CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8225 |
0.8140 |
-0.0085 |
-1.0% |
0.8199 |
| High |
0.8225 |
0.8143 |
-0.0082 |
-1.0% |
0.8231 |
| Low |
0.8146 |
0.8140 |
-0.0006 |
-0.1% |
0.8139 |
| Close |
0.8147 |
0.8143 |
-0.0004 |
0.0% |
0.8143 |
| Range |
0.0079 |
0.0003 |
-0.0076 |
-96.2% |
0.0092 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
26 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8150 |
0.8145 |
|
| R3 |
0.8148 |
0.8147 |
0.8144 |
|
| R2 |
0.8145 |
0.8145 |
0.8144 |
|
| R1 |
0.8144 |
0.8144 |
0.8143 |
0.8145 |
| PP |
0.8142 |
0.8142 |
0.8142 |
0.8142 |
| S1 |
0.8141 |
0.8141 |
0.8143 |
0.8142 |
| S2 |
0.8139 |
0.8139 |
0.8142 |
|
| S3 |
0.8136 |
0.8138 |
0.8142 |
|
| S4 |
0.8133 |
0.8135 |
0.8141 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8447 |
0.8387 |
0.8194 |
|
| R3 |
0.8355 |
0.8295 |
0.8168 |
|
| R2 |
0.8263 |
0.8263 |
0.8160 |
|
| R1 |
0.8203 |
0.8203 |
0.8151 |
0.8187 |
| PP |
0.8171 |
0.8171 |
0.8171 |
0.8163 |
| S1 |
0.8111 |
0.8111 |
0.8135 |
0.8095 |
| S2 |
0.8079 |
0.8079 |
0.8126 |
|
| S3 |
0.7987 |
0.8019 |
0.8118 |
|
| S4 |
0.7895 |
0.7927 |
0.8092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8231 |
0.8139 |
0.0092 |
1.1% |
0.0040 |
0.5% |
4% |
False |
False |
5 |
| 10 |
0.8394 |
0.8139 |
0.0255 |
3.1% |
0.0027 |
0.3% |
2% |
False |
False |
5 |
| 20 |
0.8624 |
0.8139 |
0.0485 |
6.0% |
0.0017 |
0.2% |
1% |
False |
False |
3 |
| 40 |
0.8746 |
0.8139 |
0.0607 |
7.5% |
0.0015 |
0.2% |
1% |
False |
False |
2 |
| 60 |
0.8765 |
0.8139 |
0.0626 |
7.7% |
0.0013 |
0.2% |
1% |
False |
False |
2 |
| 80 |
0.9200 |
0.8139 |
0.1061 |
13.0% |
0.0012 |
0.1% |
0% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.8151 |
|
1.618 |
0.8148 |
|
1.000 |
0.8146 |
|
0.618 |
0.8145 |
|
HIGH |
0.8143 |
|
0.618 |
0.8142 |
|
0.500 |
0.8142 |
|
0.382 |
0.8141 |
|
LOW |
0.8140 |
|
0.618 |
0.8138 |
|
1.000 |
0.8137 |
|
1.618 |
0.8135 |
|
2.618 |
0.8132 |
|
4.250 |
0.8127 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8143 |
0.8183 |
| PP |
0.8142 |
0.8169 |
| S1 |
0.8142 |
0.8156 |
|