CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8718 |
0.8764 |
0.0046 |
0.5% |
0.8706 |
| High |
0.8790 |
0.8808 |
0.0018 |
0.2% |
0.8783 |
| Low |
0.8682 |
0.8691 |
0.0009 |
0.1% |
0.8598 |
| Close |
0.8766 |
0.8790 |
0.0024 |
0.3% |
0.8628 |
| Range |
0.0108 |
0.0117 |
0.0009 |
8.3% |
0.0185 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
| Volume |
137,785 |
161,104 |
23,319 |
16.9% |
717,191 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9114 |
0.9069 |
0.8854 |
|
| R3 |
0.8997 |
0.8952 |
0.8822 |
|
| R2 |
0.8880 |
0.8880 |
0.8811 |
|
| R1 |
0.8835 |
0.8835 |
0.8801 |
0.8858 |
| PP |
0.8763 |
0.8763 |
0.8763 |
0.8774 |
| S1 |
0.8718 |
0.8718 |
0.8779 |
0.8741 |
| S2 |
0.8646 |
0.8646 |
0.8769 |
|
| S3 |
0.8529 |
0.8601 |
0.8758 |
|
| S4 |
0.8412 |
0.8484 |
0.8726 |
|
|
| 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 |
0.8808 |
0.8598 |
0.0210 |
2.4% |
0.0124 |
1.4% |
91% |
True |
False |
143,028 |
| 10 |
0.8830 |
0.8598 |
0.0232 |
2.6% |
0.0102 |
1.2% |
83% |
False |
False |
140,933 |
| 20 |
0.9156 |
0.8598 |
0.0558 |
6.3% |
0.0097 |
1.1% |
34% |
False |
False |
132,253 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0077 |
0.9% |
26% |
False |
False |
70,571 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0066 |
0.8% |
25% |
False |
False |
47,137 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0059 |
0.7% |
24% |
False |
False |
35,381 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0051 |
0.6% |
24% |
False |
False |
28,307 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0043 |
0.5% |
24% |
False |
False |
23,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9114 |
|
1.618 |
0.8997 |
|
1.000 |
0.8925 |
|
0.618 |
0.8880 |
|
HIGH |
0.8808 |
|
0.618 |
0.8763 |
|
0.500 |
0.8750 |
|
0.382 |
0.8736 |
|
LOW |
0.8691 |
|
0.618 |
0.8619 |
|
1.000 |
0.8574 |
|
1.618 |
0.8502 |
|
2.618 |
0.8385 |
|
4.250 |
0.8194 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8777 |
0.8763 |
| PP |
0.8763 |
0.8736 |
| S1 |
0.8750 |
0.8709 |
|