CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8517 |
0.8416 |
-0.0101 |
-1.2% |
0.8610 |
| High |
0.8548 |
0.8469 |
-0.0079 |
-0.9% |
0.8629 |
| Low |
0.8421 |
0.8353 |
-0.0068 |
-0.8% |
0.8414 |
| Close |
0.8441 |
0.8447 |
0.0006 |
0.1% |
0.8441 |
| Range |
0.0127 |
0.0116 |
-0.0011 |
-8.7% |
0.0215 |
| ATR |
0.0095 |
0.0097 |
0.0001 |
1.5% |
0.0000 |
| Volume |
3,484 |
9,392 |
5,908 |
169.6% |
9,739 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8771 |
0.8725 |
0.8511 |
|
| R3 |
0.8655 |
0.8609 |
0.8479 |
|
| R2 |
0.8539 |
0.8539 |
0.8468 |
|
| R1 |
0.8493 |
0.8493 |
0.8458 |
0.8516 |
| PP |
0.8423 |
0.8423 |
0.8423 |
0.8435 |
| S1 |
0.8377 |
0.8377 |
0.8436 |
0.8400 |
| S2 |
0.8307 |
0.8307 |
0.8426 |
|
| S3 |
0.8191 |
0.8261 |
0.8415 |
|
| S4 |
0.8075 |
0.8145 |
0.8383 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9005 |
0.8559 |
|
| R3 |
0.8925 |
0.8790 |
0.8500 |
|
| R2 |
0.8710 |
0.8710 |
0.8480 |
|
| R1 |
0.8575 |
0.8575 |
0.8461 |
0.8535 |
| PP |
0.8495 |
0.8495 |
0.8495 |
0.8475 |
| S1 |
0.8360 |
0.8360 |
0.8421 |
0.8320 |
| S2 |
0.8280 |
0.8280 |
0.8402 |
|
| S3 |
0.8065 |
0.8145 |
0.8382 |
|
| S4 |
0.7850 |
0.7930 |
0.8323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8629 |
0.8353 |
0.0276 |
3.3% |
0.0106 |
1.3% |
34% |
False |
True |
3,826 |
| 10 |
0.8714 |
0.8353 |
0.0361 |
4.3% |
0.0097 |
1.1% |
26% |
False |
True |
2,232 |
| 20 |
0.8714 |
0.8353 |
0.0361 |
4.3% |
0.0098 |
1.2% |
26% |
False |
True |
1,306 |
| 40 |
0.8815 |
0.8353 |
0.0462 |
5.5% |
0.0094 |
1.1% |
20% |
False |
True |
742 |
| 60 |
0.9206 |
0.8353 |
0.0853 |
10.1% |
0.0088 |
1.0% |
11% |
False |
True |
524 |
| 80 |
0.9257 |
0.8353 |
0.0904 |
10.7% |
0.0069 |
0.8% |
10% |
False |
True |
394 |
| 100 |
0.9326 |
0.8353 |
0.0973 |
11.5% |
0.0056 |
0.7% |
10% |
False |
True |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8962 |
|
2.618 |
0.8773 |
|
1.618 |
0.8657 |
|
1.000 |
0.8585 |
|
0.618 |
0.8541 |
|
HIGH |
0.8469 |
|
0.618 |
0.8425 |
|
0.500 |
0.8411 |
|
0.382 |
0.8397 |
|
LOW |
0.8353 |
|
0.618 |
0.8281 |
|
1.000 |
0.8237 |
|
1.618 |
0.8165 |
|
2.618 |
0.8049 |
|
4.250 |
0.7860 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8435 |
0.8451 |
| PP |
0.8423 |
0.8449 |
| S1 |
0.8411 |
0.8448 |
|