CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8575 |
0.8472 |
-0.0103 |
-1.2% |
0.8657 |
| High |
0.8606 |
0.8524 |
-0.0082 |
-1.0% |
0.8687 |
| Low |
0.8477 |
0.8409 |
-0.0068 |
-0.8% |
0.8469 |
| Close |
0.8498 |
0.8503 |
0.0005 |
0.1% |
0.8498 |
| Range |
0.0129 |
0.0115 |
-0.0014 |
-10.9% |
0.0218 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.0% |
0.0000 |
| Volume |
126,639 |
126,156 |
-483 |
-0.4% |
434,792 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8824 |
0.8778 |
0.8566 |
|
| R3 |
0.8709 |
0.8663 |
0.8535 |
|
| R2 |
0.8594 |
0.8594 |
0.8524 |
|
| R1 |
0.8548 |
0.8548 |
0.8514 |
0.8571 |
| PP |
0.8479 |
0.8479 |
0.8479 |
0.8490 |
| S1 |
0.8433 |
0.8433 |
0.8492 |
0.8456 |
| S2 |
0.8364 |
0.8364 |
0.8482 |
|
| S3 |
0.8249 |
0.8318 |
0.8471 |
|
| S4 |
0.8134 |
0.8203 |
0.8440 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9070 |
0.8618 |
|
| R3 |
0.8987 |
0.8852 |
0.8558 |
|
| R2 |
0.8769 |
0.8769 |
0.8538 |
|
| R1 |
0.8634 |
0.8634 |
0.8518 |
0.8593 |
| PP |
0.8551 |
0.8551 |
0.8551 |
0.8531 |
| S1 |
0.8416 |
0.8416 |
0.8478 |
0.8375 |
| S2 |
0.8333 |
0.8333 |
0.8458 |
|
| S3 |
0.8115 |
0.8198 |
0.8438 |
|
| S4 |
0.7897 |
0.7980 |
0.8378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8687 |
0.8409 |
0.0278 |
3.3% |
0.0106 |
1.2% |
34% |
False |
True |
112,189 |
| 10 |
0.8778 |
0.8409 |
0.0369 |
4.3% |
0.0100 |
1.2% |
25% |
False |
True |
106,730 |
| 20 |
0.8778 |
0.8409 |
0.0369 |
4.3% |
0.0104 |
1.2% |
25% |
False |
True |
109,046 |
| 40 |
0.8882 |
0.8409 |
0.0473 |
5.6% |
0.0103 |
1.2% |
20% |
False |
True |
109,627 |
| 60 |
0.9310 |
0.8409 |
0.0901 |
10.6% |
0.0100 |
1.2% |
10% |
False |
True |
112,611 |
| 80 |
0.9338 |
0.8409 |
0.0929 |
10.9% |
0.0086 |
1.0% |
10% |
False |
True |
84,862 |
| 100 |
0.9364 |
0.8409 |
0.0955 |
11.2% |
0.0078 |
0.9% |
10% |
False |
True |
67,941 |
| 120 |
0.9394 |
0.8409 |
0.0985 |
11.6% |
0.0071 |
0.8% |
10% |
False |
True |
56,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9013 |
|
2.618 |
0.8825 |
|
1.618 |
0.8710 |
|
1.000 |
0.8639 |
|
0.618 |
0.8595 |
|
HIGH |
0.8524 |
|
0.618 |
0.8480 |
|
0.500 |
0.8467 |
|
0.382 |
0.8453 |
|
LOW |
0.8409 |
|
0.618 |
0.8338 |
|
1.000 |
0.8294 |
|
1.618 |
0.8223 |
|
2.618 |
0.8108 |
|
4.250 |
0.7920 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8491 |
0.8508 |
| PP |
0.8479 |
0.8506 |
| S1 |
0.8467 |
0.8505 |
|