CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8156 |
0.8167 |
0.0011 |
0.1% |
0.8242 |
| High |
0.8220 |
0.8189 |
-0.0031 |
-0.4% |
0.8320 |
| Low |
0.8145 |
0.8056 |
-0.0089 |
-1.1% |
0.8159 |
| Close |
0.8157 |
0.8059 |
-0.0098 |
-1.2% |
0.8193 |
| Range |
0.0075 |
0.0133 |
0.0058 |
77.3% |
0.0161 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.0% |
0.0000 |
| Volume |
81,077 |
105,386 |
24,309 |
30.0% |
277,664 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8500 |
0.8413 |
0.8132 |
|
| R3 |
0.8367 |
0.8280 |
0.8096 |
|
| R2 |
0.8234 |
0.8234 |
0.8083 |
|
| R1 |
0.8147 |
0.8147 |
0.8071 |
0.8124 |
| PP |
0.8101 |
0.8101 |
0.8101 |
0.8090 |
| S1 |
0.8014 |
0.8014 |
0.8047 |
0.7991 |
| S2 |
0.7968 |
0.7968 |
0.8035 |
|
| S3 |
0.7835 |
0.7881 |
0.8022 |
|
| S4 |
0.7702 |
0.7748 |
0.7986 |
|
|
| 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 |
0.8056 |
0.0264 |
3.3% |
0.0102 |
1.3% |
1% |
False |
True |
81,062 |
| 10 |
0.8368 |
0.8056 |
0.0312 |
3.9% |
0.0094 |
1.2% |
1% |
False |
True |
55,216 |
| 20 |
0.8653 |
0.8056 |
0.0597 |
7.4% |
0.0097 |
1.2% |
1% |
False |
True |
29,286 |
| 40 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0091 |
1.1% |
0% |
False |
True |
14,793 |
| 60 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0091 |
1.1% |
0% |
False |
True |
9,915 |
| 80 |
0.9257 |
0.8056 |
0.1201 |
14.9% |
0.0082 |
1.0% |
0% |
False |
True |
7,450 |
| 100 |
0.9257 |
0.8056 |
0.1201 |
14.9% |
0.0066 |
0.8% |
0% |
False |
True |
5,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8754 |
|
2.618 |
0.8537 |
|
1.618 |
0.8404 |
|
1.000 |
0.8322 |
|
0.618 |
0.8271 |
|
HIGH |
0.8189 |
|
0.618 |
0.8138 |
|
0.500 |
0.8123 |
|
0.382 |
0.8107 |
|
LOW |
0.8056 |
|
0.618 |
0.7974 |
|
1.000 |
0.7923 |
|
1.618 |
0.7841 |
|
2.618 |
0.7708 |
|
4.250 |
0.7491 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8123 |
0.8138 |
| PP |
0.8101 |
0.8112 |
| S1 |
0.8080 |
0.8085 |
|