CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8316 |
0.8265 |
-0.0051 |
-0.6% |
0.8295 |
| High |
0.8375 |
0.8297 |
-0.0078 |
-0.9% |
0.8375 |
| Low |
0.8214 |
0.8228 |
0.0014 |
0.2% |
0.8214 |
| Close |
0.8253 |
0.8248 |
-0.0005 |
-0.1% |
0.8248 |
| Range |
0.0161 |
0.0069 |
-0.0092 |
-57.1% |
0.0161 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
135,523 |
19,061 |
-116,462 |
-85.9% |
537,640 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8465 |
0.8425 |
0.8286 |
|
| R3 |
0.8396 |
0.8356 |
0.8267 |
|
| R2 |
0.8327 |
0.8327 |
0.8261 |
|
| R1 |
0.8287 |
0.8287 |
0.8254 |
0.8273 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8250 |
| S1 |
0.8218 |
0.8218 |
0.8242 |
0.8204 |
| S2 |
0.8189 |
0.8189 |
0.8235 |
|
| S3 |
0.8120 |
0.8149 |
0.8229 |
|
| S4 |
0.8051 |
0.8080 |
0.8210 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8762 |
0.8666 |
0.8337 |
|
| R3 |
0.8601 |
0.8505 |
0.8292 |
|
| R2 |
0.8440 |
0.8440 |
0.8278 |
|
| R1 |
0.8344 |
0.8344 |
0.8263 |
0.8312 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8263 |
| S1 |
0.8183 |
0.8183 |
0.8233 |
0.8151 |
| S2 |
0.8118 |
0.8118 |
0.8218 |
|
| S3 |
0.7957 |
0.8022 |
0.8204 |
|
| S4 |
0.7796 |
0.7861 |
0.8159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8375 |
0.8214 |
0.0161 |
2.0% |
0.0103 |
1.3% |
21% |
False |
False |
107,528 |
| 10 |
0.8536 |
0.8214 |
0.0322 |
3.9% |
0.0098 |
1.2% |
11% |
False |
False |
105,567 |
| 20 |
0.8778 |
0.8214 |
0.0564 |
6.8% |
0.0100 |
1.2% |
6% |
False |
False |
105,083 |
| 40 |
0.8882 |
0.8214 |
0.0668 |
8.1% |
0.0095 |
1.2% |
5% |
False |
False |
102,300 |
| 60 |
0.8941 |
0.8214 |
0.0727 |
8.8% |
0.0099 |
1.2% |
5% |
False |
False |
113,510 |
| 80 |
0.9338 |
0.8214 |
0.1124 |
13.6% |
0.0093 |
1.1% |
3% |
False |
False |
96,442 |
| 100 |
0.9361 |
0.8214 |
0.1147 |
13.9% |
0.0083 |
1.0% |
3% |
False |
False |
77,220 |
| 120 |
0.9394 |
0.8214 |
0.1180 |
14.3% |
0.0076 |
0.9% |
3% |
False |
False |
64,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8590 |
|
2.618 |
0.8478 |
|
1.618 |
0.8409 |
|
1.000 |
0.8366 |
|
0.618 |
0.8340 |
|
HIGH |
0.8297 |
|
0.618 |
0.8271 |
|
0.500 |
0.8263 |
|
0.382 |
0.8254 |
|
LOW |
0.8228 |
|
0.618 |
0.8185 |
|
1.000 |
0.8159 |
|
1.618 |
0.8116 |
|
2.618 |
0.8047 |
|
4.250 |
0.7935 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8263 |
0.8295 |
| PP |
0.8258 |
0.8279 |
| S1 |
0.8253 |
0.8264 |
|