CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8352 |
0.8290 |
-0.0062 |
-0.7% |
0.8485 |
High |
0.8352 |
0.8290 |
-0.0062 |
-0.7% |
0.8485 |
Low |
0.8330 |
0.8253 |
-0.0077 |
-0.9% |
0.8388 |
Close |
0.8330 |
0.8288 |
-0.0042 |
-0.5% |
0.8388 |
Range |
0.0022 |
0.0037 |
0.0015 |
68.2% |
0.0097 |
ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8388 |
0.8375 |
0.8308 |
|
R3 |
0.8351 |
0.8338 |
0.8298 |
|
R2 |
0.8314 |
0.8314 |
0.8295 |
|
R1 |
0.8301 |
0.8301 |
0.8291 |
0.8289 |
PP |
0.8277 |
0.8277 |
0.8277 |
0.8271 |
S1 |
0.8264 |
0.8264 |
0.8285 |
0.8252 |
S2 |
0.8240 |
0.8240 |
0.8281 |
|
S3 |
0.8203 |
0.8227 |
0.8278 |
|
S4 |
0.8166 |
0.8190 |
0.8268 |
|
|
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 |
0.8253 |
0.0177 |
2.1% |
0.0019 |
0.2% |
20% |
False |
True |
1 |
10 |
0.8552 |
0.8253 |
0.0299 |
3.6% |
0.0011 |
0.1% |
12% |
False |
True |
1 |
20 |
0.8624 |
0.8253 |
0.0371 |
4.5% |
0.0017 |
0.2% |
9% |
False |
True |
1 |
40 |
0.8746 |
0.8253 |
0.0493 |
5.9% |
0.0013 |
0.2% |
7% |
False |
True |
1 |
60 |
0.8980 |
0.8253 |
0.0727 |
8.8% |
0.0011 |
0.1% |
5% |
False |
True |
1 |
80 |
0.9200 |
0.8253 |
0.0947 |
11.4% |
0.0010 |
0.1% |
4% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8447 |
2.618 |
0.8387 |
1.618 |
0.8350 |
1.000 |
0.8327 |
0.618 |
0.8313 |
HIGH |
0.8290 |
0.618 |
0.8276 |
0.500 |
0.8272 |
0.382 |
0.8267 |
LOW |
0.8253 |
0.618 |
0.8230 |
1.000 |
0.8216 |
1.618 |
0.8193 |
2.618 |
0.8156 |
4.250 |
0.8096 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8283 |
0.8324 |
PP |
0.8277 |
0.8312 |
S1 |
0.8272 |
0.8300 |
|