CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8033 |
0.8043 |
0.0010 |
0.1% |
0.8120 |
High |
0.8059 |
0.8043 |
-0.0016 |
-0.2% |
0.8145 |
Low |
0.8033 |
0.7997 |
-0.0036 |
-0.4% |
0.8009 |
Close |
0.8039 |
0.7999 |
-0.0040 |
-0.5% |
0.8045 |
Range |
0.0026 |
0.0046 |
0.0020 |
76.9% |
0.0136 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
Volume |
5 |
41 |
36 |
720.0% |
146 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8151 |
0.8121 |
0.8024 |
|
R3 |
0.8105 |
0.8075 |
0.8012 |
|
R2 |
0.8059 |
0.8059 |
0.8007 |
|
R1 |
0.8029 |
0.8029 |
0.8003 |
0.8021 |
PP |
0.8013 |
0.8013 |
0.8013 |
0.8009 |
S1 |
0.7983 |
0.7983 |
0.7995 |
0.7975 |
S2 |
0.7967 |
0.7967 |
0.7991 |
|
S3 |
0.7921 |
0.7937 |
0.7986 |
|
S4 |
0.7875 |
0.7891 |
0.7974 |
|
|
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 |
0.8129 |
0.7997 |
0.0132 |
1.7% |
0.0059 |
0.7% |
2% |
False |
True |
36 |
10 |
0.8225 |
0.7997 |
0.0228 |
2.9% |
0.0046 |
0.6% |
1% |
False |
True |
20 |
20 |
0.8430 |
0.7997 |
0.0433 |
5.4% |
0.0033 |
0.4% |
0% |
False |
True |
12 |
40 |
0.8746 |
0.7997 |
0.0749 |
9.4% |
0.0024 |
0.3% |
0% |
False |
True |
6 |
60 |
0.8746 |
0.7997 |
0.0749 |
9.4% |
0.0018 |
0.2% |
0% |
False |
True |
5 |
80 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0016 |
0.2% |
0% |
False |
True |
4 |
100 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0014 |
0.2% |
0% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8239 |
2.618 |
0.8163 |
1.618 |
0.8117 |
1.000 |
0.8089 |
0.618 |
0.8071 |
HIGH |
0.8043 |
0.618 |
0.8025 |
0.500 |
0.8020 |
0.382 |
0.8015 |
LOW |
0.7997 |
0.618 |
0.7969 |
1.000 |
0.7951 |
1.618 |
0.7923 |
2.618 |
0.7877 |
4.250 |
0.7802 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8020 |
0.8041 |
PP |
0.8013 |
0.8027 |
S1 |
0.8006 |
0.8013 |
|