CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8208 |
0.8194 |
-0.0014 |
-0.2% |
0.8242 |
| High |
0.8244 |
0.8215 |
-0.0029 |
-0.4% |
0.8320 |
| Low |
0.8172 |
0.8147 |
-0.0025 |
-0.3% |
0.8159 |
| Close |
0.8193 |
0.8167 |
-0.0026 |
-0.3% |
0.8193 |
| Range |
0.0072 |
0.0068 |
-0.0004 |
-5.6% |
0.0161 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
76,371 |
76,057 |
-314 |
-0.4% |
277,664 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8380 |
0.8342 |
0.8204 |
|
| R3 |
0.8312 |
0.8274 |
0.8186 |
|
| R2 |
0.8244 |
0.8244 |
0.8179 |
|
| R1 |
0.8206 |
0.8206 |
0.8173 |
0.8191 |
| PP |
0.8176 |
0.8176 |
0.8176 |
0.8169 |
| S1 |
0.8138 |
0.8138 |
0.8161 |
0.8123 |
| S2 |
0.8108 |
0.8108 |
0.8155 |
|
| S3 |
0.8040 |
0.8070 |
0.8148 |
|
| S4 |
0.7972 |
0.8002 |
0.8130 |
|
|
| 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 |
0.8147 |
0.0173 |
2.1% |
0.0104 |
1.3% |
12% |
False |
True |
68,040 |
| 10 |
0.8478 |
0.8147 |
0.0331 |
4.1% |
0.0092 |
1.1% |
6% |
False |
True |
37,799 |
| 20 |
0.8714 |
0.8147 |
0.0567 |
6.9% |
0.0095 |
1.2% |
4% |
False |
True |
20,015 |
| 40 |
0.8815 |
0.8147 |
0.0668 |
8.2% |
0.0089 |
1.1% |
3% |
False |
True |
10,138 |
| 60 |
0.8833 |
0.8147 |
0.0686 |
8.4% |
0.0091 |
1.1% |
3% |
False |
True |
6,814 |
| 80 |
0.9257 |
0.8147 |
0.1110 |
13.6% |
0.0079 |
1.0% |
2% |
False |
True |
5,119 |
| 100 |
0.9258 |
0.8147 |
0.1111 |
13.6% |
0.0064 |
0.8% |
2% |
False |
True |
4,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8504 |
|
2.618 |
0.8393 |
|
1.618 |
0.8325 |
|
1.000 |
0.8283 |
|
0.618 |
0.8257 |
|
HIGH |
0.8215 |
|
0.618 |
0.8189 |
|
0.500 |
0.8181 |
|
0.382 |
0.8173 |
|
LOW |
0.8147 |
|
0.618 |
0.8105 |
|
1.000 |
0.8079 |
|
1.618 |
0.8037 |
|
2.618 |
0.7969 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8181 |
0.8234 |
| PP |
0.8176 |
0.8211 |
| S1 |
0.8172 |
0.8189 |
|