CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8440 |
0.8383 |
-0.0057 |
-0.7% |
0.8657 |
| High |
0.8461 |
0.8425 |
-0.0036 |
-0.4% |
0.8687 |
| Low |
0.8381 |
0.8350 |
-0.0031 |
-0.4% |
0.8469 |
| Close |
0.8395 |
0.8376 |
-0.0019 |
-0.2% |
0.8498 |
| Range |
0.0080 |
0.0075 |
-0.0005 |
-6.3% |
0.0218 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
104,308 |
104,860 |
552 |
0.5% |
434,792 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8609 |
0.8567 |
0.8417 |
|
| R3 |
0.8534 |
0.8492 |
0.8397 |
|
| R2 |
0.8459 |
0.8459 |
0.8390 |
|
| R1 |
0.8417 |
0.8417 |
0.8383 |
0.8401 |
| PP |
0.8384 |
0.8384 |
0.8384 |
0.8375 |
| S1 |
0.8342 |
0.8342 |
0.8369 |
0.8326 |
| S2 |
0.8309 |
0.8309 |
0.8362 |
|
| S3 |
0.8234 |
0.8267 |
0.8355 |
|
| S4 |
0.8159 |
0.8192 |
0.8335 |
|
|
| 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 |
0.8350 |
0.0256 |
3.1% |
0.0102 |
1.2% |
10% |
False |
True |
111,982 |
| 10 |
0.8709 |
0.8350 |
0.0359 |
4.3% |
0.0099 |
1.2% |
7% |
False |
True |
109,695 |
| 20 |
0.8778 |
0.8350 |
0.0428 |
5.1% |
0.0098 |
1.2% |
6% |
False |
True |
105,310 |
| 40 |
0.8882 |
0.8350 |
0.0532 |
6.4% |
0.0100 |
1.2% |
5% |
False |
True |
106,806 |
| 60 |
0.9156 |
0.8350 |
0.0806 |
9.6% |
0.0099 |
1.2% |
3% |
False |
True |
115,288 |
| 80 |
0.9338 |
0.8350 |
0.0988 |
11.8% |
0.0089 |
1.1% |
3% |
False |
True |
88,689 |
| 100 |
0.9364 |
0.8350 |
0.1014 |
12.1% |
0.0080 |
1.0% |
3% |
False |
True |
71,005 |
| 120 |
0.9394 |
0.8350 |
0.1044 |
12.5% |
0.0073 |
0.9% |
2% |
False |
True |
59,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8744 |
|
2.618 |
0.8621 |
|
1.618 |
0.8546 |
|
1.000 |
0.8500 |
|
0.618 |
0.8471 |
|
HIGH |
0.8425 |
|
0.618 |
0.8396 |
|
0.500 |
0.8388 |
|
0.382 |
0.8379 |
|
LOW |
0.8350 |
|
0.618 |
0.8304 |
|
1.000 |
0.8275 |
|
1.618 |
0.8229 |
|
2.618 |
0.8154 |
|
4.250 |
0.8031 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8388 |
0.8443 |
| PP |
0.8384 |
0.8421 |
| S1 |
0.8380 |
0.8398 |
|