CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8070 |
0.8072 |
0.0002 |
0.0% |
0.8085 |
| High |
0.8086 |
0.8118 |
0.0032 |
0.4% |
0.8124 |
| Low |
0.8059 |
0.8065 |
0.0006 |
0.1% |
0.8041 |
| Close |
0.8070 |
0.8084 |
0.0014 |
0.2% |
0.8070 |
| Range |
0.0027 |
0.0053 |
0.0026 |
96.3% |
0.0083 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
17,743 |
35,348 |
17,605 |
99.2% |
111,742 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8248 |
0.8219 |
0.8113 |
|
| R3 |
0.8195 |
0.8166 |
0.8099 |
|
| R2 |
0.8142 |
0.8142 |
0.8094 |
|
| R1 |
0.8113 |
0.8113 |
0.8089 |
0.8128 |
| PP |
0.8089 |
0.8089 |
0.8089 |
0.8096 |
| S1 |
0.8060 |
0.8060 |
0.8079 |
0.8075 |
| S2 |
0.8036 |
0.8036 |
0.8074 |
|
| S3 |
0.7983 |
0.8007 |
0.8069 |
|
| S4 |
0.7930 |
0.7954 |
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 |
0.8124 |
0.8041 |
0.0083 |
1.0% |
0.0041 |
0.5% |
52% |
False |
False |
29,418 |
| 10 |
0.8220 |
0.8041 |
0.0179 |
2.2% |
0.0064 |
0.8% |
24% |
False |
False |
54,457 |
| 20 |
0.8478 |
0.8041 |
0.0437 |
5.4% |
0.0080 |
1.0% |
10% |
False |
False |
42,795 |
| 40 |
0.8752 |
0.8041 |
0.0711 |
8.8% |
0.0088 |
1.1% |
6% |
False |
False |
21,822 |
| 60 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0090 |
1.1% |
6% |
False |
False |
14,604 |
| 80 |
0.9257 |
0.8041 |
0.1216 |
15.0% |
0.0084 |
1.0% |
4% |
False |
False |
10,975 |
| 100 |
0.9257 |
0.8041 |
0.1216 |
15.0% |
0.0070 |
0.9% |
4% |
False |
False |
8,781 |
| 120 |
0.9326 |
0.8041 |
0.1285 |
15.9% |
0.0059 |
0.7% |
3% |
False |
False |
7,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8343 |
|
2.618 |
0.8257 |
|
1.618 |
0.8204 |
|
1.000 |
0.8171 |
|
0.618 |
0.8151 |
|
HIGH |
0.8118 |
|
0.618 |
0.8098 |
|
0.500 |
0.8092 |
|
0.382 |
0.8085 |
|
LOW |
0.8065 |
|
0.618 |
0.8032 |
|
1.000 |
0.8012 |
|
1.618 |
0.7979 |
|
2.618 |
0.7926 |
|
4.250 |
0.7840 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8092 |
0.8088 |
| PP |
0.8089 |
0.8086 |
| S1 |
0.8087 |
0.8085 |
|