CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8213 |
0.8203 |
-0.0010 |
-0.1% |
0.8394 |
| High |
0.8231 |
0.8203 |
-0.0028 |
-0.3% |
0.8394 |
| Low |
0.8193 |
0.8187 |
-0.0006 |
-0.1% |
0.8216 |
| Close |
0.8196 |
0.8187 |
-0.0009 |
-0.1% |
0.8216 |
| Range |
0.0038 |
0.0016 |
-0.0022 |
-57.9% |
0.0178 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
8 |
13 |
5 |
62.5% |
30 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8240 |
0.8230 |
0.8196 |
|
| R3 |
0.8224 |
0.8214 |
0.8191 |
|
| R2 |
0.8208 |
0.8208 |
0.8190 |
|
| R1 |
0.8198 |
0.8198 |
0.8188 |
0.8195 |
| PP |
0.8192 |
0.8192 |
0.8192 |
0.8191 |
| S1 |
0.8182 |
0.8182 |
0.8186 |
0.8179 |
| S2 |
0.8176 |
0.8176 |
0.8184 |
|
| S3 |
0.8160 |
0.8166 |
0.8183 |
|
| S4 |
0.8144 |
0.8150 |
0.8178 |
|
|
| 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 |
0.8271 |
0.8139 |
0.0132 |
1.6% |
0.0026 |
0.3% |
36% |
False |
False |
9 |
| 10 |
0.8430 |
0.8139 |
0.0291 |
3.6% |
0.0022 |
0.3% |
16% |
False |
False |
5 |
| 20 |
0.8624 |
0.8139 |
0.0485 |
5.9% |
0.0012 |
0.2% |
10% |
False |
False |
3 |
| 40 |
0.8746 |
0.8139 |
0.0607 |
7.4% |
0.0014 |
0.2% |
8% |
False |
False |
2 |
| 60 |
0.8834 |
0.8139 |
0.0695 |
8.5% |
0.0012 |
0.1% |
7% |
False |
False |
2 |
| 80 |
0.9200 |
0.8139 |
0.1061 |
13.0% |
0.0011 |
0.1% |
5% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8271 |
|
2.618 |
0.8245 |
|
1.618 |
0.8229 |
|
1.000 |
0.8219 |
|
0.618 |
0.8213 |
|
HIGH |
0.8203 |
|
0.618 |
0.8197 |
|
0.500 |
0.8195 |
|
0.382 |
0.8193 |
|
LOW |
0.8187 |
|
0.618 |
0.8177 |
|
1.000 |
0.8171 |
|
1.618 |
0.8161 |
|
2.618 |
0.8145 |
|
4.250 |
0.8119 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8195 |
0.8186 |
| PP |
0.8192 |
0.8186 |
| S1 |
0.8190 |
0.8185 |
|