CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8733 |
-0.0057 |
-0.6% |
0.8631 |
| High |
0.8858 |
0.8745 |
-0.0113 |
-1.3% |
0.8858 |
| Low |
0.8723 |
0.8641 |
-0.0082 |
-0.9% |
0.8610 |
| Close |
0.8732 |
0.8668 |
-0.0064 |
-0.7% |
0.8668 |
| Range |
0.0135 |
0.0104 |
-0.0031 |
-23.0% |
0.0248 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.6% |
0.0000 |
| Volume |
147,307 |
124,108 |
-23,199 |
-15.7% |
691,360 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8997 |
0.8936 |
0.8725 |
|
| R3 |
0.8893 |
0.8832 |
0.8697 |
|
| R2 |
0.8789 |
0.8789 |
0.8687 |
|
| R1 |
0.8728 |
0.8728 |
0.8678 |
0.8707 |
| PP |
0.8685 |
0.8685 |
0.8685 |
0.8674 |
| S1 |
0.8624 |
0.8624 |
0.8658 |
0.8603 |
| S2 |
0.8581 |
0.8581 |
0.8649 |
|
| S3 |
0.8477 |
0.8520 |
0.8639 |
|
| S4 |
0.8373 |
0.8416 |
0.8611 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9456 |
0.9310 |
0.8804 |
|
| R3 |
0.9208 |
0.9062 |
0.8736 |
|
| R2 |
0.8960 |
0.8960 |
0.8713 |
|
| R1 |
0.8814 |
0.8814 |
0.8691 |
0.8887 |
| PP |
0.8712 |
0.8712 |
0.8712 |
0.8749 |
| S1 |
0.8566 |
0.8566 |
0.8645 |
0.8639 |
| S2 |
0.8464 |
0.8464 |
0.8623 |
|
| S3 |
0.8216 |
0.8318 |
0.8600 |
|
| S4 |
0.7968 |
0.8070 |
0.8532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8858 |
0.8610 |
0.0248 |
2.9% |
0.0119 |
1.4% |
23% |
False |
False |
138,272 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0109 |
1.3% |
27% |
False |
False |
140,855 |
| 20 |
0.9055 |
0.8598 |
0.0457 |
5.3% |
0.0099 |
1.1% |
15% |
False |
False |
135,834 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0081 |
0.9% |
9% |
False |
False |
77,339 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0069 |
0.8% |
9% |
False |
False |
51,656 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0060 |
0.7% |
9% |
False |
False |
38,773 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0052 |
0.6% |
9% |
False |
False |
31,021 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0045 |
0.5% |
9% |
False |
False |
25,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9187 |
|
2.618 |
0.9017 |
|
1.618 |
0.8913 |
|
1.000 |
0.8849 |
|
0.618 |
0.8809 |
|
HIGH |
0.8745 |
|
0.618 |
0.8705 |
|
0.500 |
0.8693 |
|
0.382 |
0.8681 |
|
LOW |
0.8641 |
|
0.618 |
0.8577 |
|
1.000 |
0.8537 |
|
1.618 |
0.8473 |
|
2.618 |
0.8369 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8693 |
0.8750 |
| PP |
0.8685 |
0.8722 |
| S1 |
0.8676 |
0.8695 |
|