CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8234 |
0.8259 |
0.0025 |
0.3% |
0.8416 |
| High |
0.8290 |
0.8320 |
0.0030 |
0.4% |
0.8478 |
| Low |
0.8206 |
0.8159 |
-0.0047 |
-0.6% |
0.8257 |
| Close |
0.8236 |
0.8198 |
-0.0038 |
-0.5% |
0.8266 |
| Range |
0.0084 |
0.0161 |
0.0077 |
91.7% |
0.0221 |
| ATR |
0.0094 |
0.0099 |
0.0005 |
5.1% |
0.0000 |
| Volume |
68,438 |
66,422 |
-2,016 |
-2.9% |
33,665 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8709 |
0.8614 |
0.8287 |
|
| R3 |
0.8548 |
0.8453 |
0.8242 |
|
| R2 |
0.8387 |
0.8387 |
0.8228 |
|
| R1 |
0.8292 |
0.8292 |
0.8213 |
0.8259 |
| PP |
0.8226 |
0.8226 |
0.8226 |
0.8209 |
| S1 |
0.8131 |
0.8131 |
0.8183 |
0.8098 |
| S2 |
0.8065 |
0.8065 |
0.8168 |
|
| S3 |
0.7904 |
0.7970 |
0.8154 |
|
| S4 |
0.7743 |
0.7809 |
0.8109 |
|
|
| 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 |
0.8336 |
0.8159 |
0.0177 |
2.2% |
0.0105 |
1.3% |
22% |
False |
True |
41,355 |
| 10 |
0.8548 |
0.8159 |
0.0389 |
4.7% |
0.0102 |
1.2% |
10% |
False |
True |
23,844 |
| 20 |
0.8714 |
0.8159 |
0.0555 |
6.8% |
0.0098 |
1.2% |
7% |
False |
True |
12,447 |
| 40 |
0.8815 |
0.8159 |
0.0656 |
8.0% |
0.0090 |
1.1% |
6% |
False |
True |
6,336 |
| 60 |
0.8880 |
0.8159 |
0.0721 |
8.8% |
0.0090 |
1.1% |
5% |
False |
True |
4,276 |
| 80 |
0.9257 |
0.8159 |
0.1098 |
13.4% |
0.0078 |
0.9% |
4% |
False |
True |
3,214 |
| 100 |
0.9326 |
0.8159 |
0.1167 |
14.2% |
0.0064 |
0.8% |
3% |
False |
True |
2,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9004 |
|
2.618 |
0.8741 |
|
1.618 |
0.8580 |
|
1.000 |
0.8481 |
|
0.618 |
0.8419 |
|
HIGH |
0.8320 |
|
0.618 |
0.8258 |
|
0.500 |
0.8240 |
|
0.382 |
0.8221 |
|
LOW |
0.8159 |
|
0.618 |
0.8060 |
|
1.000 |
0.7998 |
|
1.618 |
0.7899 |
|
2.618 |
0.7738 |
|
4.250 |
0.7475 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8240 |
0.8240 |
| PP |
0.8226 |
0.8226 |
| S1 |
0.8212 |
0.8212 |
|