CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8140 |
0.8120 |
-0.0020 |
-0.2% |
0.8199 |
High |
0.8143 |
0.8128 |
-0.0015 |
-0.2% |
0.8231 |
Low |
0.8140 |
0.8106 |
-0.0034 |
-0.4% |
0.8139 |
Close |
0.8143 |
0.8117 |
-0.0026 |
-0.3% |
0.8143 |
Range |
0.0003 |
0.0022 |
0.0019 |
633.3% |
0.0092 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
26 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8183 |
0.8172 |
0.8129 |
|
R3 |
0.8161 |
0.8150 |
0.8123 |
|
R2 |
0.8139 |
0.8139 |
0.8121 |
|
R1 |
0.8128 |
0.8128 |
0.8119 |
0.8123 |
PP |
0.8117 |
0.8117 |
0.8117 |
0.8114 |
S1 |
0.8106 |
0.8106 |
0.8115 |
0.8101 |
S2 |
0.8095 |
0.8095 |
0.8113 |
|
S3 |
0.8073 |
0.8084 |
0.8111 |
|
S4 |
0.8051 |
0.8062 |
0.8105 |
|
|
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 |
0.8106 |
0.0125 |
1.5% |
0.0032 |
0.4% |
9% |
False |
True |
5 |
10 |
0.8352 |
0.8106 |
0.0246 |
3.0% |
0.0029 |
0.4% |
4% |
False |
True |
5 |
20 |
0.8605 |
0.8106 |
0.0499 |
6.1% |
0.0018 |
0.2% |
2% |
False |
True |
3 |
40 |
0.8746 |
0.8106 |
0.0640 |
7.9% |
0.0015 |
0.2% |
2% |
False |
True |
2 |
60 |
0.8746 |
0.8106 |
0.0640 |
7.9% |
0.0014 |
0.2% |
2% |
False |
True |
2 |
80 |
0.9200 |
0.8106 |
0.1094 |
13.5% |
0.0012 |
0.2% |
1% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8222 |
2.618 |
0.8186 |
1.618 |
0.8164 |
1.000 |
0.8150 |
0.618 |
0.8142 |
HIGH |
0.8128 |
0.618 |
0.8120 |
0.500 |
0.8117 |
0.382 |
0.8114 |
LOW |
0.8106 |
0.618 |
0.8092 |
1.000 |
0.8084 |
1.618 |
0.8070 |
2.618 |
0.8048 |
4.250 |
0.8013 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8117 |
0.8166 |
PP |
0.8117 |
0.8149 |
S1 |
0.8117 |
0.8133 |
|