CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8228 |
0.8199 |
-0.0029 |
-0.4% |
0.8394 |
High |
0.8228 |
0.8201 |
-0.0027 |
-0.3% |
0.8394 |
Low |
0.8216 |
0.8139 |
-0.0077 |
-0.9% |
0.8216 |
Close |
0.8216 |
0.8190 |
-0.0026 |
-0.3% |
0.8216 |
Range |
0.0012 |
0.0062 |
0.0050 |
416.7% |
0.0178 |
ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
Volume |
13 |
2 |
-11 |
-84.6% |
30 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8363 |
0.8338 |
0.8224 |
|
R3 |
0.8301 |
0.8276 |
0.8207 |
|
R2 |
0.8239 |
0.8239 |
0.8201 |
|
R1 |
0.8214 |
0.8214 |
0.8196 |
0.8196 |
PP |
0.8177 |
0.8177 |
0.8177 |
0.8167 |
S1 |
0.8152 |
0.8152 |
0.8184 |
0.8134 |
S2 |
0.8115 |
0.8115 |
0.8179 |
|
S3 |
0.8053 |
0.8090 |
0.8173 |
|
S4 |
0.7991 |
0.8028 |
0.8156 |
|
|
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 |
0.8352 |
0.8139 |
0.0213 |
2.6% |
0.0027 |
0.3% |
24% |
False |
True |
6 |
10 |
0.8485 |
0.8139 |
0.0346 |
4.2% |
0.0017 |
0.2% |
15% |
False |
True |
3 |
20 |
0.8624 |
0.8139 |
0.0485 |
5.9% |
0.0011 |
0.1% |
11% |
False |
True |
2 |
40 |
0.8746 |
0.8139 |
0.0607 |
7.4% |
0.0012 |
0.1% |
8% |
False |
True |
2 |
60 |
0.8919 |
0.8139 |
0.0780 |
9.5% |
0.0011 |
0.1% |
7% |
False |
True |
1 |
80 |
0.9200 |
0.8139 |
0.1061 |
13.0% |
0.0011 |
0.1% |
5% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8465 |
2.618 |
0.8363 |
1.618 |
0.8301 |
1.000 |
0.8263 |
0.618 |
0.8239 |
HIGH |
0.8201 |
0.618 |
0.8177 |
0.500 |
0.8170 |
0.382 |
0.8163 |
LOW |
0.8139 |
0.618 |
0.8101 |
1.000 |
0.8077 |
1.618 |
0.8039 |
2.618 |
0.7977 |
4.250 |
0.7876 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8183 |
0.8205 |
PP |
0.8177 |
0.8200 |
S1 |
0.8170 |
0.8195 |
|