CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8167 |
0.8079 |
-0.0088 |
-1.1% |
0.8242 |
| High |
0.8189 |
0.8152 |
-0.0037 |
-0.5% |
0.8320 |
| Low |
0.8056 |
0.8067 |
0.0011 |
0.1% |
0.8159 |
| Close |
0.8059 |
0.8105 |
0.0046 |
0.6% |
0.8193 |
| Range |
0.0133 |
0.0085 |
-0.0048 |
-36.1% |
0.0161 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
105,386 |
75,412 |
-29,974 |
-28.4% |
277,664 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8363 |
0.8319 |
0.8152 |
|
| R3 |
0.8278 |
0.8234 |
0.8128 |
|
| R2 |
0.8193 |
0.8193 |
0.8121 |
|
| R1 |
0.8149 |
0.8149 |
0.8113 |
0.8171 |
| PP |
0.8108 |
0.8108 |
0.8108 |
0.8119 |
| S1 |
0.8064 |
0.8064 |
0.8097 |
0.8086 |
| S2 |
0.8023 |
0.8023 |
0.8089 |
|
| S3 |
0.7938 |
0.7979 |
0.8082 |
|
| S4 |
0.7853 |
0.7894 |
0.8058 |
|
|
| 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 |
0.8244 |
0.8056 |
0.0188 |
2.3% |
0.0087 |
1.1% |
26% |
False |
False |
82,860 |
| 10 |
0.8336 |
0.8056 |
0.0280 |
3.5% |
0.0096 |
1.2% |
18% |
False |
False |
62,108 |
| 20 |
0.8653 |
0.8056 |
0.0597 |
7.4% |
0.0097 |
1.2% |
8% |
False |
False |
33,042 |
| 40 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0092 |
1.1% |
6% |
False |
False |
16,674 |
| 60 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0092 |
1.1% |
6% |
False |
False |
11,170 |
| 80 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0083 |
1.0% |
4% |
False |
False |
8,392 |
| 100 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0067 |
0.8% |
4% |
False |
False |
6,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8513 |
|
2.618 |
0.8375 |
|
1.618 |
0.8290 |
|
1.000 |
0.8237 |
|
0.618 |
0.8205 |
|
HIGH |
0.8152 |
|
0.618 |
0.8120 |
|
0.500 |
0.8110 |
|
0.382 |
0.8099 |
|
LOW |
0.8067 |
|
0.618 |
0.8014 |
|
1.000 |
0.7982 |
|
1.618 |
0.7929 |
|
2.618 |
0.7844 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8110 |
0.8138 |
| PP |
0.8108 |
0.8127 |
| S1 |
0.8107 |
0.8116 |
|