CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8225 |
0.8140 |
-0.0085 |
-1.0% |
0.8199 |
High |
0.8225 |
0.8143 |
-0.0082 |
-1.0% |
0.8231 |
Low |
0.8146 |
0.8140 |
-0.0006 |
-0.1% |
0.8139 |
Close |
0.8147 |
0.8143 |
-0.0004 |
0.0% |
0.8143 |
Range |
0.0079 |
0.0003 |
-0.0076 |
-96.2% |
0.0092 |
ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.1% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
26 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8151 |
0.8150 |
0.8145 |
|
R3 |
0.8148 |
0.8147 |
0.8144 |
|
R2 |
0.8145 |
0.8145 |
0.8144 |
|
R1 |
0.8144 |
0.8144 |
0.8143 |
0.8145 |
PP |
0.8142 |
0.8142 |
0.8142 |
0.8142 |
S1 |
0.8141 |
0.8141 |
0.8143 |
0.8142 |
S2 |
0.8139 |
0.8139 |
0.8142 |
|
S3 |
0.8136 |
0.8138 |
0.8142 |
|
S4 |
0.8133 |
0.8135 |
0.8141 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8447 |
0.8387 |
0.8194 |
|
R3 |
0.8355 |
0.8295 |
0.8168 |
|
R2 |
0.8263 |
0.8263 |
0.8160 |
|
R1 |
0.8203 |
0.8203 |
0.8151 |
0.8187 |
PP |
0.8171 |
0.8171 |
0.8171 |
0.8163 |
S1 |
0.8111 |
0.8111 |
0.8135 |
0.8095 |
S2 |
0.8079 |
0.8079 |
0.8126 |
|
S3 |
0.7987 |
0.8019 |
0.8118 |
|
S4 |
0.7895 |
0.7927 |
0.8092 |
|
|
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% |
0.0040 |
0.5% |
4% |
False |
False |
5 |
10 |
0.8394 |
0.8139 |
0.0255 |
3.1% |
0.0027 |
0.3% |
2% |
False |
False |
5 |
20 |
0.8624 |
0.8139 |
0.0485 |
6.0% |
0.0017 |
0.2% |
1% |
False |
False |
3 |
40 |
0.8746 |
0.8139 |
0.0607 |
7.5% |
0.0015 |
0.2% |
1% |
False |
False |
2 |
60 |
0.8765 |
0.8139 |
0.0626 |
7.7% |
0.0013 |
0.2% |
1% |
False |
False |
2 |
80 |
0.9200 |
0.8139 |
0.1061 |
13.0% |
0.0012 |
0.1% |
0% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8156 |
2.618 |
0.8151 |
1.618 |
0.8148 |
1.000 |
0.8146 |
0.618 |
0.8145 |
HIGH |
0.8143 |
0.618 |
0.8142 |
0.500 |
0.8142 |
0.382 |
0.8141 |
LOW |
0.8140 |
0.618 |
0.8138 |
1.000 |
0.8137 |
1.618 |
0.8135 |
2.618 |
0.8132 |
4.250 |
0.8127 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8143 |
0.8183 |
PP |
0.8142 |
0.8169 |
S1 |
0.8142 |
0.8156 |
|