CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8681 |
0.8775 |
0.0094 |
1.1% |
0.8631 |
| High |
0.8822 |
0.8779 |
-0.0043 |
-0.5% |
0.8858 |
| Low |
0.8638 |
0.8650 |
0.0012 |
0.1% |
0.8610 |
| Close |
0.8733 |
0.8730 |
-0.0003 |
0.0% |
0.8668 |
| Range |
0.0184 |
0.0129 |
-0.0055 |
-29.9% |
0.0248 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.6% |
0.0000 |
| Volume |
189,978 |
142,090 |
-47,888 |
-25.2% |
691,360 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9047 |
0.8801 |
|
| R3 |
0.8978 |
0.8918 |
0.8765 |
|
| R2 |
0.8849 |
0.8849 |
0.8754 |
|
| R1 |
0.8789 |
0.8789 |
0.8742 |
0.8755 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8702 |
| S1 |
0.8660 |
0.8660 |
0.8718 |
0.8626 |
| S2 |
0.8591 |
0.8591 |
0.8706 |
|
| S3 |
0.8462 |
0.8531 |
0.8695 |
|
| S4 |
0.8333 |
0.8402 |
0.8659 |
|
|
| 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 |
0.8822 |
0.8613 |
0.0209 |
2.4% |
0.0134 |
1.5% |
56% |
False |
False |
131,066 |
| 10 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0132 |
1.5% |
51% |
False |
False |
136,628 |
| 20 |
0.8941 |
0.8598 |
0.0343 |
3.9% |
0.0108 |
1.2% |
38% |
False |
False |
135,931 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0091 |
1.0% |
18% |
False |
False |
90,583 |
| 60 |
0.9361 |
0.8598 |
0.0763 |
8.7% |
0.0075 |
0.9% |
17% |
False |
False |
60,501 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0066 |
0.8% |
17% |
False |
False |
45,410 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0057 |
0.7% |
17% |
False |
False |
36,333 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0050 |
0.6% |
17% |
False |
False |
30,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9117 |
|
1.618 |
0.8988 |
|
1.000 |
0.8908 |
|
0.618 |
0.8859 |
|
HIGH |
0.8779 |
|
0.618 |
0.8730 |
|
0.500 |
0.8715 |
|
0.382 |
0.8699 |
|
LOW |
0.8650 |
|
0.618 |
0.8570 |
|
1.000 |
0.8521 |
|
1.618 |
0.8441 |
|
2.618 |
0.8312 |
|
4.250 |
0.8102 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8725 |
0.8730 |
| PP |
0.8720 |
0.8730 |
| S1 |
0.8715 |
0.8730 |
|