CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8687 |
0.8759 |
0.0072 |
0.8% |
0.8706 |
High |
0.8783 |
0.8762 |
-0.0021 |
-0.2% |
0.8783 |
Low |
0.8685 |
0.8598 |
-0.0087 |
-1.0% |
0.8598 |
Close |
0.8760 |
0.8628 |
-0.0132 |
-1.5% |
0.8628 |
Range |
0.0098 |
0.0164 |
0.0066 |
67.3% |
0.0185 |
ATR |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0000 |
Volume |
151,496 |
143,703 |
-7,793 |
-5.1% |
717,191 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9155 |
0.9055 |
0.8718 |
|
R3 |
0.8991 |
0.8891 |
0.8673 |
|
R2 |
0.8827 |
0.8827 |
0.8658 |
|
R1 |
0.8727 |
0.8727 |
0.8643 |
0.8695 |
PP |
0.8663 |
0.8663 |
0.8663 |
0.8647 |
S1 |
0.8563 |
0.8563 |
0.8613 |
0.8531 |
S2 |
0.8499 |
0.8499 |
0.8598 |
|
S3 |
0.8335 |
0.8399 |
0.8583 |
|
S4 |
0.8171 |
0.8235 |
0.8538 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9225 |
0.9111 |
0.8730 |
|
R3 |
0.9040 |
0.8926 |
0.8679 |
|
R2 |
0.8855 |
0.8855 |
0.8662 |
|
R1 |
0.8741 |
0.8741 |
0.8645 |
0.8706 |
PP |
0.8670 |
0.8670 |
0.8670 |
0.8652 |
S1 |
0.8556 |
0.8556 |
0.8611 |
0.8521 |
S2 |
0.8485 |
0.8485 |
0.8594 |
|
S3 |
0.8300 |
0.8371 |
0.8577 |
|
S4 |
0.8115 |
0.8186 |
0.8526 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8783 |
0.8598 |
0.0185 |
2.1% |
0.0099 |
1.1% |
16% |
False |
True |
143,438 |
10 |
0.8897 |
0.8598 |
0.0299 |
3.5% |
0.0092 |
1.1% |
10% |
False |
True |
136,474 |
20 |
0.9310 |
0.8598 |
0.0712 |
8.3% |
0.0095 |
1.1% |
4% |
False |
True |
118,578 |
40 |
0.9338 |
0.8598 |
0.0740 |
8.6% |
0.0070 |
0.8% |
4% |
False |
True |
60,097 |
60 |
0.9364 |
0.8598 |
0.0766 |
8.9% |
0.0062 |
0.7% |
4% |
False |
True |
40,150 |
80 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0055 |
0.6% |
4% |
False |
True |
30,133 |
100 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0047 |
0.5% |
4% |
False |
True |
24,107 |
120 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0041 |
0.5% |
4% |
False |
True |
20,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9459 |
2.618 |
0.9191 |
1.618 |
0.9027 |
1.000 |
0.8926 |
0.618 |
0.8863 |
HIGH |
0.8762 |
0.618 |
0.8699 |
0.500 |
0.8680 |
0.382 |
0.8661 |
LOW |
0.8598 |
0.618 |
0.8497 |
1.000 |
0.8434 |
1.618 |
0.8333 |
2.618 |
0.8169 |
4.250 |
0.7901 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8680 |
0.8691 |
PP |
0.8663 |
0.8670 |
S1 |
0.8645 |
0.8649 |
|