CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8059 |
0.8070 |
0.0011 |
0.1% |
0.8085 |
| High |
0.8078 |
0.8086 |
0.0008 |
0.1% |
0.8124 |
| Low |
0.8057 |
0.8059 |
0.0002 |
0.0% |
0.8041 |
| Close |
0.8063 |
0.8070 |
0.0007 |
0.1% |
0.8070 |
| Range |
0.0021 |
0.0027 |
0.0006 |
28.6% |
0.0083 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
18,488 |
17,743 |
-745 |
-4.0% |
111,742 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8138 |
0.8085 |
|
| R3 |
0.8126 |
0.8111 |
0.8077 |
|
| R2 |
0.8099 |
0.8099 |
0.8075 |
|
| R1 |
0.8084 |
0.8084 |
0.8072 |
0.8084 |
| PP |
0.8072 |
0.8072 |
0.8072 |
0.8071 |
| S1 |
0.8057 |
0.8057 |
0.8068 |
0.8057 |
| S2 |
0.8045 |
0.8045 |
0.8065 |
|
| S3 |
0.8018 |
0.8030 |
0.8063 |
|
| S4 |
0.7991 |
0.8003 |
0.8055 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8327 |
0.8282 |
0.8116 |
|
| R3 |
0.8244 |
0.8199 |
0.8093 |
|
| R2 |
0.8161 |
0.8161 |
0.8085 |
|
| R1 |
0.8116 |
0.8116 |
0.8078 |
0.8097 |
| PP |
0.8078 |
0.8078 |
0.8078 |
0.8069 |
| S1 |
0.8033 |
0.8033 |
0.8062 |
0.8014 |
| S2 |
0.7995 |
0.7995 |
0.8055 |
|
| S3 |
0.7912 |
0.7950 |
0.8047 |
|
| S4 |
0.7829 |
0.7867 |
0.8024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8142 |
0.8041 |
0.0101 |
1.3% |
0.0044 |
0.5% |
29% |
False |
False |
34,259 |
| 10 |
0.8244 |
0.8041 |
0.0203 |
2.5% |
0.0065 |
0.8% |
14% |
False |
False |
58,560 |
| 20 |
0.8548 |
0.8041 |
0.0507 |
6.3% |
0.0084 |
1.0% |
6% |
False |
False |
41,202 |
| 40 |
0.8755 |
0.8041 |
0.0714 |
8.8% |
0.0088 |
1.1% |
4% |
False |
False |
20,943 |
| 60 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0090 |
1.1% |
4% |
False |
False |
14,017 |
| 80 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0084 |
1.0% |
2% |
False |
False |
10,533 |
| 100 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0069 |
0.9% |
2% |
False |
False |
8,427 |
| 120 |
0.9326 |
0.8041 |
0.1285 |
15.9% |
0.0059 |
0.7% |
2% |
False |
False |
7,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8201 |
|
2.618 |
0.8157 |
|
1.618 |
0.8130 |
|
1.000 |
0.8113 |
|
0.618 |
0.8103 |
|
HIGH |
0.8086 |
|
0.618 |
0.8076 |
|
0.500 |
0.8073 |
|
0.382 |
0.8069 |
|
LOW |
0.8059 |
|
0.618 |
0.8042 |
|
1.000 |
0.8032 |
|
1.618 |
0.8015 |
|
2.618 |
0.7988 |
|
4.250 |
0.7944 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8073 |
0.8070 |
| PP |
0.8072 |
0.8069 |
| S1 |
0.8071 |
0.8069 |
|