CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8643 |
0.8723 |
0.0080 |
0.9% |
0.8631 |
| High |
0.8746 |
0.8774 |
0.0028 |
0.3% |
0.8858 |
| Low |
0.8613 |
0.8656 |
0.0043 |
0.5% |
0.8610 |
| Close |
0.8717 |
0.8671 |
-0.0046 |
-0.5% |
0.8668 |
| Range |
0.0133 |
0.0118 |
-0.0015 |
-11.3% |
0.0248 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
98,725 |
100,433 |
1,708 |
1.7% |
691,360 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9054 |
0.8981 |
0.8736 |
|
| R3 |
0.8936 |
0.8863 |
0.8703 |
|
| R2 |
0.8818 |
0.8818 |
0.8693 |
|
| R1 |
0.8745 |
0.8745 |
0.8682 |
0.8723 |
| PP |
0.8700 |
0.8700 |
0.8700 |
0.8689 |
| S1 |
0.8627 |
0.8627 |
0.8660 |
0.8605 |
| S2 |
0.8582 |
0.8582 |
0.8649 |
|
| S3 |
0.8464 |
0.8509 |
0.8639 |
|
| S4 |
0.8346 |
0.8391 |
0.8606 |
|
|
| 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% |
0.0121 |
1.4% |
24% |
False |
False |
126,335 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0119 |
1.4% |
28% |
False |
False |
134,093 |
| 20 |
0.9030 |
0.8598 |
0.0432 |
5.0% |
0.0102 |
1.2% |
17% |
False |
False |
133,620 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0086 |
1.0% |
10% |
False |
False |
82,301 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0072 |
0.8% |
10% |
False |
False |
54,971 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0063 |
0.7% |
9% |
False |
False |
41,262 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0054 |
0.6% |
9% |
False |
False |
33,012 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0047 |
0.5% |
9% |
False |
False |
27,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9083 |
|
1.618 |
0.8965 |
|
1.000 |
0.8892 |
|
0.618 |
0.8847 |
|
HIGH |
0.8774 |
|
0.618 |
0.8729 |
|
0.500 |
0.8715 |
|
0.382 |
0.8701 |
|
LOW |
0.8656 |
|
0.618 |
0.8583 |
|
1.000 |
0.8538 |
|
1.618 |
0.8465 |
|
2.618 |
0.8347 |
|
4.250 |
0.8155 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8715 |
0.8694 |
| PP |
0.8700 |
0.8686 |
| S1 |
0.8686 |
0.8679 |
|