CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8265 |
0.8249 |
-0.0016 |
-0.2% |
0.8295 |
| High |
0.8297 |
0.8259 |
-0.0038 |
-0.5% |
0.8375 |
| Low |
0.8228 |
0.8206 |
-0.0022 |
-0.3% |
0.8214 |
| Close |
0.8248 |
0.8210 |
-0.0038 |
-0.5% |
0.8248 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0161 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
19,061 |
19,061 |
0 |
0.0% |
537,640 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8384 |
0.8350 |
0.8239 |
|
| R3 |
0.8331 |
0.8297 |
0.8225 |
|
| R2 |
0.8278 |
0.8278 |
0.8220 |
|
| R1 |
0.8244 |
0.8244 |
0.8215 |
0.8235 |
| PP |
0.8225 |
0.8225 |
0.8225 |
0.8220 |
| S1 |
0.8191 |
0.8191 |
0.8205 |
0.8182 |
| S2 |
0.8172 |
0.8172 |
0.8200 |
|
| S3 |
0.8119 |
0.8138 |
0.8195 |
|
| S4 |
0.8066 |
0.8085 |
0.8181 |
|
|
| 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 |
0.8206 |
0.0169 |
2.1% |
0.0101 |
1.2% |
2% |
False |
True |
93,211 |
| 10 |
0.8536 |
0.8206 |
0.0330 |
4.0% |
0.0092 |
1.1% |
1% |
False |
True |
94,858 |
| 20 |
0.8778 |
0.8206 |
0.0572 |
7.0% |
0.0096 |
1.2% |
1% |
False |
True |
100,794 |
| 40 |
0.8882 |
0.8206 |
0.0676 |
8.2% |
0.0095 |
1.2% |
1% |
False |
True |
100,528 |
| 60 |
0.8897 |
0.8206 |
0.0691 |
8.4% |
0.0099 |
1.2% |
1% |
False |
True |
111,640 |
| 80 |
0.9338 |
0.8206 |
0.1132 |
13.8% |
0.0093 |
1.1% |
0% |
False |
True |
96,668 |
| 100 |
0.9338 |
0.8206 |
0.1132 |
13.8% |
0.0083 |
1.0% |
0% |
False |
True |
77,409 |
| 120 |
0.9394 |
0.8206 |
0.1188 |
14.5% |
0.0076 |
0.9% |
0% |
False |
True |
64,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8484 |
|
2.618 |
0.8398 |
|
1.618 |
0.8345 |
|
1.000 |
0.8312 |
|
0.618 |
0.8292 |
|
HIGH |
0.8259 |
|
0.618 |
0.8239 |
|
0.500 |
0.8233 |
|
0.382 |
0.8226 |
|
LOW |
0.8206 |
|
0.618 |
0.8173 |
|
1.000 |
0.8153 |
|
1.618 |
0.8120 |
|
2.618 |
0.8067 |
|
4.250 |
0.7981 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8233 |
0.8291 |
| PP |
0.8225 |
0.8264 |
| S1 |
0.8218 |
0.8237 |
|