CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8129 |
0.8038 |
-0.0091 |
-1.1% |
0.8199 |
| High |
0.8129 |
0.8083 |
-0.0046 |
-0.6% |
0.8231 |
| Low |
0.8009 |
0.8038 |
0.0029 |
0.4% |
0.8139 |
| Close |
0.8010 |
0.8055 |
0.0045 |
0.6% |
0.8143 |
| Range |
0.0120 |
0.0045 |
-0.0075 |
-62.5% |
0.0092 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.1% |
0.0000 |
| Volume |
79 |
53 |
-26 |
-32.9% |
26 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8169 |
0.8080 |
|
| R3 |
0.8149 |
0.8124 |
0.8067 |
|
| R2 |
0.8104 |
0.8104 |
0.8063 |
|
| R1 |
0.8079 |
0.8079 |
0.8059 |
0.8092 |
| PP |
0.8059 |
0.8059 |
0.8059 |
0.8065 |
| S1 |
0.8034 |
0.8034 |
0.8051 |
0.8047 |
| S2 |
0.8014 |
0.8014 |
0.8047 |
|
| S3 |
0.7969 |
0.7989 |
0.8043 |
|
| S4 |
0.7924 |
0.7944 |
0.8030 |
|
|
| 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 |
0.8145 |
0.8009 |
0.0136 |
1.7% |
0.0046 |
0.6% |
34% |
False |
False |
28 |
| 10 |
0.8231 |
0.8009 |
0.0222 |
2.8% |
0.0044 |
0.5% |
21% |
False |
False |
18 |
| 20 |
0.8552 |
0.8009 |
0.0543 |
6.7% |
0.0027 |
0.3% |
8% |
False |
False |
10 |
| 40 |
0.8746 |
0.8009 |
0.0737 |
9.1% |
0.0020 |
0.3% |
6% |
False |
False |
5 |
| 60 |
0.8746 |
0.8009 |
0.0737 |
9.1% |
0.0017 |
0.2% |
6% |
False |
False |
4 |
| 80 |
0.9200 |
0.8009 |
0.1191 |
14.8% |
0.0015 |
0.2% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8201 |
|
1.618 |
0.8156 |
|
1.000 |
0.8128 |
|
0.618 |
0.8111 |
|
HIGH |
0.8083 |
|
0.618 |
0.8066 |
|
0.500 |
0.8061 |
|
0.382 |
0.8055 |
|
LOW |
0.8038 |
|
0.618 |
0.8010 |
|
1.000 |
0.7993 |
|
1.618 |
0.7965 |
|
2.618 |
0.7920 |
|
4.250 |
0.7847 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8061 |
0.8077 |
| PP |
0.8059 |
0.8070 |
| S1 |
0.8057 |
0.8062 |
|