CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8485 |
0.8440 |
-0.0045 |
-0.5% |
0.8657 |
| High |
0.8536 |
0.8461 |
-0.0075 |
-0.9% |
0.8687 |
| Low |
0.8425 |
0.8381 |
-0.0044 |
-0.5% |
0.8469 |
| Close |
0.8439 |
0.8395 |
-0.0044 |
-0.5% |
0.8498 |
| Range |
0.0111 |
0.0080 |
-0.0031 |
-27.9% |
0.0218 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
97,951 |
104,308 |
6,357 |
6.5% |
434,792 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8652 |
0.8604 |
0.8439 |
|
| R3 |
0.8572 |
0.8524 |
0.8417 |
|
| R2 |
0.8492 |
0.8492 |
0.8410 |
|
| R1 |
0.8444 |
0.8444 |
0.8402 |
0.8428 |
| PP |
0.8412 |
0.8412 |
0.8412 |
0.8405 |
| S1 |
0.8364 |
0.8364 |
0.8388 |
0.8348 |
| S2 |
0.8332 |
0.8332 |
0.8380 |
|
| S3 |
0.8252 |
0.8284 |
0.8373 |
|
| S4 |
0.8172 |
0.8204 |
0.8351 |
|
|
| 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 |
0.8606 |
0.8381 |
0.0225 |
2.7% |
0.0104 |
1.2% |
6% |
False |
True |
115,210 |
| 10 |
0.8709 |
0.8381 |
0.0328 |
3.9% |
0.0103 |
1.2% |
4% |
False |
True |
110,363 |
| 20 |
0.8778 |
0.8381 |
0.0397 |
4.7% |
0.0104 |
1.2% |
4% |
False |
True |
107,780 |
| 40 |
0.8882 |
0.8381 |
0.0501 |
6.0% |
0.0101 |
1.2% |
3% |
False |
True |
108,212 |
| 60 |
0.9156 |
0.8381 |
0.0775 |
9.2% |
0.0100 |
1.2% |
2% |
False |
True |
114,681 |
| 80 |
0.9338 |
0.8381 |
0.0957 |
11.4% |
0.0088 |
1.0% |
1% |
False |
True |
87,379 |
| 100 |
0.9364 |
0.8381 |
0.0983 |
11.7% |
0.0080 |
0.9% |
1% |
False |
True |
69,961 |
| 120 |
0.9394 |
0.8381 |
0.1013 |
12.1% |
0.0072 |
0.9% |
1% |
False |
True |
58,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8801 |
|
2.618 |
0.8670 |
|
1.618 |
0.8590 |
|
1.000 |
0.8541 |
|
0.618 |
0.8510 |
|
HIGH |
0.8461 |
|
0.618 |
0.8430 |
|
0.500 |
0.8421 |
|
0.382 |
0.8412 |
|
LOW |
0.8381 |
|
0.618 |
0.8332 |
|
1.000 |
0.8301 |
|
1.618 |
0.8252 |
|
2.618 |
0.8172 |
|
4.250 |
0.8041 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8421 |
0.8459 |
| PP |
0.8412 |
0.8437 |
| S1 |
0.8404 |
0.8416 |
|