CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8733 |
0.8728 |
-0.0005 |
-0.1% |
0.8730 |
| High |
0.8775 |
0.8793 |
0.0018 |
0.2% |
0.8798 |
| Low |
0.8717 |
0.8688 |
-0.0029 |
-0.3% |
0.8688 |
| Close |
0.8725 |
0.8765 |
0.0040 |
0.5% |
0.8765 |
| Range |
0.0058 |
0.0105 |
0.0047 |
81.0% |
0.0110 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.7% |
0.0000 |
| Volume |
90,022 |
85,606 |
-4,416 |
-4.9% |
403,532 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9019 |
0.8823 |
|
| R3 |
0.8959 |
0.8914 |
0.8794 |
|
| R2 |
0.8854 |
0.8854 |
0.8784 |
|
| R1 |
0.8809 |
0.8809 |
0.8775 |
0.8832 |
| PP |
0.8749 |
0.8749 |
0.8749 |
0.8760 |
| S1 |
0.8704 |
0.8704 |
0.8755 |
0.8727 |
| S2 |
0.8644 |
0.8644 |
0.8746 |
|
| S3 |
0.8539 |
0.8599 |
0.8736 |
|
| S4 |
0.8434 |
0.8494 |
0.8707 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9033 |
0.8826 |
|
| R3 |
0.8970 |
0.8923 |
0.8795 |
|
| R2 |
0.8860 |
0.8860 |
0.8785 |
|
| R1 |
0.8813 |
0.8813 |
0.8775 |
0.8837 |
| PP |
0.8750 |
0.8750 |
0.8750 |
0.8762 |
| S1 |
0.8703 |
0.8703 |
0.8755 |
0.8727 |
| S2 |
0.8640 |
0.8640 |
0.8745 |
|
| S3 |
0.8530 |
0.8593 |
0.8735 |
|
| S4 |
0.8420 |
0.8483 |
0.8705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8798 |
0.8688 |
0.0110 |
1.3% |
0.0073 |
0.8% |
70% |
False |
True |
80,706 |
| 10 |
0.8822 |
0.8613 |
0.0209 |
2.4% |
0.0101 |
1.1% |
73% |
False |
False |
102,468 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0105 |
1.2% |
64% |
False |
False |
121,662 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0095 |
1.1% |
23% |
False |
False |
102,771 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0079 |
0.9% |
23% |
False |
False |
68,700 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0069 |
0.8% |
22% |
False |
False |
51,576 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0061 |
0.7% |
21% |
False |
False |
41,267 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0053 |
0.6% |
21% |
False |
False |
34,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9239 |
|
2.618 |
0.9068 |
|
1.618 |
0.8963 |
|
1.000 |
0.8898 |
|
0.618 |
0.8858 |
|
HIGH |
0.8793 |
|
0.618 |
0.8753 |
|
0.500 |
0.8741 |
|
0.382 |
0.8728 |
|
LOW |
0.8688 |
|
0.618 |
0.8623 |
|
1.000 |
0.8583 |
|
1.618 |
0.8518 |
|
2.618 |
0.8413 |
|
4.250 |
0.8242 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8757 |
0.8757 |
| PP |
0.8749 |
0.8749 |
| S1 |
0.8741 |
0.8741 |
|