CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8730 |
0.8747 |
0.0017 |
0.2% |
0.8643 |
| High |
0.8767 |
0.8798 |
0.0031 |
0.4% |
0.8822 |
| Low |
0.8713 |
0.8724 |
0.0011 |
0.1% |
0.8613 |
| Close |
0.8756 |
0.8746 |
-0.0010 |
-0.1% |
0.8725 |
| Range |
0.0054 |
0.0074 |
0.0020 |
37.0% |
0.0209 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
51,765 |
94,533 |
42,768 |
82.6% |
621,157 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8978 |
0.8936 |
0.8787 |
|
| R3 |
0.8904 |
0.8862 |
0.8766 |
|
| R2 |
0.8830 |
0.8830 |
0.8760 |
|
| R1 |
0.8788 |
0.8788 |
0.8753 |
0.8772 |
| PP |
0.8756 |
0.8756 |
0.8756 |
0.8748 |
| S1 |
0.8714 |
0.8714 |
0.8739 |
0.8698 |
| S2 |
0.8682 |
0.8682 |
0.8732 |
|
| S3 |
0.8608 |
0.8640 |
0.8726 |
|
| S4 |
0.8534 |
0.8566 |
0.8705 |
|
|
| 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% |
0.0104 |
1.2% |
59% |
False |
False |
113,659 |
| 10 |
0.8858 |
0.8613 |
0.0245 |
2.8% |
0.0113 |
1.3% |
54% |
False |
False |
119,997 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0105 |
1.2% |
57% |
False |
False |
128,154 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0093 |
1.1% |
20% |
False |
False |
96,414 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0077 |
0.9% |
20% |
False |
False |
64,429 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0068 |
0.8% |
19% |
False |
False |
48,362 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0059 |
0.7% |
19% |
False |
False |
38,695 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0051 |
0.6% |
19% |
False |
False |
32,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9113 |
|
2.618 |
0.8992 |
|
1.618 |
0.8918 |
|
1.000 |
0.8872 |
|
0.618 |
0.8844 |
|
HIGH |
0.8798 |
|
0.618 |
0.8770 |
|
0.500 |
0.8761 |
|
0.382 |
0.8752 |
|
LOW |
0.8724 |
|
0.618 |
0.8678 |
|
1.000 |
0.8650 |
|
1.618 |
0.8604 |
|
2.618 |
0.8530 |
|
4.250 |
0.8410 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8761 |
0.8749 |
| PP |
0.8756 |
0.8748 |
| S1 |
0.8751 |
0.8747 |
|