CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8824 |
0.8765 |
-0.0059 |
-0.7% |
0.8730 |
| High |
0.8882 |
0.8813 |
-0.0069 |
-0.8% |
0.8798 |
| Low |
0.8746 |
0.8728 |
-0.0018 |
-0.2% |
0.8688 |
| Close |
0.8775 |
0.8803 |
0.0028 |
0.3% |
0.8765 |
| Range |
0.0136 |
0.0085 |
-0.0051 |
-37.5% |
0.0110 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
116,915 |
104,642 |
-12,273 |
-10.5% |
403,532 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9036 |
0.9005 |
0.8850 |
|
| R3 |
0.8951 |
0.8920 |
0.8826 |
|
| R2 |
0.8866 |
0.8866 |
0.8819 |
|
| R1 |
0.8835 |
0.8835 |
0.8811 |
0.8851 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8789 |
| S1 |
0.8750 |
0.8750 |
0.8795 |
0.8766 |
| S2 |
0.8696 |
0.8696 |
0.8787 |
|
| S3 |
0.8611 |
0.8665 |
0.8780 |
|
| S4 |
0.8526 |
0.8580 |
0.8756 |
|
|
| 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 |
0.8882 |
0.8688 |
0.0194 |
2.2% |
0.0090 |
1.0% |
59% |
False |
False |
87,440 |
| 10 |
0.8882 |
0.8688 |
0.0194 |
2.2% |
0.0079 |
0.9% |
59% |
False |
False |
84,505 |
| 20 |
0.8882 |
0.8598 |
0.0284 |
3.2% |
0.0106 |
1.2% |
72% |
False |
False |
110,567 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0098 |
1.1% |
28% |
False |
False |
111,167 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0081 |
0.9% |
28% |
False |
False |
74,538 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0071 |
0.8% |
27% |
False |
False |
55,959 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.0% |
0.0064 |
0.7% |
26% |
False |
False |
44,783 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.0% |
0.0056 |
0.6% |
26% |
False |
False |
37,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9036 |
|
1.618 |
0.8951 |
|
1.000 |
0.8898 |
|
0.618 |
0.8866 |
|
HIGH |
0.8813 |
|
0.618 |
0.8781 |
|
0.500 |
0.8771 |
|
0.382 |
0.8760 |
|
LOW |
0.8728 |
|
0.618 |
0.8675 |
|
1.000 |
0.8643 |
|
1.618 |
0.8590 |
|
2.618 |
0.8505 |
|
4.250 |
0.8367 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8805 |
| PP |
0.8781 |
0.8804 |
| S1 |
0.8771 |
0.8804 |
|