CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8088 |
0.8138 |
0.0050 |
0.6% |
0.8085 |
| High |
0.8159 |
0.8173 |
0.0014 |
0.2% |
0.8124 |
| Low |
0.8077 |
0.8115 |
0.0038 |
0.5% |
0.8041 |
| Close |
0.8134 |
0.8122 |
-0.0012 |
-0.1% |
0.8070 |
| Range |
0.0082 |
0.0058 |
-0.0024 |
-29.3% |
0.0083 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
44,269 |
34,353 |
-9,916 |
-22.4% |
111,742 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8311 |
0.8274 |
0.8154 |
|
| R3 |
0.8253 |
0.8216 |
0.8138 |
|
| R2 |
0.8195 |
0.8195 |
0.8133 |
|
| R1 |
0.8158 |
0.8158 |
0.8127 |
0.8148 |
| PP |
0.8137 |
0.8137 |
0.8137 |
0.8131 |
| S1 |
0.8100 |
0.8100 |
0.8117 |
0.8090 |
| S2 |
0.8079 |
0.8079 |
0.8111 |
|
| S3 |
0.8021 |
0.8042 |
0.8106 |
|
| S4 |
0.7963 |
0.7984 |
0.8090 |
|
|
| 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 |
0.8173 |
0.8057 |
0.0116 |
1.4% |
0.0048 |
0.6% |
56% |
True |
False |
30,040 |
| 10 |
0.8189 |
0.8041 |
0.0148 |
1.8% |
0.0063 |
0.8% |
55% |
False |
False |
46,606 |
| 20 |
0.8406 |
0.8041 |
0.0365 |
4.5% |
0.0076 |
0.9% |
22% |
False |
False |
45,994 |
| 40 |
0.8714 |
0.8041 |
0.0673 |
8.3% |
0.0088 |
1.1% |
12% |
False |
False |
23,776 |
| 60 |
0.8815 |
0.8041 |
0.0774 |
9.5% |
0.0087 |
1.1% |
10% |
False |
False |
15,909 |
| 80 |
0.9146 |
0.8041 |
0.1105 |
13.6% |
0.0086 |
1.1% |
7% |
False |
False |
11,957 |
| 100 |
0.9257 |
0.8041 |
0.1216 |
15.0% |
0.0071 |
0.9% |
7% |
False |
False |
9,567 |
| 120 |
0.9326 |
0.8041 |
0.1285 |
15.8% |
0.0060 |
0.7% |
6% |
False |
False |
7,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8420 |
|
2.618 |
0.8325 |
|
1.618 |
0.8267 |
|
1.000 |
0.8231 |
|
0.618 |
0.8209 |
|
HIGH |
0.8173 |
|
0.618 |
0.8151 |
|
0.500 |
0.8144 |
|
0.382 |
0.8137 |
|
LOW |
0.8115 |
|
0.618 |
0.8079 |
|
1.000 |
0.8057 |
|
1.618 |
0.8021 |
|
2.618 |
0.7963 |
|
4.250 |
0.7869 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8144 |
0.8121 |
| PP |
0.8137 |
0.8120 |
| S1 |
0.8129 |
0.8119 |
|