CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8072 |
0.8088 |
0.0016 |
0.2% |
0.8085 |
| High |
0.8118 |
0.8159 |
0.0041 |
0.5% |
0.8124 |
| Low |
0.8065 |
0.8077 |
0.0012 |
0.1% |
0.8041 |
| Close |
0.8084 |
0.8134 |
0.0050 |
0.6% |
0.8070 |
| Range |
0.0053 |
0.0082 |
0.0029 |
54.7% |
0.0083 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.4% |
0.0000 |
| Volume |
35,348 |
44,269 |
8,921 |
25.2% |
111,742 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8334 |
0.8179 |
|
| R3 |
0.8287 |
0.8252 |
0.8157 |
|
| R2 |
0.8205 |
0.8205 |
0.8149 |
|
| R1 |
0.8170 |
0.8170 |
0.8142 |
0.8188 |
| PP |
0.8123 |
0.8123 |
0.8123 |
0.8132 |
| S1 |
0.8088 |
0.8088 |
0.8126 |
0.8106 |
| S2 |
0.8041 |
0.8041 |
0.8119 |
|
| S3 |
0.7959 |
0.8006 |
0.8111 |
|
| S4 |
0.7877 |
0.7924 |
0.8089 |
|
|
| 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 |
0.8159 |
0.8041 |
0.0118 |
1.5% |
0.0048 |
0.6% |
79% |
True |
False |
31,190 |
| 10 |
0.8220 |
0.8041 |
0.0179 |
2.2% |
0.0065 |
0.8% |
52% |
False |
False |
51,279 |
| 20 |
0.8478 |
0.8041 |
0.0437 |
5.4% |
0.0079 |
1.0% |
21% |
False |
False |
44,539 |
| 40 |
0.8714 |
0.8041 |
0.0673 |
8.3% |
0.0088 |
1.1% |
14% |
False |
False |
22,922 |
| 60 |
0.8815 |
0.8041 |
0.0774 |
9.5% |
0.0089 |
1.1% |
12% |
False |
False |
15,341 |
| 80 |
0.9206 |
0.8041 |
0.1165 |
14.3% |
0.0085 |
1.0% |
8% |
False |
False |
11,528 |
| 100 |
0.9257 |
0.8041 |
0.1216 |
14.9% |
0.0071 |
0.9% |
8% |
False |
False |
9,223 |
| 120 |
0.9326 |
0.8041 |
0.1285 |
15.8% |
0.0060 |
0.7% |
7% |
False |
False |
7,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8508 |
|
2.618 |
0.8374 |
|
1.618 |
0.8292 |
|
1.000 |
0.8241 |
|
0.618 |
0.8210 |
|
HIGH |
0.8159 |
|
0.618 |
0.8128 |
|
0.500 |
0.8118 |
|
0.382 |
0.8108 |
|
LOW |
0.8077 |
|
0.618 |
0.8026 |
|
1.000 |
0.7995 |
|
1.618 |
0.7944 |
|
2.618 |
0.7862 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8129 |
0.8126 |
| PP |
0.8123 |
0.8117 |
| S1 |
0.8118 |
0.8109 |
|