CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8194 |
0.8156 |
-0.0038 |
-0.5% |
0.8242 |
| High |
0.8215 |
0.8220 |
0.0005 |
0.1% |
0.8320 |
| Low |
0.8147 |
0.8145 |
-0.0002 |
0.0% |
0.8159 |
| Close |
0.8167 |
0.8157 |
-0.0010 |
-0.1% |
0.8193 |
| Range |
0.0068 |
0.0075 |
0.0007 |
10.3% |
0.0161 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
76,057 |
81,077 |
5,020 |
6.6% |
277,664 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8399 |
0.8353 |
0.8198 |
|
| R3 |
0.8324 |
0.8278 |
0.8178 |
|
| R2 |
0.8249 |
0.8249 |
0.8171 |
|
| R1 |
0.8203 |
0.8203 |
0.8164 |
0.8226 |
| PP |
0.8174 |
0.8174 |
0.8174 |
0.8186 |
| S1 |
0.8128 |
0.8128 |
0.8150 |
0.8151 |
| S2 |
0.8099 |
0.8099 |
0.8143 |
|
| S3 |
0.8024 |
0.8053 |
0.8136 |
|
| S4 |
0.7949 |
0.7978 |
0.8116 |
|
|
| 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 |
0.8145 |
0.0175 |
2.1% |
0.0092 |
1.1% |
7% |
False |
True |
73,673 |
| 10 |
0.8406 |
0.8145 |
0.0261 |
3.2% |
0.0089 |
1.1% |
5% |
False |
True |
45,382 |
| 20 |
0.8672 |
0.8145 |
0.0527 |
6.5% |
0.0094 |
1.1% |
2% |
False |
True |
24,040 |
| 40 |
0.8815 |
0.8145 |
0.0670 |
8.2% |
0.0090 |
1.1% |
2% |
False |
True |
12,160 |
| 60 |
0.8815 |
0.8145 |
0.0670 |
8.2% |
0.0090 |
1.1% |
2% |
False |
True |
8,160 |
| 80 |
0.9257 |
0.8145 |
0.1112 |
13.6% |
0.0080 |
1.0% |
1% |
False |
True |
6,132 |
| 100 |
0.9258 |
0.8145 |
0.1113 |
13.6% |
0.0065 |
0.8% |
1% |
False |
True |
4,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8539 |
|
2.618 |
0.8416 |
|
1.618 |
0.8341 |
|
1.000 |
0.8295 |
|
0.618 |
0.8266 |
|
HIGH |
0.8220 |
|
0.618 |
0.8191 |
|
0.500 |
0.8183 |
|
0.382 |
0.8174 |
|
LOW |
0.8145 |
|
0.618 |
0.8099 |
|
1.000 |
0.8070 |
|
1.618 |
0.8024 |
|
2.618 |
0.7949 |
|
4.250 |
0.7826 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8183 |
0.8195 |
| PP |
0.8174 |
0.8182 |
| S1 |
0.8166 |
0.8170 |
|