CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8293 |
0.8288 |
-0.0005 |
-0.1% |
0.8472 |
| High |
0.8359 |
0.8346 |
-0.0013 |
-0.2% |
0.8536 |
| Low |
0.8221 |
0.8261 |
0.0040 |
0.5% |
0.8311 |
| Close |
0.8300 |
0.8291 |
-0.0009 |
-0.1% |
0.8320 |
| Range |
0.0138 |
0.0085 |
-0.0053 |
-38.4% |
0.0225 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
161,813 |
130,599 |
-31,214 |
-19.3% |
518,035 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8554 |
0.8508 |
0.8338 |
|
| R3 |
0.8469 |
0.8423 |
0.8314 |
|
| R2 |
0.8384 |
0.8384 |
0.8307 |
|
| R1 |
0.8338 |
0.8338 |
0.8299 |
0.8361 |
| PP |
0.8299 |
0.8299 |
0.8299 |
0.8311 |
| S1 |
0.8253 |
0.8253 |
0.8283 |
0.8276 |
| S2 |
0.8214 |
0.8214 |
0.8275 |
|
| S3 |
0.8129 |
0.8168 |
0.8268 |
|
| S4 |
0.8044 |
0.8083 |
0.8244 |
|
|
| 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 |
0.8425 |
0.8221 |
0.0204 |
2.5% |
0.0089 |
1.1% |
34% |
False |
False |
114,535 |
| 10 |
0.8606 |
0.8221 |
0.0385 |
4.6% |
0.0097 |
1.2% |
18% |
False |
False |
114,872 |
| 20 |
0.8778 |
0.8221 |
0.0557 |
6.7% |
0.0097 |
1.2% |
13% |
False |
False |
106,245 |
| 40 |
0.8882 |
0.8221 |
0.0661 |
8.0% |
0.0097 |
1.2% |
11% |
False |
False |
106,737 |
| 60 |
0.9030 |
0.8221 |
0.0809 |
9.8% |
0.0099 |
1.2% |
9% |
False |
False |
115,698 |
| 80 |
0.9338 |
0.8221 |
0.1117 |
13.5% |
0.0092 |
1.1% |
6% |
False |
False |
94,519 |
| 100 |
0.9364 |
0.8221 |
0.1143 |
13.8% |
0.0082 |
1.0% |
6% |
False |
False |
75,678 |
| 120 |
0.9394 |
0.8221 |
0.1173 |
14.1% |
0.0074 |
0.9% |
6% |
False |
False |
63,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8707 |
|
2.618 |
0.8569 |
|
1.618 |
0.8484 |
|
1.000 |
0.8431 |
|
0.618 |
0.8399 |
|
HIGH |
0.8346 |
|
0.618 |
0.8314 |
|
0.500 |
0.8304 |
|
0.382 |
0.8293 |
|
LOW |
0.8261 |
|
0.618 |
0.8208 |
|
1.000 |
0.8176 |
|
1.618 |
0.8123 |
|
2.618 |
0.8038 |
|
4.250 |
0.7900 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8304 |
0.8291 |
| PP |
0.8299 |
0.8290 |
| S1 |
0.8295 |
0.8290 |
|