CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8765 |
0.8813 |
0.0048 |
0.5% |
0.8772 |
| High |
0.8813 |
0.8818 |
0.0005 |
0.1% |
0.8882 |
| Low |
0.8728 |
0.8739 |
0.0011 |
0.1% |
0.8728 |
| Close |
0.8803 |
0.8769 |
-0.0034 |
-0.4% |
0.8769 |
| Range |
0.0085 |
0.0079 |
-0.0006 |
-7.1% |
0.0154 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
104,642 |
136,514 |
31,872 |
30.5% |
488,108 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9012 |
0.8970 |
0.8812 |
|
| R3 |
0.8933 |
0.8891 |
0.8791 |
|
| R2 |
0.8854 |
0.8854 |
0.8783 |
|
| R1 |
0.8812 |
0.8812 |
0.8776 |
0.8794 |
| PP |
0.8775 |
0.8775 |
0.8775 |
0.8766 |
| S1 |
0.8733 |
0.8733 |
0.8762 |
0.8715 |
| S2 |
0.8696 |
0.8696 |
0.8755 |
|
| S3 |
0.8617 |
0.8654 |
0.8747 |
|
| S4 |
0.8538 |
0.8575 |
0.8726 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9166 |
0.8854 |
|
| R3 |
0.9101 |
0.9012 |
0.8811 |
|
| R2 |
0.8947 |
0.8947 |
0.8797 |
|
| R1 |
0.8858 |
0.8858 |
0.8783 |
0.8826 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8777 |
| S1 |
0.8704 |
0.8704 |
0.8755 |
0.8672 |
| S2 |
0.8639 |
0.8639 |
0.8741 |
|
| S3 |
0.8485 |
0.8550 |
0.8727 |
|
| S4 |
0.8331 |
0.8396 |
0.8684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8882 |
0.8728 |
0.0154 |
1.8% |
0.0085 |
1.0% |
27% |
False |
False |
97,621 |
| 10 |
0.8882 |
0.8688 |
0.0194 |
2.2% |
0.0079 |
0.9% |
42% |
False |
False |
89,164 |
| 20 |
0.8882 |
0.8610 |
0.0272 |
3.1% |
0.0101 |
1.2% |
58% |
False |
False |
110,207 |
| 40 |
0.9310 |
0.8598 |
0.0712 |
8.1% |
0.0098 |
1.1% |
24% |
False |
False |
114,393 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0081 |
0.9% |
23% |
False |
False |
76,801 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0072 |
0.8% |
22% |
False |
False |
57,664 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0065 |
0.7% |
21% |
False |
False |
46,148 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0056 |
0.6% |
21% |
False |
False |
38,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9154 |
|
2.618 |
0.9025 |
|
1.618 |
0.8946 |
|
1.000 |
0.8897 |
|
0.618 |
0.8867 |
|
HIGH |
0.8818 |
|
0.618 |
0.8788 |
|
0.500 |
0.8779 |
|
0.382 |
0.8769 |
|
LOW |
0.8739 |
|
0.618 |
0.8690 |
|
1.000 |
0.8660 |
|
1.618 |
0.8611 |
|
2.618 |
0.8532 |
|
4.250 |
0.8403 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8779 |
0.8805 |
| PP |
0.8775 |
0.8793 |
| S1 |
0.8772 |
0.8781 |
|