CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8120 |
0.8119 |
-0.0001 |
0.0% |
0.8199 |
| High |
0.8128 |
0.8145 |
0.0017 |
0.2% |
0.8231 |
| Low |
0.8106 |
0.8106 |
0.0000 |
0.0% |
0.8139 |
| Close |
0.8117 |
0.8108 |
-0.0009 |
-0.1% |
0.8143 |
| Range |
0.0022 |
0.0039 |
0.0017 |
77.3% |
0.0092 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
26 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8237 |
0.8211 |
0.8129 |
|
| R3 |
0.8198 |
0.8172 |
0.8119 |
|
| R2 |
0.8159 |
0.8159 |
0.8115 |
|
| R1 |
0.8133 |
0.8133 |
0.8112 |
0.8127 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8116 |
| S1 |
0.8094 |
0.8094 |
0.8104 |
0.8088 |
| S2 |
0.8081 |
0.8081 |
0.8101 |
|
| S3 |
0.8042 |
0.8055 |
0.8097 |
|
| S4 |
0.8003 |
0.8016 |
0.8087 |
|
|
| 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 |
0.8225 |
0.8106 |
0.0119 |
1.5% |
0.0032 |
0.4% |
2% |
False |
True |
5 |
| 10 |
0.8290 |
0.8106 |
0.0184 |
2.3% |
0.0031 |
0.4% |
1% |
False |
True |
6 |
| 20 |
0.8605 |
0.8106 |
0.0499 |
6.2% |
0.0020 |
0.2% |
0% |
False |
True |
3 |
| 40 |
0.8746 |
0.8106 |
0.0640 |
7.9% |
0.0016 |
0.2% |
0% |
False |
True |
2 |
| 60 |
0.8746 |
0.8106 |
0.0640 |
7.9% |
0.0014 |
0.2% |
0% |
False |
True |
2 |
| 80 |
0.9200 |
0.8106 |
0.1094 |
13.5% |
0.0013 |
0.2% |
0% |
False |
True |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8247 |
|
1.618 |
0.8208 |
|
1.000 |
0.8184 |
|
0.618 |
0.8169 |
|
HIGH |
0.8145 |
|
0.618 |
0.8130 |
|
0.500 |
0.8126 |
|
0.382 |
0.8121 |
|
LOW |
0.8106 |
|
0.618 |
0.8082 |
|
1.000 |
0.8067 |
|
1.618 |
0.8043 |
|
2.618 |
0.8004 |
|
4.250 |
0.7940 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8126 |
0.8126 |
| PP |
0.8120 |
0.8120 |
| S1 |
0.8114 |
0.8114 |
|