CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8813 |
0.8734 |
-0.0079 |
-0.9% |
0.8772 |
| High |
0.8818 |
0.8736 |
-0.0082 |
-0.9% |
0.8882 |
| Low |
0.8739 |
0.8652 |
-0.0087 |
-1.0% |
0.8728 |
| Close |
0.8769 |
0.8661 |
-0.0108 |
-1.2% |
0.8769 |
| Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0154 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.9% |
0.0000 |
| Volume |
136,514 |
112,489 |
-24,025 |
-17.6% |
488,108 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8935 |
0.8882 |
0.8707 |
|
| R3 |
0.8851 |
0.8798 |
0.8684 |
|
| R2 |
0.8767 |
0.8767 |
0.8676 |
|
| R1 |
0.8714 |
0.8714 |
0.8669 |
0.8699 |
| PP |
0.8683 |
0.8683 |
0.8683 |
0.8675 |
| S1 |
0.8630 |
0.8630 |
0.8653 |
0.8615 |
| S2 |
0.8599 |
0.8599 |
0.8646 |
|
| S3 |
0.8515 |
0.8546 |
0.8638 |
|
| S4 |
0.8431 |
0.8462 |
0.8615 |
|
|
| 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 |
0.8652 |
0.0230 |
2.7% |
0.0094 |
1.1% |
4% |
False |
True |
109,443 |
| 10 |
0.8882 |
0.8652 |
0.0230 |
2.7% |
0.0082 |
0.9% |
4% |
False |
True |
95,236 |
| 20 |
0.8882 |
0.8613 |
0.0269 |
3.1% |
0.0099 |
1.1% |
18% |
False |
False |
109,779 |
| 40 |
0.9226 |
0.8598 |
0.0628 |
7.3% |
0.0098 |
1.1% |
10% |
False |
False |
116,761 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0081 |
0.9% |
9% |
False |
False |
78,668 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0072 |
0.8% |
8% |
False |
False |
59,068 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0065 |
0.7% |
8% |
False |
False |
47,272 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.2% |
0.0057 |
0.7% |
8% |
False |
False |
39,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9093 |
|
2.618 |
0.8956 |
|
1.618 |
0.8872 |
|
1.000 |
0.8820 |
|
0.618 |
0.8788 |
|
HIGH |
0.8736 |
|
0.618 |
0.8704 |
|
0.500 |
0.8694 |
|
0.382 |
0.8684 |
|
LOW |
0.8652 |
|
0.618 |
0.8600 |
|
1.000 |
0.8568 |
|
1.618 |
0.8516 |
|
2.618 |
0.8432 |
|
4.250 |
0.8295 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8694 |
0.8735 |
| PP |
0.8683 |
0.8710 |
| S1 |
0.8672 |
0.8686 |
|