CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8203 |
0.8225 |
0.0022 |
0.3% |
0.8394 |
| High |
0.8203 |
0.8225 |
0.0022 |
0.3% |
0.8394 |
| Low |
0.8187 |
0.8146 |
-0.0041 |
-0.5% |
0.8216 |
| Close |
0.8187 |
0.8147 |
-0.0040 |
-0.5% |
0.8216 |
| Range |
0.0016 |
0.0079 |
0.0063 |
393.8% |
0.0178 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.7% |
0.0000 |
| Volume |
13 |
1 |
-12 |
-92.3% |
30 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8357 |
0.8190 |
|
| R3 |
0.8331 |
0.8278 |
0.8169 |
|
| R2 |
0.8252 |
0.8252 |
0.8161 |
|
| R1 |
0.8199 |
0.8199 |
0.8154 |
0.8186 |
| PP |
0.8173 |
0.8173 |
0.8173 |
0.8166 |
| S1 |
0.8120 |
0.8120 |
0.8140 |
0.8107 |
| S2 |
0.8094 |
0.8094 |
0.8133 |
|
| S3 |
0.8015 |
0.8041 |
0.8125 |
|
| S4 |
0.7936 |
0.7962 |
0.8104 |
|
|
| 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 |
0.8231 |
0.8139 |
0.0092 |
1.1% |
0.0041 |
0.5% |
9% |
False |
False |
7 |
| 10 |
0.8394 |
0.8139 |
0.0255 |
3.1% |
0.0027 |
0.3% |
3% |
False |
False |
5 |
| 20 |
0.8624 |
0.8139 |
0.0485 |
6.0% |
0.0016 |
0.2% |
2% |
False |
False |
3 |
| 40 |
0.8746 |
0.8139 |
0.0607 |
7.5% |
0.0015 |
0.2% |
1% |
False |
False |
2 |
| 60 |
0.8810 |
0.8139 |
0.0671 |
8.2% |
0.0013 |
0.2% |
1% |
False |
False |
2 |
| 80 |
0.9200 |
0.8139 |
0.1061 |
13.0% |
0.0012 |
0.1% |
1% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8561 |
|
2.618 |
0.8432 |
|
1.618 |
0.8353 |
|
1.000 |
0.8304 |
|
0.618 |
0.8274 |
|
HIGH |
0.8225 |
|
0.618 |
0.8195 |
|
0.500 |
0.8186 |
|
0.382 |
0.8176 |
|
LOW |
0.8146 |
|
0.618 |
0.8097 |
|
1.000 |
0.8067 |
|
1.618 |
0.8018 |
|
2.618 |
0.7939 |
|
4.250 |
0.7810 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8186 |
0.8189 |
| PP |
0.8173 |
0.8175 |
| S1 |
0.8160 |
0.8161 |
|