CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8734 |
0.8664 |
-0.0070 |
-0.8% |
0.8772 |
| High |
0.8736 |
0.8725 |
-0.0011 |
-0.1% |
0.8882 |
| Low |
0.8652 |
0.8620 |
-0.0032 |
-0.4% |
0.8728 |
| Close |
0.8661 |
0.8717 |
0.0056 |
0.6% |
0.8769 |
| Range |
0.0084 |
0.0105 |
0.0021 |
25.0% |
0.0154 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.8% |
0.0000 |
| Volume |
112,489 |
115,079 |
2,590 |
2.3% |
488,108 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9002 |
0.8965 |
0.8775 |
|
| R3 |
0.8897 |
0.8860 |
0.8746 |
|
| R2 |
0.8792 |
0.8792 |
0.8736 |
|
| R1 |
0.8755 |
0.8755 |
0.8727 |
0.8774 |
| PP |
0.8687 |
0.8687 |
0.8687 |
0.8697 |
| S1 |
0.8650 |
0.8650 |
0.8707 |
0.8669 |
| S2 |
0.8582 |
0.8582 |
0.8698 |
|
| S3 |
0.8477 |
0.8545 |
0.8688 |
|
| S4 |
0.8372 |
0.8440 |
0.8659 |
|
|
| 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 |
0.8620 |
0.0262 |
3.0% |
0.0098 |
1.1% |
37% |
False |
True |
117,127 |
| 10 |
0.8882 |
0.8620 |
0.0262 |
3.0% |
0.0085 |
1.0% |
37% |
False |
True |
97,291 |
| 20 |
0.8882 |
0.8613 |
0.0269 |
3.1% |
0.0099 |
1.1% |
39% |
False |
False |
108,644 |
| 40 |
0.9156 |
0.8598 |
0.0558 |
6.4% |
0.0098 |
1.1% |
21% |
False |
False |
118,132 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.5% |
0.0083 |
0.9% |
16% |
False |
False |
80,578 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.8% |
0.0074 |
0.8% |
16% |
False |
False |
60,506 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0066 |
0.8% |
15% |
False |
False |
48,423 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0058 |
0.7% |
15% |
False |
False |
40,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9171 |
|
2.618 |
0.9000 |
|
1.618 |
0.8895 |
|
1.000 |
0.8830 |
|
0.618 |
0.8790 |
|
HIGH |
0.8725 |
|
0.618 |
0.8685 |
|
0.500 |
0.8673 |
|
0.382 |
0.8660 |
|
LOW |
0.8620 |
|
0.618 |
0.8555 |
|
1.000 |
0.8515 |
|
1.618 |
0.8450 |
|
2.618 |
0.8345 |
|
4.250 |
0.8174 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8702 |
0.8719 |
| PP |
0.8687 |
0.8718 |
| S1 |
0.8673 |
0.8718 |
|