CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8744 |
0.8733 |
-0.0011 |
-0.1% |
0.8643 |
| High |
0.8782 |
0.8775 |
-0.0007 |
-0.1% |
0.8822 |
| Low |
0.8709 |
0.8717 |
0.0008 |
0.1% |
0.8613 |
| Close |
0.8747 |
0.8725 |
-0.0022 |
-0.3% |
0.8725 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.5% |
0.0209 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
81,606 |
90,022 |
8,416 |
10.3% |
621,157 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8913 |
0.8877 |
0.8757 |
|
| R3 |
0.8855 |
0.8819 |
0.8741 |
|
| R2 |
0.8797 |
0.8797 |
0.8736 |
|
| R1 |
0.8761 |
0.8761 |
0.8730 |
0.8750 |
| PP |
0.8739 |
0.8739 |
0.8739 |
0.8734 |
| S1 |
0.8703 |
0.8703 |
0.8720 |
0.8692 |
| S2 |
0.8681 |
0.8681 |
0.8714 |
|
| S3 |
0.8623 |
0.8645 |
0.8709 |
|
| S4 |
0.8565 |
0.8587 |
0.8693 |
|
|
| 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 |
0.8699 |
0.0099 |
1.1% |
0.0067 |
0.8% |
26% |
False |
False |
81,571 |
| 10 |
0.8822 |
0.8613 |
0.0209 |
2.4% |
0.0101 |
1.2% |
54% |
False |
False |
106,319 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0103 |
1.2% |
49% |
False |
False |
123,400 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0094 |
1.1% |
17% |
False |
False |
100,655 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0078 |
0.9% |
17% |
False |
False |
67,287 |
| 80 |
0.9376 |
0.8598 |
0.0778 |
8.9% |
0.0068 |
0.8% |
16% |
False |
False |
50,507 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0060 |
0.7% |
16% |
False |
False |
40,411 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0052 |
0.6% |
16% |
False |
False |
33,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9022 |
|
2.618 |
0.8927 |
|
1.618 |
0.8869 |
|
1.000 |
0.8833 |
|
0.618 |
0.8811 |
|
HIGH |
0.8775 |
|
0.618 |
0.8753 |
|
0.500 |
0.8746 |
|
0.382 |
0.8739 |
|
LOW |
0.8717 |
|
0.618 |
0.8681 |
|
1.000 |
0.8659 |
|
1.618 |
0.8623 |
|
2.618 |
0.8565 |
|
4.250 |
0.8471 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8746 |
0.8754 |
| PP |
0.8739 |
0.8744 |
| S1 |
0.8732 |
0.8735 |
|