CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8242 |
0.8239 |
-0.0003 |
0.0% |
0.8416 |
| High |
0.8266 |
0.8304 |
0.0038 |
0.5% |
0.8478 |
| Low |
0.8202 |
0.8167 |
-0.0035 |
-0.4% |
0.8257 |
| Close |
0.8239 |
0.8245 |
0.0006 |
0.1% |
0.8266 |
| Range |
0.0064 |
0.0137 |
0.0073 |
114.1% |
0.0221 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.6% |
0.0000 |
| Volume |
13,517 |
52,916 |
39,399 |
291.5% |
33,665 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8650 |
0.8584 |
0.8320 |
|
| R3 |
0.8513 |
0.8447 |
0.8283 |
|
| R2 |
0.8376 |
0.8376 |
0.8270 |
|
| R1 |
0.8310 |
0.8310 |
0.8258 |
0.8343 |
| PP |
0.8239 |
0.8239 |
0.8239 |
0.8255 |
| S1 |
0.8173 |
0.8173 |
0.8232 |
0.8206 |
| S2 |
0.8102 |
0.8102 |
0.8220 |
|
| S3 |
0.7965 |
0.8036 |
0.8207 |
|
| S4 |
0.7828 |
0.7899 |
0.8170 |
|
|
| 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 |
0.8406 |
0.8167 |
0.0239 |
2.9% |
0.0086 |
1.0% |
33% |
False |
True |
17,092 |
| 10 |
0.8549 |
0.8167 |
0.0382 |
4.6% |
0.0097 |
1.2% |
20% |
False |
True |
10,782 |
| 20 |
0.8714 |
0.8167 |
0.0547 |
6.6% |
0.0095 |
1.2% |
14% |
False |
True |
5,730 |
| 40 |
0.8815 |
0.8167 |
0.0648 |
7.9% |
0.0090 |
1.1% |
12% |
False |
True |
2,975 |
| 60 |
0.8979 |
0.8167 |
0.0812 |
9.8% |
0.0090 |
1.1% |
10% |
False |
True |
2,030 |
| 80 |
0.9257 |
0.8167 |
0.1090 |
13.2% |
0.0075 |
0.9% |
7% |
False |
True |
1,528 |
| 100 |
0.9326 |
0.8167 |
0.1159 |
14.1% |
0.0061 |
0.7% |
7% |
False |
True |
1,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8886 |
|
2.618 |
0.8663 |
|
1.618 |
0.8526 |
|
1.000 |
0.8441 |
|
0.618 |
0.8389 |
|
HIGH |
0.8304 |
|
0.618 |
0.8252 |
|
0.500 |
0.8236 |
|
0.382 |
0.8219 |
|
LOW |
0.8167 |
|
0.618 |
0.8082 |
|
1.000 |
0.8030 |
|
1.618 |
0.7945 |
|
2.618 |
0.7808 |
|
4.250 |
0.7585 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8242 |
0.8252 |
| PP |
0.8239 |
0.8249 |
| S1 |
0.8236 |
0.8247 |
|