CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8079 |
0.8122 |
0.0043 |
0.5% |
0.8194 |
| High |
0.8152 |
0.8142 |
-0.0010 |
-0.1% |
0.8220 |
| Low |
0.8067 |
0.8072 |
0.0005 |
0.1% |
0.8056 |
| Close |
0.8105 |
0.8095 |
-0.0010 |
-0.1% |
0.8095 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0164 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
75,412 |
59,557 |
-15,855 |
-21.0% |
397,489 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8313 |
0.8274 |
0.8134 |
|
| R3 |
0.8243 |
0.8204 |
0.8114 |
|
| R2 |
0.8173 |
0.8173 |
0.8108 |
|
| R1 |
0.8134 |
0.8134 |
0.8101 |
0.8119 |
| PP |
0.8103 |
0.8103 |
0.8103 |
0.8095 |
| S1 |
0.8064 |
0.8064 |
0.8089 |
0.8049 |
| S2 |
0.8033 |
0.8033 |
0.8082 |
|
| S3 |
0.7963 |
0.7994 |
0.8076 |
|
| S4 |
0.7893 |
0.7924 |
0.8057 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8519 |
0.8185 |
|
| R3 |
0.8452 |
0.8355 |
0.8140 |
|
| R2 |
0.8288 |
0.8288 |
0.8125 |
|
| R1 |
0.8191 |
0.8191 |
0.8110 |
0.8158 |
| PP |
0.8124 |
0.8124 |
0.8124 |
0.8107 |
| S1 |
0.8027 |
0.8027 |
0.8080 |
0.7994 |
| S2 |
0.7960 |
0.7960 |
0.8065 |
|
| S3 |
0.7796 |
0.7863 |
0.8050 |
|
| S4 |
0.7632 |
0.7699 |
0.8005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8220 |
0.8056 |
0.0164 |
2.0% |
0.0086 |
1.1% |
24% |
False |
False |
79,497 |
| 10 |
0.8320 |
0.8056 |
0.0264 |
3.3% |
0.0095 |
1.2% |
15% |
False |
False |
67,515 |
| 20 |
0.8653 |
0.8056 |
0.0597 |
7.4% |
0.0097 |
1.2% |
7% |
False |
False |
35,958 |
| 40 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0093 |
1.1% |
5% |
False |
False |
18,161 |
| 60 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0092 |
1.1% |
5% |
False |
False |
12,161 |
| 80 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0083 |
1.0% |
3% |
False |
False |
9,137 |
| 100 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0068 |
0.8% |
3% |
False |
False |
7,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8440 |
|
2.618 |
0.8325 |
|
1.618 |
0.8255 |
|
1.000 |
0.8212 |
|
0.618 |
0.8185 |
|
HIGH |
0.8142 |
|
0.618 |
0.8115 |
|
0.500 |
0.8107 |
|
0.382 |
0.8099 |
|
LOW |
0.8072 |
|
0.618 |
0.8029 |
|
1.000 |
0.8002 |
|
1.618 |
0.7959 |
|
2.618 |
0.7889 |
|
4.250 |
0.7775 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8107 |
0.8123 |
| PP |
0.8103 |
0.8113 |
| S1 |
0.8099 |
0.8104 |
|