CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8271 |
0.8228 |
-0.0043 |
-0.5% |
0.8394 |
High |
0.8271 |
0.8228 |
-0.0043 |
-0.5% |
0.8394 |
Low |
0.8271 |
0.8216 |
-0.0055 |
-0.7% |
0.8216 |
Close |
0.8271 |
0.8216 |
-0.0055 |
-0.7% |
0.8216 |
Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0178 |
ATR |
0.0048 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
Volume |
13 |
13 |
0 |
0.0% |
30 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8256 |
0.8248 |
0.8223 |
|
R3 |
0.8244 |
0.8236 |
0.8219 |
|
R2 |
0.8232 |
0.8232 |
0.8218 |
|
R1 |
0.8224 |
0.8224 |
0.8217 |
0.8222 |
PP |
0.8220 |
0.8220 |
0.8220 |
0.8219 |
S1 |
0.8212 |
0.8212 |
0.8215 |
0.8210 |
S2 |
0.8208 |
0.8208 |
0.8214 |
|
S3 |
0.8196 |
0.8200 |
0.8213 |
|
S4 |
0.8184 |
0.8188 |
0.8209 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8809 |
0.8691 |
0.8314 |
|
R3 |
0.8631 |
0.8513 |
0.8265 |
|
R2 |
0.8453 |
0.8453 |
0.8249 |
|
R1 |
0.8335 |
0.8335 |
0.8232 |
0.8305 |
PP |
0.8275 |
0.8275 |
0.8275 |
0.8261 |
S1 |
0.8157 |
0.8157 |
0.8200 |
0.8127 |
S2 |
0.8097 |
0.8097 |
0.8183 |
|
S3 |
0.7919 |
0.7979 |
0.8167 |
|
S4 |
0.7741 |
0.7801 |
0.8118 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8394 |
0.8216 |
0.0178 |
2.2% |
0.0014 |
0.2% |
0% |
False |
True |
6 |
10 |
0.8552 |
0.8216 |
0.0336 |
4.1% |
0.0013 |
0.2% |
0% |
False |
True |
3 |
20 |
0.8624 |
0.8216 |
0.0408 |
5.0% |
0.0013 |
0.2% |
0% |
False |
True |
2 |
40 |
0.8746 |
0.8216 |
0.0530 |
6.5% |
0.0011 |
0.1% |
0% |
False |
True |
2 |
60 |
0.8942 |
0.8216 |
0.0726 |
8.8% |
0.0011 |
0.1% |
0% |
False |
True |
1 |
80 |
0.9200 |
0.8216 |
0.0984 |
12.0% |
0.0010 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8279 |
2.618 |
0.8259 |
1.618 |
0.8247 |
1.000 |
0.8240 |
0.618 |
0.8235 |
HIGH |
0.8228 |
0.618 |
0.8223 |
0.500 |
0.8222 |
0.382 |
0.8221 |
LOW |
0.8216 |
0.618 |
0.8209 |
1.000 |
0.8204 |
1.618 |
0.8197 |
2.618 |
0.8185 |
4.250 |
0.8165 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8222 |
0.8253 |
PP |
0.8220 |
0.8241 |
S1 |
0.8218 |
0.8228 |
|