CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8259 |
0.8208 |
-0.0051 |
-0.6% |
0.8242 |
| High |
0.8320 |
0.8244 |
-0.0076 |
-0.9% |
0.8320 |
| Low |
0.8159 |
0.8172 |
0.0013 |
0.2% |
0.8159 |
| Close |
0.8198 |
0.8193 |
-0.0005 |
-0.1% |
0.8193 |
| Range |
0.0161 |
0.0072 |
-0.0089 |
-55.3% |
0.0161 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
66,422 |
76,371 |
9,949 |
15.0% |
277,664 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8419 |
0.8378 |
0.8233 |
|
| R3 |
0.8347 |
0.8306 |
0.8213 |
|
| R2 |
0.8275 |
0.8275 |
0.8206 |
|
| R1 |
0.8234 |
0.8234 |
0.8200 |
0.8219 |
| PP |
0.8203 |
0.8203 |
0.8203 |
0.8195 |
| S1 |
0.8162 |
0.8162 |
0.8186 |
0.8147 |
| S2 |
0.8131 |
0.8131 |
0.8180 |
|
| S3 |
0.8059 |
0.8090 |
0.8173 |
|
| S4 |
0.7987 |
0.8018 |
0.8153 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8707 |
0.8611 |
0.8282 |
|
| R3 |
0.8546 |
0.8450 |
0.8237 |
|
| R2 |
0.8385 |
0.8385 |
0.8223 |
|
| R1 |
0.8289 |
0.8289 |
0.8208 |
0.8257 |
| PP |
0.8224 |
0.8224 |
0.8224 |
0.8208 |
| S1 |
0.8128 |
0.8128 |
0.8178 |
0.8096 |
| S2 |
0.8063 |
0.8063 |
0.8163 |
|
| S3 |
0.7902 |
0.7967 |
0.8149 |
|
| S4 |
0.7741 |
0.7806 |
0.8104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8320 |
0.8159 |
0.0161 |
2.0% |
0.0104 |
1.3% |
21% |
False |
False |
55,532 |
| 10 |
0.8478 |
0.8159 |
0.0319 |
3.9% |
0.0097 |
1.2% |
11% |
False |
False |
31,132 |
| 20 |
0.8714 |
0.8159 |
0.0555 |
6.8% |
0.0097 |
1.2% |
6% |
False |
False |
16,240 |
| 40 |
0.8815 |
0.8159 |
0.0656 |
8.0% |
0.0089 |
1.1% |
5% |
False |
False |
8,239 |
| 60 |
0.8880 |
0.8159 |
0.0721 |
8.8% |
0.0091 |
1.1% |
5% |
False |
False |
5,547 |
| 80 |
0.9257 |
0.8159 |
0.1098 |
13.4% |
0.0078 |
1.0% |
3% |
False |
False |
4,168 |
| 100 |
0.9326 |
0.8159 |
0.1167 |
14.2% |
0.0064 |
0.8% |
3% |
False |
False |
3,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8550 |
|
2.618 |
0.8432 |
|
1.618 |
0.8360 |
|
1.000 |
0.8316 |
|
0.618 |
0.8288 |
|
HIGH |
0.8244 |
|
0.618 |
0.8216 |
|
0.500 |
0.8208 |
|
0.382 |
0.8200 |
|
LOW |
0.8172 |
|
0.618 |
0.8128 |
|
1.000 |
0.8100 |
|
1.618 |
0.8056 |
|
2.618 |
0.7984 |
|
4.250 |
0.7866 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8208 |
0.8240 |
| PP |
0.8203 |
0.8224 |
| S1 |
0.8198 |
0.8209 |
|