CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8016 |
0.8020 |
0.0004 |
0.0% |
0.8033 |
High |
0.8016 |
0.8020 |
0.0004 |
0.0% |
0.8059 |
Low |
0.8014 |
0.8020 |
0.0006 |
0.1% |
0.7997 |
Close |
0.8014 |
0.8020 |
0.0006 |
0.1% |
0.8020 |
Range |
0.0002 |
0.0000 |
-0.0002 |
-100.0% |
0.0062 |
ATR |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0000 |
Volume |
41 |
12 |
-29 |
-70.7% |
99 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8020 |
0.8020 |
0.8020 |
|
R3 |
0.8020 |
0.8020 |
0.8020 |
|
R2 |
0.8020 |
0.8020 |
0.8020 |
|
R1 |
0.8020 |
0.8020 |
0.8020 |
0.8020 |
PP |
0.8020 |
0.8020 |
0.8020 |
0.8020 |
S1 |
0.8020 |
0.8020 |
0.8020 |
0.8020 |
S2 |
0.8020 |
0.8020 |
0.8020 |
|
S3 |
0.8020 |
0.8020 |
0.8020 |
|
S4 |
0.8020 |
0.8020 |
0.8020 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8211 |
0.8178 |
0.8054 |
|
R3 |
0.8149 |
0.8116 |
0.8037 |
|
R2 |
0.8087 |
0.8087 |
0.8031 |
|
R1 |
0.8054 |
0.8054 |
0.8026 |
0.8040 |
PP |
0.8025 |
0.8025 |
0.8025 |
0.8018 |
S1 |
0.7992 |
0.7992 |
0.8014 |
0.7978 |
S2 |
0.7963 |
0.7963 |
0.8009 |
|
S3 |
0.7901 |
0.7930 |
0.8003 |
|
S4 |
0.7839 |
0.7868 |
0.7986 |
|
|
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% |
0.0027 |
0.3% |
26% |
False |
False |
20 |
10 |
0.8145 |
0.7997 |
0.0148 |
1.8% |
0.0036 |
0.5% |
16% |
False |
False |
24 |
20 |
0.8394 |
0.7997 |
0.0397 |
5.0% |
0.0032 |
0.4% |
6% |
False |
False |
15 |
40 |
0.8690 |
0.7997 |
0.0693 |
8.6% |
0.0023 |
0.3% |
3% |
False |
False |
8 |
60 |
0.8746 |
0.7997 |
0.0749 |
9.3% |
0.0018 |
0.2% |
3% |
False |
False |
6 |
80 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0016 |
0.2% |
2% |
False |
False |
5 |
100 |
0.9200 |
0.7997 |
0.1203 |
15.0% |
0.0014 |
0.2% |
2% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8020 |
2.618 |
0.8020 |
1.618 |
0.8020 |
1.000 |
0.8020 |
0.618 |
0.8020 |
HIGH |
0.8020 |
0.618 |
0.8020 |
0.500 |
0.8020 |
0.382 |
0.8020 |
LOW |
0.8020 |
0.618 |
0.8020 |
1.000 |
0.8020 |
1.618 |
0.8020 |
2.618 |
0.8020 |
4.250 |
0.8020 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8020 |
0.8020 |
PP |
0.8020 |
0.8020 |
S1 |
0.8020 |
0.8020 |
|