CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8122 |
0.8085 |
-0.0037 |
-0.5% |
0.8194 |
| High |
0.8142 |
0.8124 |
-0.0018 |
-0.2% |
0.8220 |
| Low |
0.8072 |
0.8077 |
0.0005 |
0.1% |
0.8056 |
| Close |
0.8095 |
0.8088 |
-0.0007 |
-0.1% |
0.8095 |
| Range |
0.0070 |
0.0047 |
-0.0023 |
-32.9% |
0.0164 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
59,557 |
35,408 |
-24,149 |
-40.5% |
397,489 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8237 |
0.8210 |
0.8114 |
|
| R3 |
0.8190 |
0.8163 |
0.8101 |
|
| R2 |
0.8143 |
0.8143 |
0.8097 |
|
| R1 |
0.8116 |
0.8116 |
0.8092 |
0.8130 |
| PP |
0.8096 |
0.8096 |
0.8096 |
0.8103 |
| S1 |
0.8069 |
0.8069 |
0.8084 |
0.8083 |
| S2 |
0.8049 |
0.8049 |
0.8079 |
|
| S3 |
0.8002 |
0.8022 |
0.8075 |
|
| S4 |
0.7955 |
0.7975 |
0.8062 |
|
|
| 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% |
0.0082 |
1.0% |
20% |
False |
False |
71,368 |
| 10 |
0.8320 |
0.8056 |
0.0264 |
3.3% |
0.0093 |
1.2% |
12% |
False |
False |
69,704 |
| 20 |
0.8629 |
0.8056 |
0.0573 |
7.1% |
0.0093 |
1.2% |
6% |
False |
False |
37,698 |
| 40 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0092 |
1.1% |
4% |
False |
False |
19,044 |
| 60 |
0.8815 |
0.8056 |
0.0759 |
9.4% |
0.0092 |
1.1% |
4% |
False |
False |
12,749 |
| 80 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0084 |
1.0% |
3% |
False |
False |
9,579 |
| 100 |
0.9257 |
0.8056 |
0.1201 |
14.8% |
0.0068 |
0.8% |
3% |
False |
False |
7,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8324 |
|
2.618 |
0.8247 |
|
1.618 |
0.8200 |
|
1.000 |
0.8171 |
|
0.618 |
0.8153 |
|
HIGH |
0.8124 |
|
0.618 |
0.8106 |
|
0.500 |
0.8101 |
|
0.382 |
0.8095 |
|
LOW |
0.8077 |
|
0.618 |
0.8048 |
|
1.000 |
0.8030 |
|
1.618 |
0.8001 |
|
2.618 |
0.7954 |
|
4.250 |
0.7877 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8101 |
0.8110 |
| PP |
0.8096 |
0.8102 |
| S1 |
0.8092 |
0.8095 |
|