CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8733 |
0.8643 |
-0.0090 |
-1.0% |
0.8631 |
| High |
0.8745 |
0.8746 |
0.0001 |
0.0% |
0.8858 |
| Low |
0.8641 |
0.8613 |
-0.0028 |
-0.3% |
0.8610 |
| Close |
0.8668 |
0.8717 |
0.0049 |
0.6% |
0.8668 |
| Range |
0.0104 |
0.0133 |
0.0029 |
27.9% |
0.0248 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
2.8% |
0.0000 |
| Volume |
124,108 |
98,725 |
-25,383 |
-20.5% |
691,360 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9091 |
0.9037 |
0.8790 |
|
| R3 |
0.8958 |
0.8904 |
0.8754 |
|
| R2 |
0.8825 |
0.8825 |
0.8741 |
|
| R1 |
0.8771 |
0.8771 |
0.8729 |
0.8798 |
| PP |
0.8692 |
0.8692 |
0.8692 |
0.8706 |
| S1 |
0.8638 |
0.8638 |
0.8705 |
0.8665 |
| S2 |
0.8559 |
0.8559 |
0.8693 |
|
| S3 |
0.8426 |
0.8505 |
0.8680 |
|
| S4 |
0.8293 |
0.8372 |
0.8644 |
|
|
| 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 |
0.8613 |
0.0245 |
2.8% |
0.0119 |
1.4% |
42% |
False |
True |
133,805 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0115 |
1.3% |
46% |
False |
False |
138,059 |
| 20 |
0.9055 |
0.8598 |
0.0457 |
5.2% |
0.0102 |
1.2% |
26% |
False |
False |
135,497 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0083 |
1.0% |
16% |
False |
False |
79,797 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0070 |
0.8% |
16% |
False |
False |
53,299 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0062 |
0.7% |
15% |
False |
False |
40,007 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0053 |
0.6% |
15% |
False |
False |
32,008 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0046 |
0.5% |
15% |
False |
False |
26,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9311 |
|
2.618 |
0.9094 |
|
1.618 |
0.8961 |
|
1.000 |
0.8879 |
|
0.618 |
0.8828 |
|
HIGH |
0.8746 |
|
0.618 |
0.8695 |
|
0.500 |
0.8680 |
|
0.382 |
0.8664 |
|
LOW |
0.8613 |
|
0.618 |
0.8531 |
|
1.000 |
0.8480 |
|
1.618 |
0.8398 |
|
2.618 |
0.8265 |
|
4.250 |
0.8048 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8705 |
0.8736 |
| PP |
0.8692 |
0.8729 |
| S1 |
0.8680 |
0.8723 |
|