CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8043 |
0.8016 |
-0.0027 |
-0.3% |
0.8120 |
High |
0.8043 |
0.8016 |
-0.0027 |
-0.3% |
0.8145 |
Low |
0.7997 |
0.8014 |
0.0017 |
0.2% |
0.8009 |
Close |
0.7999 |
0.8014 |
0.0015 |
0.2% |
0.8045 |
Range |
0.0046 |
0.0002 |
-0.0044 |
-95.7% |
0.0136 |
ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.8% |
0.0000 |
Volume |
41 |
41 |
0 |
0.0% |
146 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8021 |
0.8019 |
0.8015 |
|
R3 |
0.8019 |
0.8017 |
0.8015 |
|
R2 |
0.8017 |
0.8017 |
0.8014 |
|
R1 |
0.8015 |
0.8015 |
0.8014 |
0.8015 |
PP |
0.8015 |
0.8015 |
0.8015 |
0.8015 |
S1 |
0.8013 |
0.8013 |
0.8014 |
0.8013 |
S2 |
0.8013 |
0.8013 |
0.8014 |
|
S3 |
0.8011 |
0.8011 |
0.8013 |
|
S4 |
0.8009 |
0.8009 |
0.8013 |
|
|
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 |
0.8085 |
0.7997 |
0.0088 |
1.1% |
0.0036 |
0.4% |
19% |
False |
False |
29 |
10 |
0.8225 |
0.7997 |
0.0228 |
2.8% |
0.0044 |
0.6% |
7% |
False |
False |
23 |
20 |
0.8430 |
0.7997 |
0.0433 |
5.4% |
0.0033 |
0.4% |
4% |
False |
False |
14 |
40 |
0.8690 |
0.7997 |
0.0693 |
8.6% |
0.0023 |
0.3% |
2% |
False |
False |
7 |
60 |
0.8746 |
0.7997 |
0.0749 |
9.3% |
0.0018 |
0.2% |
2% |
False |
False |
5 |
80 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0016 |
0.2% |
1% |
False |
False |
5 |
100 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0014 |
0.2% |
1% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8025 |
2.618 |
0.8021 |
1.618 |
0.8019 |
1.000 |
0.8018 |
0.618 |
0.8017 |
HIGH |
0.8016 |
0.618 |
0.8015 |
0.500 |
0.8015 |
0.382 |
0.8015 |
LOW |
0.8014 |
0.618 |
0.8013 |
1.000 |
0.8012 |
1.618 |
0.8011 |
2.618 |
0.8009 |
4.250 |
0.8006 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8015 |
0.8028 |
PP |
0.8015 |
0.8023 |
S1 |
0.8014 |
0.8019 |
|