CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8045 |
0.8032 |
-0.0013 |
-0.2% |
0.8033 |
| High |
0.8060 |
0.8108 |
0.0048 |
0.6% |
0.8059 |
| Low |
0.8032 |
0.8032 |
0.0000 |
0.0% |
0.7997 |
| Close |
0.8034 |
0.8084 |
0.0050 |
0.6% |
0.8020 |
| Range |
0.0028 |
0.0076 |
0.0048 |
171.4% |
0.0062 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.9% |
0.0000 |
| Volume |
12 |
33 |
21 |
175.0% |
99 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8303 |
0.8269 |
0.8126 |
|
| R3 |
0.8227 |
0.8193 |
0.8105 |
|
| R2 |
0.8151 |
0.8151 |
0.8098 |
|
| R1 |
0.8117 |
0.8117 |
0.8091 |
0.8134 |
| PP |
0.8075 |
0.8075 |
0.8075 |
0.8083 |
| S1 |
0.8041 |
0.8041 |
0.8077 |
0.8058 |
| S2 |
0.7999 |
0.7999 |
0.8070 |
|
| S3 |
0.7923 |
0.7965 |
0.8063 |
|
| S4 |
0.7847 |
0.7889 |
0.8042 |
|
|
| 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 |
0.8108 |
0.7997 |
0.0111 |
1.4% |
0.0030 |
0.4% |
78% |
True |
False |
27 |
| 10 |
0.8145 |
0.7997 |
0.0148 |
1.8% |
0.0044 |
0.5% |
59% |
False |
False |
28 |
| 20 |
0.8352 |
0.7997 |
0.0355 |
4.4% |
0.0037 |
0.5% |
25% |
False |
False |
17 |
| 40 |
0.8624 |
0.7997 |
0.0627 |
7.8% |
0.0025 |
0.3% |
14% |
False |
False |
9 |
| 60 |
0.8746 |
0.7997 |
0.0749 |
9.3% |
0.0020 |
0.2% |
12% |
False |
False |
6 |
| 80 |
0.9113 |
0.7997 |
0.1116 |
13.8% |
0.0017 |
0.2% |
8% |
False |
False |
5 |
| 100 |
0.9200 |
0.7997 |
0.1203 |
14.9% |
0.0015 |
0.2% |
7% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8431 |
|
2.618 |
0.8307 |
|
1.618 |
0.8231 |
|
1.000 |
0.8184 |
|
0.618 |
0.8155 |
|
HIGH |
0.8108 |
|
0.618 |
0.8079 |
|
0.500 |
0.8070 |
|
0.382 |
0.8061 |
|
LOW |
0.8032 |
|
0.618 |
0.7985 |
|
1.000 |
0.7956 |
|
1.618 |
0.7909 |
|
2.618 |
0.7833 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8079 |
0.8077 |
| PP |
0.8075 |
0.8071 |
| S1 |
0.8070 |
0.8064 |
|