CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8759 |
0.8631 |
-0.0128 |
-1.5% |
0.8706 |
| High |
0.8762 |
0.8741 |
-0.0021 |
-0.2% |
0.8783 |
| Low |
0.8598 |
0.8610 |
0.0012 |
0.1% |
0.8598 |
| Close |
0.8628 |
0.8707 |
0.0079 |
0.9% |
0.8628 |
| Range |
0.0164 |
0.0131 |
-0.0033 |
-20.1% |
0.0185 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.8% |
0.0000 |
| Volume |
143,703 |
121,056 |
-22,647 |
-15.8% |
717,191 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9079 |
0.9024 |
0.8779 |
|
| R3 |
0.8948 |
0.8893 |
0.8743 |
|
| R2 |
0.8817 |
0.8817 |
0.8731 |
|
| R1 |
0.8762 |
0.8762 |
0.8719 |
0.8790 |
| PP |
0.8686 |
0.8686 |
0.8686 |
0.8700 |
| S1 |
0.8631 |
0.8631 |
0.8695 |
0.8659 |
| S2 |
0.8555 |
0.8555 |
0.8683 |
|
| S3 |
0.8424 |
0.8500 |
0.8671 |
|
| S4 |
0.8293 |
0.8369 |
0.8635 |
|
|
| 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% |
0.0111 |
1.3% |
59% |
False |
False |
142,312 |
| 10 |
0.8873 |
0.8598 |
0.0275 |
3.2% |
0.0095 |
1.1% |
40% |
False |
False |
136,799 |
| 20 |
0.9226 |
0.8598 |
0.0628 |
7.2% |
0.0096 |
1.1% |
17% |
False |
False |
123,742 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0073 |
0.8% |
15% |
False |
False |
63,112 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0064 |
0.7% |
14% |
False |
False |
42,165 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0056 |
0.6% |
14% |
False |
False |
31,646 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0049 |
0.6% |
14% |
False |
False |
25,318 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0042 |
0.5% |
14% |
False |
False |
21,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9298 |
|
2.618 |
0.9084 |
|
1.618 |
0.8953 |
|
1.000 |
0.8872 |
|
0.618 |
0.8822 |
|
HIGH |
0.8741 |
|
0.618 |
0.8691 |
|
0.500 |
0.8676 |
|
0.382 |
0.8660 |
|
LOW |
0.8610 |
|
0.618 |
0.8529 |
|
1.000 |
0.8479 |
|
1.618 |
0.8398 |
|
2.618 |
0.8267 |
|
4.250 |
0.8053 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8697 |
0.8702 |
| PP |
0.8686 |
0.8696 |
| S1 |
0.8676 |
0.8691 |
|