CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8728 |
0.8550 |
-0.0178 |
-2.0% |
0.8772 |
| High |
0.8737 |
0.8604 |
-0.0133 |
-1.5% |
0.8882 |
| Low |
0.8540 |
0.8530 |
-0.0010 |
-0.1% |
0.8728 |
| Close |
0.8556 |
0.8549 |
-0.0007 |
-0.1% |
0.8769 |
| Range |
0.0197 |
0.0074 |
-0.0123 |
-62.4% |
0.0154 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
154,271 |
123,050 |
-31,221 |
-20.2% |
488,108 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8740 |
0.8590 |
|
| R3 |
0.8709 |
0.8666 |
0.8569 |
|
| R2 |
0.8635 |
0.8635 |
0.8563 |
|
| R1 |
0.8592 |
0.8592 |
0.8556 |
0.8577 |
| PP |
0.8561 |
0.8561 |
0.8561 |
0.8553 |
| S1 |
0.8518 |
0.8518 |
0.8542 |
0.8503 |
| S2 |
0.8487 |
0.8487 |
0.8535 |
|
| S3 |
0.8413 |
0.8444 |
0.8529 |
|
| S4 |
0.8339 |
0.8370 |
0.8508 |
|
|
| 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 |
0.8530 |
0.0288 |
3.4% |
0.0108 |
1.3% |
7% |
False |
True |
128,280 |
| 10 |
0.8882 |
0.8530 |
0.0352 |
4.1% |
0.0099 |
1.2% |
5% |
False |
True |
107,860 |
| 20 |
0.8882 |
0.8530 |
0.0352 |
4.1% |
0.0100 |
1.2% |
5% |
False |
True |
107,089 |
| 40 |
0.9055 |
0.8530 |
0.0525 |
6.1% |
0.0099 |
1.2% |
4% |
False |
True |
121,414 |
| 60 |
0.9338 |
0.8530 |
0.0808 |
9.5% |
0.0086 |
1.0% |
2% |
False |
True |
85,195 |
| 80 |
0.9364 |
0.8530 |
0.0834 |
9.8% |
0.0076 |
0.9% |
2% |
False |
True |
63,965 |
| 100 |
0.9394 |
0.8530 |
0.0864 |
10.1% |
0.0068 |
0.8% |
2% |
False |
True |
51,196 |
| 120 |
0.9394 |
0.8530 |
0.0864 |
10.1% |
0.0060 |
0.7% |
2% |
False |
True |
42,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8919 |
|
2.618 |
0.8798 |
|
1.618 |
0.8724 |
|
1.000 |
0.8678 |
|
0.618 |
0.8650 |
|
HIGH |
0.8604 |
|
0.618 |
0.8576 |
|
0.500 |
0.8567 |
|
0.382 |
0.8558 |
|
LOW |
0.8530 |
|
0.618 |
0.8484 |
|
1.000 |
0.8456 |
|
1.618 |
0.8410 |
|
2.618 |
0.8336 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8567 |
0.8634 |
| PP |
0.8561 |
0.8605 |
| S1 |
0.8555 |
0.8577 |
|