 |
0.8815 |
0.8202 |
0.0613 |
7.4% |
0.0090 |
1.1% |
6% |
False |
True |
1,656 |
| 60 |
0.8979 |
0.8202 |
0.0777 |
9.4% |
0.0088 |
1.1% |
5% |
False |
True |
1,150 |
| 80 |
0.9257 |
0.8202 |
0.1055 |
12.8% |
0.0073 |
0.9% |
4% |
False |
True |
867 |
| 100 |
0.9326 |
0.8202 |
0.1124 |
13.6% |
0.0060 |
0.7% |
3% |
False |
True |
694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8538 |
|
2.618 |
0.8434 |
|
1.618 |
0.8370 |
|
1.000 |
0.8330 |
|
0.618 |
0.8306 |
|
HIGH |
0.8266 |
|
0.618 |
0.8242 |
|
0.500 |
0.8234 |
|
0.382 |
0.8226 |
|
LOW |
0.8202 |
|
0.618 |
0.8162 |
|
1.000 |
0.8138 |
|
1.618 |
0.8098 |
|
2.618 |
0.8034 |
|
4.250 |
0.7930 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8237 |
0.8285 |
| PP |
0.8236 |
0.8270 |
| S1 |
0.8234 |
0.8254 |
|