CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8631 |
0.8718 |
0.0087 |
1.0% |
0.8706 |
| High |
0.8741 |
0.8790 |
0.0049 |
0.6% |
0.8783 |
| Low |
0.8610 |
0.8682 |
0.0072 |
0.8% |
0.8598 |
| Close |
0.8707 |
0.8766 |
0.0059 |
0.7% |
0.8628 |
| Range |
0.0131 |
0.0108 |
-0.0023 |
-17.6% |
0.0185 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.5% |
0.0000 |
| Volume |
121,056 |
137,785 |
16,729 |
13.8% |
717,191 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9070 |
0.9026 |
0.8825 |
|
| R3 |
0.8962 |
0.8918 |
0.8796 |
|
| R2 |
0.8854 |
0.8854 |
0.8786 |
|
| R1 |
0.8810 |
0.8810 |
0.8776 |
0.8832 |
| PP |
0.8746 |
0.8746 |
0.8746 |
0.8757 |
| S1 |
0.8702 |
0.8702 |
0.8756 |
0.8724 |
| S2 |
0.8638 |
0.8638 |
0.8746 |
|
| S3 |
0.8530 |
0.8594 |
0.8736 |
|
| S4 |
0.8422 |
0.8486 |
0.8707 |
|
|
| 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 |
0.8790 |
0.8598 |
0.0192 |
2.2% |
0.0117 |
1.3% |
88% |
True |
False |
141,851 |
| 10 |
0.8844 |
0.8598 |
0.0246 |
2.8% |
0.0096 |
1.1% |
68% |
False |
False |
136,311 |
| 20 |
0.9156 |
0.8598 |
0.0558 |
6.4% |
0.0097 |
1.1% |
30% |
False |
False |
127,620 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0075 |
0.9% |
23% |
False |
False |
66,546 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0065 |
0.7% |
22% |
False |
False |
44,460 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0057 |
0.7% |
21% |
False |
False |
33,367 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0050 |
0.6% |
21% |
False |
False |
26,696 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0042 |
0.5% |
21% |
False |
False |
22,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9073 |
|
1.618 |
0.8965 |
|
1.000 |
0.8898 |
|
0.618 |
0.8857 |
|
HIGH |
0.8790 |
|
0.618 |
0.8749 |
|
0.500 |
0.8736 |
|
0.382 |
0.8723 |
|
LOW |
0.8682 |
|
0.618 |
0.8615 |
|
1.000 |
0.8574 |
|
1.618 |
0.8507 |
|
2.618 |
0.8399 |
|
4.250 |
0.8223 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8756 |
0.8742 |
| PP |
0.8746 |
0.8718 |
| S1 |
0.8736 |
0.8694 |
|