CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8383 |
0.8376 |
-0.0007 |
-0.1% |
0.8472 |
| High |
0.8425 |
0.8396 |
-0.0029 |
-0.3% |
0.8536 |
| Low |
0.8350 |
0.8311 |
-0.0039 |
-0.5% |
0.8311 |
| Close |
0.8376 |
0.8320 |
-0.0056 |
-0.7% |
0.8320 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0225 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
104,860 |
84,760 |
-20,100 |
-19.2% |
518,035 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8597 |
0.8544 |
0.8367 |
|
| R3 |
0.8512 |
0.8459 |
0.8343 |
|
| R2 |
0.8427 |
0.8427 |
0.8336 |
|
| R1 |
0.8374 |
0.8374 |
0.8328 |
0.8358 |
| PP |
0.8342 |
0.8342 |
0.8342 |
0.8335 |
| S1 |
0.8289 |
0.8289 |
0.8312 |
0.8273 |
| S2 |
0.8257 |
0.8257 |
0.8304 |
|
| S3 |
0.8172 |
0.8204 |
0.8297 |
|
| S4 |
0.8087 |
0.8119 |
0.8273 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.8917 |
0.8444 |
|
| R3 |
0.8839 |
0.8692 |
0.8382 |
|
| R2 |
0.8614 |
0.8614 |
0.8361 |
|
| R1 |
0.8467 |
0.8467 |
0.8341 |
0.8428 |
| PP |
0.8389 |
0.8389 |
0.8389 |
0.8370 |
| S1 |
0.8242 |
0.8242 |
0.8299 |
0.8203 |
| S2 |
0.8164 |
0.8164 |
0.8279 |
|
| S3 |
0.7939 |
0.8017 |
0.8258 |
|
| S4 |
0.7714 |
0.7792 |
0.8196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8536 |
0.8311 |
0.0225 |
2.7% |
0.0093 |
1.1% |
4% |
False |
True |
103,607 |
| 10 |
0.8709 |
0.8311 |
0.0398 |
4.8% |
0.0100 |
1.2% |
2% |
False |
True |
107,538 |
| 20 |
0.8778 |
0.8311 |
0.0467 |
5.6% |
0.0098 |
1.2% |
2% |
False |
True |
103,395 |
| 40 |
0.8882 |
0.8311 |
0.0571 |
6.9% |
0.0099 |
1.2% |
2% |
False |
True |
105,242 |
| 60 |
0.9055 |
0.8311 |
0.0744 |
8.9% |
0.0099 |
1.2% |
1% |
False |
True |
115,408 |
| 80 |
0.9338 |
0.8311 |
0.1027 |
12.3% |
0.0089 |
1.1% |
1% |
False |
True |
89,745 |
| 100 |
0.9364 |
0.8311 |
0.1053 |
12.7% |
0.0081 |
1.0% |
1% |
False |
True |
71,851 |
| 120 |
0.9394 |
0.8311 |
0.1083 |
13.0% |
0.0073 |
0.9% |
1% |
False |
True |
59,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8757 |
|
2.618 |
0.8619 |
|
1.618 |
0.8534 |
|
1.000 |
0.8481 |
|
0.618 |
0.8449 |
|
HIGH |
0.8396 |
|
0.618 |
0.8364 |
|
0.500 |
0.8354 |
|
0.382 |
0.8343 |
|
LOW |
0.8311 |
|
0.618 |
0.8258 |
|
1.000 |
0.8226 |
|
1.618 |
0.8173 |
|
2.618 |
0.8088 |
|
4.250 |
0.7950 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8354 |
0.8386 |
| PP |
0.8342 |
0.8364 |
| S1 |
0.8331 |
0.8342 |
|