CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8775 |
0.8716 |
-0.0059 |
-0.7% |
0.8643 |
| High |
0.8779 |
0.8777 |
-0.0002 |
0.0% |
0.8822 |
| Low |
0.8650 |
0.8699 |
0.0049 |
0.6% |
0.8613 |
| Close |
0.8730 |
0.8725 |
-0.0005 |
-0.1% |
0.8725 |
| Range |
0.0129 |
0.0078 |
-0.0051 |
-39.5% |
0.0209 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
142,090 |
89,931 |
-52,159 |
-36.7% |
621,157 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8968 |
0.8924 |
0.8768 |
|
| R3 |
0.8890 |
0.8846 |
0.8746 |
|
| R2 |
0.8812 |
0.8812 |
0.8739 |
|
| R1 |
0.8768 |
0.8768 |
0.8732 |
0.8790 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8745 |
| S1 |
0.8690 |
0.8690 |
0.8718 |
0.8712 |
| S2 |
0.8656 |
0.8656 |
0.8711 |
|
| S3 |
0.8578 |
0.8612 |
0.8704 |
|
| S4 |
0.8500 |
0.8534 |
0.8682 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9347 |
0.9245 |
0.8840 |
|
| R3 |
0.9138 |
0.9036 |
0.8782 |
|
| R2 |
0.8929 |
0.8929 |
0.8763 |
|
| R1 |
0.8827 |
0.8827 |
0.8744 |
0.8878 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8746 |
| S1 |
0.8618 |
0.8618 |
0.8706 |
0.8669 |
| S2 |
0.8511 |
0.8511 |
0.8687 |
|
| S3 |
0.8302 |
0.8409 |
0.8668 |
|
| S4 |
0.8093 |
0.8200 |
0.8610 |
|
|
| 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% |
0.0128 |
1.5% |
54% |
False |
False |
124,231 |
| 10 |
0.8858 |
0.8610 |
0.0248 |
2.8% |
0.0124 |
1.4% |
46% |
False |
False |
131,251 |
| 20 |
0.8897 |
0.8598 |
0.0299 |
3.4% |
0.0108 |
1.2% |
42% |
False |
False |
133,863 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0092 |
1.0% |
17% |
False |
False |
92,807 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0076 |
0.9% |
17% |
False |
False |
61,996 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0067 |
0.8% |
16% |
False |
False |
46,534 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0058 |
0.7% |
16% |
False |
False |
37,232 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0050 |
0.6% |
16% |
False |
False |
31,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9109 |
|
2.618 |
0.8981 |
|
1.618 |
0.8903 |
|
1.000 |
0.8855 |
|
0.618 |
0.8825 |
|
HIGH |
0.8777 |
|
0.618 |
0.8747 |
|
0.500 |
0.8738 |
|
0.382 |
0.8729 |
|
LOW |
0.8699 |
|
0.618 |
0.8651 |
|
1.000 |
0.8621 |
|
1.618 |
0.8573 |
|
2.618 |
0.8495 |
|
4.250 |
0.8368 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8730 |
| PP |
0.8734 |
0.8728 |
| S1 |
0.8729 |
0.8727 |
|