CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8716 |
0.8730 |
0.0014 |
0.2% |
0.8643 |
| High |
0.8777 |
0.8767 |
-0.0010 |
-0.1% |
0.8822 |
| Low |
0.8699 |
0.8713 |
0.0014 |
0.2% |
0.8613 |
| Close |
0.8725 |
0.8756 |
0.0031 |
0.4% |
0.8725 |
| Range |
0.0078 |
0.0054 |
-0.0024 |
-30.8% |
0.0209 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
89,931 |
51,765 |
-38,166 |
-42.4% |
621,157 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8907 |
0.8886 |
0.8786 |
|
| R3 |
0.8853 |
0.8832 |
0.8771 |
|
| R2 |
0.8799 |
0.8799 |
0.8766 |
|
| R1 |
0.8778 |
0.8778 |
0.8761 |
0.8789 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8751 |
| S1 |
0.8724 |
0.8724 |
0.8751 |
0.8735 |
| S2 |
0.8691 |
0.8691 |
0.8746 |
|
| S3 |
0.8637 |
0.8670 |
0.8741 |
|
| S4 |
0.8583 |
0.8616 |
0.8726 |
|
|
| 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 |
0.8638 |
0.0184 |
2.1% |
0.0113 |
1.3% |
64% |
False |
False |
114,839 |
| 10 |
0.8858 |
0.8613 |
0.0245 |
2.8% |
0.0116 |
1.3% |
58% |
False |
False |
124,322 |
| 20 |
0.8873 |
0.8598 |
0.0275 |
3.1% |
0.0106 |
1.2% |
57% |
False |
False |
130,561 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0092 |
1.1% |
21% |
False |
False |
94,069 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0076 |
0.9% |
21% |
False |
False |
62,856 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0067 |
0.8% |
20% |
False |
False |
47,181 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0058 |
0.7% |
20% |
False |
False |
37,749 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0051 |
0.6% |
20% |
False |
False |
31,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8997 |
|
2.618 |
0.8908 |
|
1.618 |
0.8854 |
|
1.000 |
0.8821 |
|
0.618 |
0.8800 |
|
HIGH |
0.8767 |
|
0.618 |
0.8746 |
|
0.500 |
0.8740 |
|
0.382 |
0.8734 |
|
LOW |
0.8713 |
|
0.618 |
0.8680 |
|
1.000 |
0.8659 |
|
1.618 |
0.8626 |
|
2.618 |
0.8572 |
|
4.250 |
0.8484 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8751 |
0.8742 |
| PP |
0.8745 |
0.8728 |
| S1 |
0.8740 |
0.8715 |
|