CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8295 |
0.8293 |
-0.0002 |
0.0% |
0.8472 |
| High |
0.8320 |
0.8359 |
0.0039 |
0.5% |
0.8536 |
| Low |
0.8256 |
0.8221 |
-0.0035 |
-0.4% |
0.8311 |
| Close |
0.8293 |
0.8300 |
0.0007 |
0.1% |
0.8320 |
| Range |
0.0064 |
0.0138 |
0.0074 |
115.6% |
0.0225 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0000 |
| Volume |
90,644 |
161,813 |
71,169 |
78.5% |
518,035 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8707 |
0.8642 |
0.8376 |
|
| R3 |
0.8569 |
0.8504 |
0.8338 |
|
| R2 |
0.8431 |
0.8431 |
0.8325 |
|
| R1 |
0.8366 |
0.8366 |
0.8313 |
0.8399 |
| PP |
0.8293 |
0.8293 |
0.8293 |
0.8310 |
| S1 |
0.8228 |
0.8228 |
0.8287 |
0.8261 |
| S2 |
0.8155 |
0.8155 |
0.8275 |
|
| S3 |
0.8017 |
0.8090 |
0.8262 |
|
| S4 |
0.7879 |
0.7952 |
0.8224 |
|
|
| 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 |
0.8461 |
0.8221 |
0.0240 |
2.9% |
0.0088 |
1.1% |
33% |
False |
True |
109,277 |
| 10 |
0.8606 |
0.8221 |
0.0385 |
4.6% |
0.0099 |
1.2% |
21% |
False |
True |
114,673 |
| 20 |
0.8778 |
0.8221 |
0.0557 |
6.7% |
0.0099 |
1.2% |
14% |
False |
True |
105,352 |
| 40 |
0.8882 |
0.8221 |
0.0661 |
8.0% |
0.0098 |
1.2% |
12% |
False |
True |
105,983 |
| 60 |
0.9055 |
0.8221 |
0.0834 |
10.0% |
0.0100 |
1.2% |
9% |
False |
True |
115,821 |
| 80 |
0.9338 |
0.8221 |
0.1117 |
13.5% |
0.0091 |
1.1% |
7% |
False |
True |
92,890 |
| 100 |
0.9364 |
0.8221 |
0.1143 |
13.8% |
0.0081 |
1.0% |
7% |
False |
True |
74,373 |
| 120 |
0.9394 |
0.8221 |
0.1173 |
14.1% |
0.0074 |
0.9% |
7% |
False |
True |
61,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8946 |
|
2.618 |
0.8720 |
|
1.618 |
0.8582 |
|
1.000 |
0.8497 |
|
0.618 |
0.8444 |
|
HIGH |
0.8359 |
|
0.618 |
0.8306 |
|
0.500 |
0.8290 |
|
0.382 |
0.8274 |
|
LOW |
0.8221 |
|
0.618 |
0.8136 |
|
1.000 |
0.8083 |
|
1.618 |
0.7998 |
|
2.618 |
0.7860 |
|
4.250 |
0.7635 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8297 |
0.8309 |
| PP |
0.8293 |
0.8306 |
| S1 |
0.8290 |
0.8303 |
|