CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8032 |
0.8093 |
0.0061 |
0.8% |
0.8033 |
| High |
0.8108 |
0.8120 |
0.0012 |
0.1% |
0.8059 |
| Low |
0.8032 |
0.8070 |
0.0038 |
0.5% |
0.7997 |
| Close |
0.8084 |
0.8072 |
-0.0012 |
-0.1% |
0.8020 |
| Range |
0.0076 |
0.0050 |
-0.0026 |
-34.2% |
0.0062 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.4% |
0.0000 |
| Volume |
33 |
100 |
67 |
203.0% |
99 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8237 |
0.8205 |
0.8100 |
|
| R3 |
0.8187 |
0.8155 |
0.8086 |
|
| R2 |
0.8137 |
0.8137 |
0.8081 |
|
| R1 |
0.8105 |
0.8105 |
0.8077 |
0.8096 |
| PP |
0.8087 |
0.8087 |
0.8087 |
0.8083 |
| S1 |
0.8055 |
0.8055 |
0.8067 |
0.8046 |
| S2 |
0.8037 |
0.8037 |
0.8063 |
|
| S3 |
0.7987 |
0.8005 |
0.8058 |
|
| S4 |
0.7937 |
0.7955 |
0.8045 |
|
|
| 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 |
0.8120 |
0.8014 |
0.0106 |
1.3% |
0.0031 |
0.4% |
55% |
True |
False |
39 |
| 10 |
0.8129 |
0.7997 |
0.0132 |
1.6% |
0.0045 |
0.6% |
57% |
False |
False |
38 |
| 20 |
0.8290 |
0.7997 |
0.0293 |
3.6% |
0.0038 |
0.5% |
26% |
False |
False |
22 |
| 40 |
0.8624 |
0.7997 |
0.0627 |
7.8% |
0.0027 |
0.3% |
12% |
False |
False |
11 |
| 60 |
0.8746 |
0.7997 |
0.0749 |
9.3% |
0.0021 |
0.3% |
10% |
False |
False |
8 |
| 80 |
0.9020 |
0.7997 |
0.1023 |
12.7% |
0.0017 |
0.2% |
7% |
False |
False |
6 |
| 100 |
0.9200 |
0.7997 |
0.1203 |
14.9% |
0.0015 |
0.2% |
6% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8333 |
|
2.618 |
0.8251 |
|
1.618 |
0.8201 |
|
1.000 |
0.8170 |
|
0.618 |
0.8151 |
|
HIGH |
0.8120 |
|
0.618 |
0.8101 |
|
0.500 |
0.8095 |
|
0.382 |
0.8089 |
|
LOW |
0.8070 |
|
0.618 |
0.8039 |
|
1.000 |
0.8020 |
|
1.618 |
0.7989 |
|
2.618 |
0.7939 |
|
4.250 |
0.7858 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8095 |
0.8076 |
| PP |
0.8087 |
0.8075 |
| S1 |
0.8080 |
0.8073 |
|