CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8239 |
0.8234 |
-0.0005 |
-0.1% |
0.8416 |
| High |
0.8304 |
0.8290 |
-0.0014 |
-0.2% |
0.8478 |
| Low |
0.8167 |
0.8206 |
0.0039 |
0.5% |
0.8257 |
| Close |
0.8245 |
0.8236 |
-0.0009 |
-0.1% |
0.8266 |
| Range |
0.0137 |
0.0084 |
-0.0053 |
-38.7% |
0.0221 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
52,916 |
68,438 |
15,522 |
29.3% |
33,665 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8496 |
0.8450 |
0.8282 |
|
| R3 |
0.8412 |
0.8366 |
0.8259 |
|
| R2 |
0.8328 |
0.8328 |
0.8251 |
|
| R1 |
0.8282 |
0.8282 |
0.8244 |
0.8305 |
| PP |
0.8244 |
0.8244 |
0.8244 |
0.8256 |
| S1 |
0.8198 |
0.8198 |
0.8228 |
0.8221 |
| S2 |
0.8160 |
0.8160 |
0.8221 |
|
| S3 |
0.8076 |
0.8114 |
0.8213 |
|
| S4 |
0.7992 |
0.8030 |
0.8190 |
|
|
| 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 |
0.8368 |
0.8167 |
0.0201 |
2.4% |
0.0087 |
1.1% |
34% |
False |
False |
29,369 |
| 10 |
0.8548 |
0.8167 |
0.0381 |
4.6% |
0.0095 |
1.1% |
18% |
False |
False |
17,350 |
| 20 |
0.8714 |
0.8167 |
0.0547 |
6.6% |
0.0094 |
1.1% |
13% |
False |
False |
9,144 |
| 40 |
0.8815 |
0.8167 |
0.0648 |
7.9% |
0.0090 |
1.1% |
11% |
False |
False |
4,683 |
| 60 |
0.8963 |
0.8167 |
0.0796 |
9.7% |
0.0090 |
1.1% |
9% |
False |
False |
3,170 |
| 80 |
0.9257 |
0.8167 |
0.1090 |
13.2% |
0.0076 |
0.9% |
6% |
False |
False |
2,383 |
| 100 |
0.9326 |
0.8167 |
0.1159 |
14.1% |
0.0062 |
0.8% |
6% |
False |
False |
1,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8647 |
|
2.618 |
0.8510 |
|
1.618 |
0.8426 |
|
1.000 |
0.8374 |
|
0.618 |
0.8342 |
|
HIGH |
0.8290 |
|
0.618 |
0.8258 |
|
0.500 |
0.8248 |
|
0.382 |
0.8238 |
|
LOW |
0.8206 |
|
0.618 |
0.8154 |
|
1.000 |
0.8122 |
|
1.618 |
0.8070 |
|
2.618 |
0.7986 |
|
4.250 |
0.7849 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8248 |
0.8236 |
| PP |
0.8244 |
0.8236 |
| S1 |
0.8240 |
0.8236 |
|