CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8199 |
0.8213 |
0.0014 |
0.2% |
0.8394 |
| High |
0.8201 |
0.8231 |
0.0030 |
0.4% |
0.8394 |
| Low |
0.8139 |
0.8193 |
0.0054 |
0.7% |
0.8216 |
| Close |
0.8190 |
0.8196 |
0.0006 |
0.1% |
0.8216 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0178 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
30 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8321 |
0.8296 |
0.8217 |
|
| R3 |
0.8283 |
0.8258 |
0.8206 |
|
| R2 |
0.8245 |
0.8245 |
0.8203 |
|
| R1 |
0.8220 |
0.8220 |
0.8199 |
0.8214 |
| PP |
0.8207 |
0.8207 |
0.8207 |
0.8203 |
| S1 |
0.8182 |
0.8182 |
0.8193 |
0.8176 |
| S2 |
0.8169 |
0.8169 |
0.8189 |
|
| S3 |
0.8131 |
0.8144 |
0.8186 |
|
| S4 |
0.8093 |
0.8106 |
0.8175 |
|
|
| 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 |
0.8290 |
0.8139 |
0.0151 |
1.8% |
0.0030 |
0.4% |
38% |
False |
False |
7 |
| 10 |
0.8430 |
0.8139 |
0.0291 |
3.6% |
0.0021 |
0.3% |
20% |
False |
False |
4 |
| 20 |
0.8624 |
0.8139 |
0.0485 |
5.9% |
0.0013 |
0.2% |
12% |
False |
False |
2 |
| 40 |
0.8746 |
0.8139 |
0.0607 |
7.4% |
0.0013 |
0.2% |
9% |
False |
False |
2 |
| 60 |
0.8919 |
0.8139 |
0.0780 |
9.5% |
0.0012 |
0.1% |
7% |
False |
False |
1 |
| 80 |
0.9200 |
0.8139 |
0.1061 |
12.9% |
0.0011 |
0.1% |
5% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8393 |
|
2.618 |
0.8330 |
|
1.618 |
0.8292 |
|
1.000 |
0.8269 |
|
0.618 |
0.8254 |
|
HIGH |
0.8231 |
|
0.618 |
0.8216 |
|
0.500 |
0.8212 |
|
0.382 |
0.8208 |
|
LOW |
0.8193 |
|
0.618 |
0.8170 |
|
1.000 |
0.8155 |
|
1.618 |
0.8132 |
|
2.618 |
0.8094 |
|
4.250 |
0.8032 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8212 |
0.8192 |
| PP |
0.8207 |
0.8189 |
| S1 |
0.8201 |
0.8185 |
|