CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8075 |
0.8059 |
-0.0016 |
-0.2% |
0.8194 |
| High |
0.8097 |
0.8078 |
-0.0019 |
-0.2% |
0.8220 |
| Low |
0.8041 |
0.8057 |
0.0016 |
0.2% |
0.8056 |
| Close |
0.8048 |
0.8063 |
0.0015 |
0.2% |
0.8095 |
| Range |
0.0056 |
0.0021 |
-0.0035 |
-62.5% |
0.0164 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
40,103 |
18,488 |
-21,615 |
-53.9% |
397,489 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8117 |
0.8075 |
|
| R3 |
0.8108 |
0.8096 |
0.8069 |
|
| R2 |
0.8087 |
0.8087 |
0.8067 |
|
| R1 |
0.8075 |
0.8075 |
0.8065 |
0.8081 |
| PP |
0.8066 |
0.8066 |
0.8066 |
0.8069 |
| S1 |
0.8054 |
0.8054 |
0.8061 |
0.8060 |
| S2 |
0.8045 |
0.8045 |
0.8059 |
|
| S3 |
0.8024 |
0.8033 |
0.8057 |
|
| S4 |
0.8003 |
0.8012 |
0.8051 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8616 |
0.8519 |
0.8185 |
|
| R3 |
0.8452 |
0.8355 |
0.8140 |
|
| R2 |
0.8288 |
0.8288 |
0.8125 |
|
| R1 |
0.8191 |
0.8191 |
0.8110 |
0.8158 |
| PP |
0.8124 |
0.8124 |
0.8124 |
0.8107 |
| S1 |
0.8027 |
0.8027 |
0.8080 |
0.7994 |
| S2 |
0.7960 |
0.7960 |
0.8065 |
|
| S3 |
0.7796 |
0.7863 |
0.8050 |
|
| S4 |
0.7632 |
0.7699 |
0.8005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8152 |
0.8041 |
0.0111 |
1.4% |
0.0056 |
0.7% |
20% |
False |
False |
45,793 |
| 10 |
0.8320 |
0.8041 |
0.0279 |
3.5% |
0.0079 |
1.0% |
8% |
False |
False |
63,428 |
| 20 |
0.8548 |
0.8041 |
0.0507 |
6.3% |
0.0087 |
1.1% |
4% |
False |
False |
40,389 |
| 40 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0091 |
1.1% |
3% |
False |
False |
20,505 |
| 60 |
0.8815 |
0.8041 |
0.0774 |
9.6% |
0.0091 |
1.1% |
3% |
False |
False |
13,723 |
| 80 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0084 |
1.0% |
2% |
False |
False |
10,312 |
| 100 |
0.9257 |
0.8041 |
0.1216 |
15.1% |
0.0069 |
0.9% |
2% |
False |
False |
8,250 |
| 120 |
0.9326 |
0.8041 |
0.1285 |
15.9% |
0.0058 |
0.7% |
2% |
False |
False |
6,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8167 |
|
2.618 |
0.8133 |
|
1.618 |
0.8112 |
|
1.000 |
0.8099 |
|
0.618 |
0.8091 |
|
HIGH |
0.8078 |
|
0.618 |
0.8070 |
|
0.500 |
0.8068 |
|
0.382 |
0.8065 |
|
LOW |
0.8057 |
|
0.618 |
0.8044 |
|
1.000 |
0.8036 |
|
1.618 |
0.8023 |
|
2.618 |
0.8002 |
|
4.250 |
0.7968 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8068 |
0.8083 |
| PP |
0.8066 |
0.8076 |
| S1 |
0.8065 |
0.8070 |
|