CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8072 |
0.8033 |
-0.0039 |
-0.5% |
0.8120 |
| High |
0.8085 |
0.8059 |
-0.0026 |
-0.3% |
0.8145 |
| Low |
0.8025 |
0.8033 |
0.0008 |
0.1% |
0.8009 |
| Close |
0.8045 |
0.8039 |
-0.0006 |
-0.1% |
0.8045 |
| Range |
0.0060 |
0.0026 |
-0.0034 |
-56.7% |
0.0136 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
146 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8122 |
0.8106 |
0.8053 |
|
| R3 |
0.8096 |
0.8080 |
0.8046 |
|
| R2 |
0.8070 |
0.8070 |
0.8044 |
|
| R1 |
0.8054 |
0.8054 |
0.8041 |
0.8062 |
| PP |
0.8044 |
0.8044 |
0.8044 |
0.8048 |
| S1 |
0.8028 |
0.8028 |
0.8037 |
0.8036 |
| S2 |
0.8018 |
0.8018 |
0.8034 |
|
| S3 |
0.7992 |
0.8002 |
0.8032 |
|
| S4 |
0.7966 |
0.7976 |
0.8025 |
|
|
| 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% |
0.0058 |
0.7% |
22% |
False |
False |
29 |
| 10 |
0.8231 |
0.8009 |
0.0222 |
2.8% |
0.0045 |
0.6% |
14% |
False |
False |
17 |
| 20 |
0.8485 |
0.8009 |
0.0476 |
5.9% |
0.0031 |
0.4% |
6% |
False |
False |
10 |
| 40 |
0.8746 |
0.8009 |
0.0737 |
9.2% |
0.0023 |
0.3% |
4% |
False |
False |
5 |
| 60 |
0.8746 |
0.8009 |
0.0737 |
9.2% |
0.0018 |
0.2% |
4% |
False |
False |
4 |
| 80 |
0.9200 |
0.8009 |
0.1191 |
14.8% |
0.0016 |
0.2% |
3% |
False |
False |
4 |
| 100 |
0.9200 |
0.8009 |
0.1191 |
14.8% |
0.0013 |
0.2% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8127 |
|
1.618 |
0.8101 |
|
1.000 |
0.8085 |
|
0.618 |
0.8075 |
|
HIGH |
0.8059 |
|
0.618 |
0.8049 |
|
0.500 |
0.8046 |
|
0.382 |
0.8043 |
|
LOW |
0.8033 |
|
0.618 |
0.8017 |
|
1.000 |
0.8007 |
|
1.618 |
0.7991 |
|
2.618 |
0.7965 |
|
4.250 |
0.7923 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8046 |
0.8055 |
| PP |
0.8044 |
0.8050 |
| S1 |
0.8041 |
0.8044 |
|