CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8772 |
0.8771 |
-0.0001 |
0.0% |
0.8730 |
| High |
0.8795 |
0.8852 |
0.0057 |
0.6% |
0.8798 |
| Low |
0.8758 |
0.8765 |
0.0007 |
0.1% |
0.8688 |
| Close |
0.8777 |
0.8826 |
0.0049 |
0.6% |
0.8765 |
| Range |
0.0037 |
0.0087 |
0.0050 |
135.1% |
0.0110 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
53,380 |
76,657 |
23,277 |
43.6% |
403,532 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9038 |
0.8874 |
|
| R3 |
0.8988 |
0.8951 |
0.8850 |
|
| R2 |
0.8901 |
0.8901 |
0.8842 |
|
| R1 |
0.8864 |
0.8864 |
0.8834 |
0.8883 |
| PP |
0.8814 |
0.8814 |
0.8814 |
0.8824 |
| S1 |
0.8777 |
0.8777 |
0.8818 |
0.8796 |
| S2 |
0.8727 |
0.8727 |
0.8810 |
|
| S3 |
0.8640 |
0.8690 |
0.8802 |
|
| S4 |
0.8553 |
0.8603 |
0.8778 |
|
|
| 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 |
0.8852 |
0.8688 |
0.0164 |
1.9% |
0.0072 |
0.8% |
84% |
True |
False |
77,454 |
| 10 |
0.8852 |
0.8638 |
0.0214 |
2.4% |
0.0088 |
1.0% |
88% |
True |
False |
95,556 |
| 20 |
0.8858 |
0.8598 |
0.0260 |
2.9% |
0.0104 |
1.2% |
88% |
False |
False |
114,825 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0096 |
1.1% |
31% |
False |
False |
105,899 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0079 |
0.9% |
31% |
False |
False |
70,852 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0069 |
0.8% |
30% |
False |
False |
53,196 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.0% |
0.0062 |
0.7% |
29% |
False |
False |
42,567 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.0% |
0.0054 |
0.6% |
29% |
False |
False |
35,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9080 |
|
1.618 |
0.8993 |
|
1.000 |
0.8939 |
|
0.618 |
0.8906 |
|
HIGH |
0.8852 |
|
0.618 |
0.8819 |
|
0.500 |
0.8809 |
|
0.382 |
0.8798 |
|
LOW |
0.8765 |
|
0.618 |
0.8711 |
|
1.000 |
0.8678 |
|
1.618 |
0.8624 |
|
2.618 |
0.8537 |
|
4.250 |
0.8395 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8820 |
0.8807 |
| PP |
0.8814 |
0.8789 |
| S1 |
0.8809 |
0.8770 |
|