CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8376 |
0.8295 |
-0.0081 |
-1.0% |
0.8472 |
| High |
0.8396 |
0.8320 |
-0.0076 |
-0.9% |
0.8536 |
| Low |
0.8311 |
0.8256 |
-0.0055 |
-0.7% |
0.8311 |
| Close |
0.8320 |
0.8293 |
-0.0027 |
-0.3% |
0.8320 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.7% |
0.0225 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
84,760 |
90,644 |
5,884 |
6.9% |
518,035 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8451 |
0.8328 |
|
| R3 |
0.8418 |
0.8387 |
0.8311 |
|
| R2 |
0.8354 |
0.8354 |
0.8305 |
|
| R1 |
0.8323 |
0.8323 |
0.8299 |
0.8307 |
| PP |
0.8290 |
0.8290 |
0.8290 |
0.8281 |
| S1 |
0.8259 |
0.8259 |
0.8287 |
0.8243 |
| S2 |
0.8226 |
0.8226 |
0.8281 |
|
| S3 |
0.8162 |
0.8195 |
0.8275 |
|
| S4 |
0.8098 |
0.8131 |
0.8258 |
|
|
| 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 |
0.8256 |
0.0280 |
3.4% |
0.0083 |
1.0% |
13% |
False |
True |
96,504 |
| 10 |
0.8687 |
0.8256 |
0.0431 |
5.2% |
0.0095 |
1.1% |
9% |
False |
True |
104,347 |
| 20 |
0.8778 |
0.8256 |
0.0522 |
6.3% |
0.0096 |
1.2% |
7% |
False |
True |
100,991 |
| 40 |
0.8882 |
0.8256 |
0.0626 |
7.5% |
0.0098 |
1.2% |
6% |
False |
True |
104,406 |
| 60 |
0.9055 |
0.8256 |
0.0799 |
9.6% |
0.0098 |
1.2% |
5% |
False |
True |
114,882 |
| 80 |
0.9338 |
0.8256 |
0.1082 |
13.0% |
0.0089 |
1.1% |
3% |
False |
True |
90,872 |
| 100 |
0.9364 |
0.8256 |
0.1108 |
13.4% |
0.0081 |
1.0% |
3% |
False |
True |
72,756 |
| 120 |
0.9394 |
0.8256 |
0.1138 |
13.7% |
0.0073 |
0.9% |
3% |
False |
True |
60,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8592 |
|
2.618 |
0.8488 |
|
1.618 |
0.8424 |
|
1.000 |
0.8384 |
|
0.618 |
0.8360 |
|
HIGH |
0.8320 |
|
0.618 |
0.8296 |
|
0.500 |
0.8288 |
|
0.382 |
0.8280 |
|
LOW |
0.8256 |
|
0.618 |
0.8216 |
|
1.000 |
0.8192 |
|
1.618 |
0.8152 |
|
2.618 |
0.8088 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8291 |
0.8341 |
| PP |
0.8290 |
0.8325 |
| S1 |
0.8288 |
0.8309 |
|