CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8747 |
0.8744 |
-0.0003 |
0.0% |
0.8643 |
| High |
0.8798 |
0.8782 |
-0.0016 |
-0.2% |
0.8822 |
| Low |
0.8724 |
0.8709 |
-0.0015 |
-0.2% |
0.8613 |
| Close |
0.8746 |
0.8747 |
0.0001 |
0.0% |
0.8725 |
| Range |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0209 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
94,533 |
81,606 |
-12,927 |
-13.7% |
621,157 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8965 |
0.8929 |
0.8787 |
|
| R3 |
0.8892 |
0.8856 |
0.8767 |
|
| R2 |
0.8819 |
0.8819 |
0.8760 |
|
| R1 |
0.8783 |
0.8783 |
0.8754 |
0.8801 |
| PP |
0.8746 |
0.8746 |
0.8746 |
0.8755 |
| S1 |
0.8710 |
0.8710 |
0.8740 |
0.8728 |
| S2 |
0.8673 |
0.8673 |
0.8734 |
|
| S3 |
0.8600 |
0.8637 |
0.8727 |
|
| S4 |
0.8527 |
0.8564 |
0.8707 |
|
|
| 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 |
0.8798 |
0.8650 |
0.0148 |
1.7% |
0.0082 |
0.9% |
66% |
False |
False |
91,985 |
| 10 |
0.8858 |
0.8613 |
0.0245 |
2.8% |
0.0108 |
1.2% |
55% |
False |
False |
112,047 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0105 |
1.2% |
57% |
False |
False |
126,490 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0093 |
1.1% |
20% |
False |
False |
98,435 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0078 |
0.9% |
20% |
False |
False |
65,789 |
| 80 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0068 |
0.8% |
19% |
False |
False |
49,382 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0060 |
0.7% |
19% |
False |
False |
39,511 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0052 |
0.6% |
19% |
False |
False |
32,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9092 |
|
2.618 |
0.8973 |
|
1.618 |
0.8900 |
|
1.000 |
0.8855 |
|
0.618 |
0.8827 |
|
HIGH |
0.8782 |
|
0.618 |
0.8754 |
|
0.500 |
0.8746 |
|
0.382 |
0.8737 |
|
LOW |
0.8709 |
|
0.618 |
0.8664 |
|
1.000 |
0.8636 |
|
1.618 |
0.8591 |
|
2.618 |
0.8518 |
|
4.250 |
0.8399 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8747 |
0.8754 |
| PP |
0.8746 |
0.8751 |
| S1 |
0.8746 |
0.8749 |
|