CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8288 |
0.8316 |
0.0028 |
0.3% |
0.8472 |
| High |
0.8346 |
0.8375 |
0.0029 |
0.3% |
0.8536 |
| Low |
0.8261 |
0.8214 |
-0.0047 |
-0.6% |
0.8311 |
| Close |
0.8291 |
0.8253 |
-0.0038 |
-0.5% |
0.8320 |
| Range |
0.0085 |
0.0161 |
0.0076 |
89.4% |
0.0225 |
| ATR |
0.0098 |
0.0102 |
0.0005 |
4.6% |
0.0000 |
| Volume |
130,599 |
135,523 |
4,924 |
3.8% |
518,035 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8764 |
0.8669 |
0.8342 |
|
| R3 |
0.8603 |
0.8508 |
0.8297 |
|
| R2 |
0.8442 |
0.8442 |
0.8283 |
|
| R1 |
0.8347 |
0.8347 |
0.8268 |
0.8314 |
| PP |
0.8281 |
0.8281 |
0.8281 |
0.8264 |
| S1 |
0.8186 |
0.8186 |
0.8238 |
0.8153 |
| S2 |
0.8120 |
0.8120 |
0.8223 |
|
| S3 |
0.7959 |
0.8025 |
0.8209 |
|
| S4 |
0.7798 |
0.7864 |
0.8164 |
|
|
| 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 |
0.8396 |
0.8214 |
0.0182 |
2.2% |
0.0107 |
1.3% |
21% |
False |
True |
120,667 |
| 10 |
0.8606 |
0.8214 |
0.0392 |
4.7% |
0.0104 |
1.3% |
10% |
False |
True |
116,325 |
| 20 |
0.8778 |
0.8214 |
0.0564 |
6.8% |
0.0101 |
1.2% |
7% |
False |
True |
108,380 |
| 40 |
0.8882 |
0.8214 |
0.0668 |
8.1% |
0.0097 |
1.2% |
6% |
False |
True |
105,376 |
| 60 |
0.8942 |
0.8214 |
0.0728 |
8.8% |
0.0099 |
1.2% |
5% |
False |
True |
115,287 |
| 80 |
0.9338 |
0.8214 |
0.1124 |
13.6% |
0.0093 |
1.1% |
3% |
False |
True |
96,210 |
| 100 |
0.9364 |
0.8214 |
0.1150 |
13.9% |
0.0083 |
1.0% |
3% |
False |
True |
77,033 |
| 120 |
0.9394 |
0.8214 |
0.1180 |
14.3% |
0.0076 |
0.9% |
3% |
False |
True |
64,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9059 |
|
2.618 |
0.8796 |
|
1.618 |
0.8635 |
|
1.000 |
0.8536 |
|
0.618 |
0.8474 |
|
HIGH |
0.8375 |
|
0.618 |
0.8313 |
|
0.500 |
0.8295 |
|
0.382 |
0.8276 |
|
LOW |
0.8214 |
|
0.618 |
0.8115 |
|
1.000 |
0.8053 |
|
1.618 |
0.7954 |
|
2.618 |
0.7793 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8295 |
0.8295 |
| PP |
0.8281 |
0.8281 |
| S1 |
0.8267 |
0.8267 |
|