CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8290 |
0.8271 |
-0.0019 |
-0.2% |
0.8485 |
| High |
0.8290 |
0.8271 |
-0.0019 |
-0.2% |
0.8485 |
| Low |
0.8253 |
0.8271 |
0.0018 |
0.2% |
0.8388 |
| Close |
0.8288 |
0.8271 |
-0.0017 |
-0.2% |
0.8388 |
| Range |
0.0037 |
0.0000 |
-0.0037 |
-100.0% |
0.0097 |
| ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
5 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8271 |
0.8271 |
0.8271 |
|
| R3 |
0.8271 |
0.8271 |
0.8271 |
|
| R2 |
0.8271 |
0.8271 |
0.8271 |
|
| R1 |
0.8271 |
0.8271 |
0.8271 |
0.8271 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8271 |
| S1 |
0.8271 |
0.8271 |
0.8271 |
0.8271 |
| S2 |
0.8271 |
0.8271 |
0.8271 |
|
| S3 |
0.8271 |
0.8271 |
0.8271 |
|
| S4 |
0.8271 |
0.8271 |
0.8271 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8711 |
0.8647 |
0.8441 |
|
| R3 |
0.8614 |
0.8550 |
0.8415 |
|
| R2 |
0.8517 |
0.8517 |
0.8406 |
|
| R1 |
0.8453 |
0.8453 |
0.8397 |
0.8437 |
| PP |
0.8420 |
0.8420 |
0.8420 |
0.8412 |
| S1 |
0.8356 |
0.8356 |
0.8379 |
0.8340 |
| S2 |
0.8323 |
0.8323 |
0.8370 |
|
| S3 |
0.8226 |
0.8259 |
0.8361 |
|
| S4 |
0.8129 |
0.8162 |
0.8335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8394 |
0.8253 |
0.0141 |
1.7% |
0.0012 |
0.1% |
13% |
False |
False |
3 |
| 10 |
0.8552 |
0.8253 |
0.0299 |
3.6% |
0.0011 |
0.1% |
6% |
False |
False |
2 |
| 20 |
0.8624 |
0.8253 |
0.0371 |
4.5% |
0.0014 |
0.2% |
5% |
False |
False |
1 |
| 40 |
0.8746 |
0.8253 |
0.0493 |
6.0% |
0.0011 |
0.1% |
4% |
False |
False |
1 |
| 60 |
0.8942 |
0.8253 |
0.0689 |
8.3% |
0.0011 |
0.1% |
3% |
False |
False |
1 |
| 80 |
0.9200 |
0.8253 |
0.0947 |
11.4% |
0.0010 |
0.1% |
2% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8271 |
|
2.618 |
0.8271 |
|
1.618 |
0.8271 |
|
1.000 |
0.8271 |
|
0.618 |
0.8271 |
|
HIGH |
0.8271 |
|
0.618 |
0.8271 |
|
0.500 |
0.8271 |
|
0.382 |
0.8271 |
|
LOW |
0.8271 |
|
0.618 |
0.8271 |
|
1.000 |
0.8271 |
|
1.618 |
0.8271 |
|
2.618 |
0.8271 |
|
4.250 |
0.8271 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8271 |
0.8303 |
| PP |
0.8271 |
0.8292 |
| S1 |
0.8271 |
0.8282 |
|