CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8764 |
0.8790 |
0.0026 |
0.3% |
0.8706 |
| High |
0.8808 |
0.8858 |
0.0050 |
0.6% |
0.8783 |
| Low |
0.8691 |
0.8723 |
0.0032 |
0.4% |
0.8598 |
| Close |
0.8790 |
0.8732 |
-0.0058 |
-0.7% |
0.8628 |
| Range |
0.0117 |
0.0135 |
0.0018 |
15.4% |
0.0185 |
| ATR |
0.0092 |
0.0095 |
0.0003 |
3.3% |
0.0000 |
| Volume |
161,104 |
147,307 |
-13,797 |
-8.6% |
717,191 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9089 |
0.8806 |
|
| R3 |
0.9041 |
0.8954 |
0.8769 |
|
| R2 |
0.8906 |
0.8906 |
0.8757 |
|
| R1 |
0.8819 |
0.8819 |
0.8744 |
0.8795 |
| PP |
0.8771 |
0.8771 |
0.8771 |
0.8759 |
| S1 |
0.8684 |
0.8684 |
0.8720 |
0.8660 |
| S2 |
0.8636 |
0.8636 |
0.8707 |
|
| S3 |
0.8501 |
0.8549 |
0.8695 |
|
| S4 |
0.8366 |
0.8414 |
0.8658 |
|
|
| 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 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0131 |
1.5% |
52% |
True |
False |
142,191 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0105 |
1.2% |
52% |
True |
False |
140,481 |
| 20 |
0.9055 |
0.8598 |
0.0457 |
5.2% |
0.0098 |
1.1% |
29% |
False |
False |
135,740 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0079 |
0.9% |
18% |
False |
False |
74,249 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0068 |
0.8% |
17% |
False |
False |
49,590 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0060 |
0.7% |
17% |
False |
False |
37,222 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0052 |
0.6% |
17% |
False |
False |
29,780 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0044 |
0.5% |
17% |
False |
False |
24,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9432 |
|
2.618 |
0.9211 |
|
1.618 |
0.9076 |
|
1.000 |
0.8993 |
|
0.618 |
0.8941 |
|
HIGH |
0.8858 |
|
0.618 |
0.8806 |
|
0.500 |
0.8791 |
|
0.382 |
0.8775 |
|
LOW |
0.8723 |
|
0.618 |
0.8640 |
|
1.000 |
0.8588 |
|
1.618 |
0.8505 |
|
2.618 |
0.8370 |
|
4.250 |
0.8149 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8791 |
0.8770 |
| PP |
0.8771 |
0.8757 |
| S1 |
0.8752 |
0.8745 |
|