CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8394 |
0.8352 |
-0.0042 |
-0.5% |
0.8485 |
High |
0.8394 |
0.8352 |
-0.0042 |
-0.5% |
0.8485 |
Low |
0.8394 |
0.8330 |
-0.0064 |
-0.8% |
0.8388 |
Close |
0.8394 |
0.8330 |
-0.0064 |
-0.8% |
0.8388 |
Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0097 |
ATR |
0.0048 |
0.0049 |
0.0001 |
2.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8403 |
0.8389 |
0.8342 |
|
R3 |
0.8381 |
0.8367 |
0.8336 |
|
R2 |
0.8359 |
0.8359 |
0.8334 |
|
R1 |
0.8345 |
0.8345 |
0.8332 |
0.8341 |
PP |
0.8337 |
0.8337 |
0.8337 |
0.8336 |
S1 |
0.8323 |
0.8323 |
0.8328 |
0.8319 |
S2 |
0.8315 |
0.8315 |
0.8326 |
|
S3 |
0.8293 |
0.8301 |
0.8324 |
|
S4 |
0.8271 |
0.8279 |
0.8318 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8711 |
0.8647 |
0.8441 |
|
R3 |
0.8614 |
0.8550 |
0.8415 |
|
R2 |
0.8517 |
0.8517 |
0.8406 |
|
R1 |
0.8453 |
0.8453 |
0.8397 |
0.8437 |
PP |
0.8420 |
0.8420 |
0.8420 |
0.8412 |
S1 |
0.8356 |
0.8356 |
0.8379 |
0.8340 |
S2 |
0.8323 |
0.8323 |
0.8370 |
|
S3 |
0.8226 |
0.8259 |
0.8361 |
|
S4 |
0.8129 |
0.8162 |
0.8335 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8430 |
0.8330 |
0.0100 |
1.2% |
0.0012 |
0.1% |
0% |
False |
True |
1 |
10 |
0.8605 |
0.8330 |
0.0275 |
3.3% |
0.0008 |
0.1% |
0% |
False |
True |
1 |
20 |
0.8624 |
0.8330 |
0.0294 |
3.5% |
0.0015 |
0.2% |
0% |
False |
True |
1 |
40 |
0.8746 |
0.8330 |
0.0416 |
5.0% |
0.0012 |
0.1% |
0% |
False |
True |
1 |
60 |
0.9020 |
0.8330 |
0.0690 |
8.3% |
0.0011 |
0.1% |
0% |
False |
True |
1 |
80 |
0.9200 |
0.8330 |
0.0870 |
10.4% |
0.0009 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8446 |
2.618 |
0.8410 |
1.618 |
0.8388 |
1.000 |
0.8374 |
0.618 |
0.8366 |
HIGH |
0.8352 |
0.618 |
0.8344 |
0.500 |
0.8341 |
0.382 |
0.8338 |
LOW |
0.8330 |
0.618 |
0.8316 |
1.000 |
0.8308 |
1.618 |
0.8294 |
2.618 |
0.8272 |
4.250 |
0.8237 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8341 |
0.8362 |
PP |
0.8337 |
0.8351 |
S1 |
0.8334 |
0.8341 |
|