CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8664 |
0.8728 |
0.0064 |
0.7% |
0.8772 |
| High |
0.8725 |
0.8737 |
0.0012 |
0.1% |
0.8882 |
| Low |
0.8620 |
0.8540 |
-0.0080 |
-0.9% |
0.8728 |
| Close |
0.8717 |
0.8556 |
-0.0161 |
-1.8% |
0.8769 |
| Range |
0.0105 |
0.0197 |
0.0092 |
87.6% |
0.0154 |
| ATR |
0.0095 |
0.0102 |
0.0007 |
7.6% |
0.0000 |
| Volume |
115,079 |
154,271 |
39,192 |
34.1% |
488,108 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9202 |
0.9076 |
0.8664 |
|
| R3 |
0.9005 |
0.8879 |
0.8610 |
|
| R2 |
0.8808 |
0.8808 |
0.8592 |
|
| R1 |
0.8682 |
0.8682 |
0.8574 |
0.8647 |
| PP |
0.8611 |
0.8611 |
0.8611 |
0.8593 |
| S1 |
0.8485 |
0.8485 |
0.8538 |
0.8450 |
| S2 |
0.8414 |
0.8414 |
0.8520 |
|
| S3 |
0.8217 |
0.8288 |
0.8502 |
|
| S4 |
0.8020 |
0.8091 |
0.8448 |
|
|
| 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 |
0.8818 |
0.8540 |
0.0278 |
3.2% |
0.0110 |
1.3% |
6% |
False |
True |
124,599 |
| 10 |
0.8882 |
0.8540 |
0.0342 |
4.0% |
0.0097 |
1.1% |
5% |
False |
True |
104,557 |
| 20 |
0.8882 |
0.8540 |
0.0342 |
4.0% |
0.0103 |
1.2% |
5% |
False |
True |
108,302 |
| 40 |
0.9156 |
0.8540 |
0.0616 |
7.2% |
0.0100 |
1.2% |
3% |
False |
True |
120,278 |
| 60 |
0.9338 |
0.8540 |
0.0798 |
9.3% |
0.0086 |
1.0% |
2% |
False |
True |
83,148 |
| 80 |
0.9364 |
0.8540 |
0.0824 |
9.6% |
0.0076 |
0.9% |
2% |
False |
True |
62,429 |
| 100 |
0.9394 |
0.8540 |
0.0854 |
10.0% |
0.0068 |
0.8% |
2% |
False |
True |
49,965 |
| 120 |
0.9394 |
0.8540 |
0.0854 |
10.0% |
0.0059 |
0.7% |
2% |
False |
True |
41,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9253 |
|
1.618 |
0.9056 |
|
1.000 |
0.8934 |
|
0.618 |
0.8859 |
|
HIGH |
0.8737 |
|
0.618 |
0.8662 |
|
0.500 |
0.8639 |
|
0.382 |
0.8615 |
|
LOW |
0.8540 |
|
0.618 |
0.8418 |
|
1.000 |
0.8343 |
|
1.618 |
0.8221 |
|
2.618 |
0.8024 |
|
4.250 |
0.7703 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8639 |
| PP |
0.8611 |
0.8611 |
| S1 |
0.8584 |
0.8584 |
|