CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8271 |
0.8228 |
-0.0043 |
-0.5% |
0.8394 |
| High |
0.8271 |
0.8228 |
-0.0043 |
-0.5% |
0.8394 |
| Low |
0.8271 |
0.8216 |
-0.0055 |
-0.7% |
0.8216 |
| Close |
0.8271 |
0.8216 |
-0.0055 |
-0.7% |
0.8216 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0178 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8248 |
0.8223 |
|
| R3 |
0.8244 |
0.8236 |
0.8219 |
|
| R2 |
0.8232 |
0.8232 |
0.8218 |
|
| R1 |
0.8224 |
0.8224 |
0.8217 |
0.8222 |
| PP |
0.8220 |
0.8220 |
0.8220 |
0.8219 |
| S1 |
0.8212 |
0.8212 |
0.8215 |
0.8210 |
| S2 |
0.8208 |
0.8208 |
0.8214 |
|
| S3 |
0.8196 |
0.8200 |
0.8213 |
|
| S4 |
0.8184 |
0.8188 |
0.8209 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8809 |
0.8691 |
0.8314 |
|
| R3 |
0.8631 |
0.8513 |
0.8265 |
|
| R2 |
0.8453 |
0.8453 |
0.8249 |
|
| R1 |
0.8335 |
0.8335 |
0.8232 |
0.8305 |
| PP |
0.8275 |
0.8275 |
0.8275 |
0.8261 |
| S1 |
0.8157 |
0.8157 |
0.8200 |
0.8127 |
| S2 |
0.8097 |
0.8097 |
0.8183 |
|
| S3 |
0.7919 |
0.7979 |
0.8167 |
|
| S4 |
0.7741 |
0.7801 |
0.8118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8394 |
0.8216 |
0.0178 |
2.2% |
0.0014 |
0.2% |
0% |
False |
True |
6 |
| 10 |
0.8552 |
0.8216 |
0.0336 |
4.1% |
0.0013 |
0.2% |
0% |
False |
True |
3 |
| 20 |
0.8624 |
0.8216 |
0.0408 |
5.0% |
0.0013 |
0.2% |
0% |
False |
True |
2 |
| 40 |
0.8746 |
0.8216 |
0.0530 |
6.5% |
0.0011 |
0.1% |
0% |
False |
True |
2 |
| 60 |
0.8942 |
0.8216 |
0.0726 |
8.8% |
0.0011 |
0.1% |
0% |
False |
True |
1 |
| 80 |
0.9200 |
0.8216 |
0.0984 |
12.0% |
0.0010 |
0.1% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8279 |
|
2.618 |
0.8259 |
|
1.618 |
0.8247 |
|
1.000 |
0.8240 |
|
0.618 |
0.8235 |
|
HIGH |
0.8228 |
|
0.618 |
0.8223 |
|
0.500 |
0.8222 |
|
0.382 |
0.8221 |
|
LOW |
0.8216 |
|
0.618 |
0.8209 |
|
1.000 |
0.8204 |
|
1.618 |
0.8197 |
|
2.618 |
0.8185 |
|
4.250 |
0.8165 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8222 |
0.8253 |
| PP |
0.8220 |
0.8241 |
| S1 |
0.8218 |
0.8228 |
|