CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8728 |
0.8772 |
0.0044 |
0.5% |
0.8730 |
| High |
0.8793 |
0.8795 |
0.0002 |
0.0% |
0.8798 |
| Low |
0.8688 |
0.8758 |
0.0070 |
0.8% |
0.8688 |
| Close |
0.8765 |
0.8777 |
0.0012 |
0.1% |
0.8765 |
| Range |
0.0105 |
0.0037 |
-0.0068 |
-64.8% |
0.0110 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
85,606 |
53,380 |
-32,226 |
-37.6% |
403,532 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8869 |
0.8797 |
|
| R3 |
0.8851 |
0.8832 |
0.8787 |
|
| R2 |
0.8814 |
0.8814 |
0.8784 |
|
| R1 |
0.8795 |
0.8795 |
0.8780 |
0.8805 |
| PP |
0.8777 |
0.8777 |
0.8777 |
0.8781 |
| S1 |
0.8758 |
0.8758 |
0.8774 |
0.8768 |
| S2 |
0.8740 |
0.8740 |
0.8770 |
|
| S3 |
0.8703 |
0.8721 |
0.8767 |
|
| S4 |
0.8666 |
0.8684 |
0.8757 |
|
|
| 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% |
0.0069 |
0.8% |
81% |
False |
False |
81,029 |
| 10 |
0.8822 |
0.8638 |
0.0184 |
2.1% |
0.0091 |
1.0% |
76% |
False |
False |
97,934 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
3.0% |
0.0103 |
1.2% |
69% |
False |
False |
117,996 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0096 |
1.1% |
24% |
False |
False |
104,071 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0078 |
0.9% |
24% |
False |
False |
69,583 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0069 |
0.8% |
23% |
False |
False |
52,242 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0061 |
0.7% |
22% |
False |
False |
41,801 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0053 |
0.6% |
22% |
False |
False |
34,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8952 |
|
2.618 |
0.8892 |
|
1.618 |
0.8855 |
|
1.000 |
0.8832 |
|
0.618 |
0.8818 |
|
HIGH |
0.8795 |
|
0.618 |
0.8781 |
|
0.500 |
0.8777 |
|
0.382 |
0.8772 |
|
LOW |
0.8758 |
|
0.618 |
0.8735 |
|
1.000 |
0.8721 |
|
1.618 |
0.8698 |
|
2.618 |
0.8661 |
|
4.250 |
0.8601 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8777 |
0.8765 |
| PP |
0.8777 |
0.8753 |
| S1 |
0.8777 |
0.8742 |
|