CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8038 |
0.8072 |
0.0034 |
0.4% |
0.8120 |
| High |
0.8083 |
0.8085 |
0.0002 |
0.0% |
0.8145 |
| Low |
0.8038 |
0.8025 |
-0.0013 |
-0.2% |
0.8009 |
| Close |
0.8055 |
0.8045 |
-0.0010 |
-0.1% |
0.8045 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0136 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
53 |
5 |
-48 |
-90.6% |
146 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8198 |
0.8078 |
|
| R3 |
0.8172 |
0.8138 |
0.8062 |
|
| R2 |
0.8112 |
0.8112 |
0.8056 |
|
| R1 |
0.8078 |
0.8078 |
0.8051 |
0.8065 |
| PP |
0.8052 |
0.8052 |
0.8052 |
0.8045 |
| S1 |
0.8018 |
0.8018 |
0.8040 |
0.8005 |
| S2 |
0.7992 |
0.7992 |
0.8034 |
|
| S3 |
0.7932 |
0.7958 |
0.8029 |
|
| S4 |
0.7872 |
0.7898 |
0.8012 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8474 |
0.8396 |
0.8120 |
|
| R3 |
0.8338 |
0.8260 |
0.8082 |
|
| R2 |
0.8202 |
0.8202 |
0.8070 |
|
| R1 |
0.8124 |
0.8124 |
0.8057 |
0.8095 |
| PP |
0.8066 |
0.8066 |
0.8066 |
0.8052 |
| S1 |
0.7988 |
0.7988 |
0.8033 |
0.7959 |
| S2 |
0.7930 |
0.7930 |
0.8020 |
|
| S3 |
0.7794 |
0.7852 |
0.8008 |
|
| S4 |
0.7658 |
0.7716 |
0.7970 |
|
|
| 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% |
0.0057 |
0.7% |
26% |
False |
False |
29 |
| 10 |
0.8231 |
0.8009 |
0.0222 |
2.8% |
0.0048 |
0.6% |
16% |
False |
False |
17 |
| 20 |
0.8552 |
0.8009 |
0.0543 |
6.7% |
0.0030 |
0.4% |
7% |
False |
False |
10 |
| 40 |
0.8746 |
0.8009 |
0.0737 |
9.2% |
0.0022 |
0.3% |
5% |
False |
False |
5 |
| 60 |
0.8746 |
0.8009 |
0.0737 |
9.2% |
0.0017 |
0.2% |
5% |
False |
False |
4 |
| 80 |
0.9200 |
0.8009 |
0.1191 |
14.8% |
0.0016 |
0.2% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8340 |
|
2.618 |
0.8242 |
|
1.618 |
0.8182 |
|
1.000 |
0.8145 |
|
0.618 |
0.8122 |
|
HIGH |
0.8085 |
|
0.618 |
0.8062 |
|
0.500 |
0.8055 |
|
0.382 |
0.8048 |
|
LOW |
0.8025 |
|
0.618 |
0.7988 |
|
1.000 |
0.7965 |
|
1.618 |
0.7928 |
|
2.618 |
0.7868 |
|
4.250 |
0.7770 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8055 |
0.8069 |
| PP |
0.8052 |
0.8061 |
| S1 |
0.8048 |
0.8053 |
|