CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8723 |
0.8681 |
-0.0042 |
-0.5% |
0.8631 |
| High |
0.8774 |
0.8822 |
0.0048 |
0.5% |
0.8858 |
| Low |
0.8656 |
0.8638 |
-0.0018 |
-0.2% |
0.8610 |
| Close |
0.8671 |
0.8733 |
0.0062 |
0.7% |
0.8668 |
| Range |
0.0118 |
0.0184 |
0.0066 |
55.9% |
0.0248 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
6.0% |
0.0000 |
| Volume |
100,433 |
189,978 |
89,545 |
89.2% |
691,360 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9192 |
0.8834 |
|
| R3 |
0.9099 |
0.9008 |
0.8784 |
|
| R2 |
0.8915 |
0.8915 |
0.8767 |
|
| R1 |
0.8824 |
0.8824 |
0.8750 |
0.8870 |
| PP |
0.8731 |
0.8731 |
0.8731 |
0.8754 |
| S1 |
0.8640 |
0.8640 |
0.8716 |
0.8686 |
| S2 |
0.8547 |
0.8547 |
0.8699 |
|
| S3 |
0.8363 |
0.8456 |
0.8682 |
|
| S4 |
0.8179 |
0.8272 |
0.8632 |
|
|
| 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% |
0.0135 |
1.5% |
49% |
False |
False |
132,110 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0129 |
1.5% |
52% |
False |
False |
137,569 |
| 20 |
0.8942 |
0.8598 |
0.0344 |
3.9% |
0.0105 |
1.2% |
39% |
False |
False |
135,108 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0089 |
1.0% |
18% |
False |
False |
87,044 |
| 60 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0074 |
0.8% |
18% |
False |
False |
58,137 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0065 |
0.7% |
17% |
False |
False |
43,634 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0056 |
0.6% |
17% |
False |
False |
34,912 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0049 |
0.6% |
17% |
False |
False |
29,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9304 |
|
1.618 |
0.9120 |
|
1.000 |
0.9006 |
|
0.618 |
0.8936 |
|
HIGH |
0.8822 |
|
0.618 |
0.8752 |
|
0.500 |
0.8730 |
|
0.382 |
0.8708 |
|
LOW |
0.8638 |
|
0.618 |
0.8524 |
|
1.000 |
0.8454 |
|
1.618 |
0.8340 |
|
2.618 |
0.8156 |
|
4.250 |
0.7856 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8732 |
0.8728 |
| PP |
0.8731 |
0.8723 |
| S1 |
0.8730 |
0.8718 |
|