CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8550 |
0.8538 |
-0.0012 |
-0.1% |
0.8734 |
| High |
0.8604 |
0.8638 |
0.0034 |
0.4% |
0.8737 |
| Low |
0.8530 |
0.8520 |
-0.0010 |
-0.1% |
0.8520 |
| Close |
0.8549 |
0.8615 |
0.0066 |
0.8% |
0.8615 |
| Range |
0.0074 |
0.0118 |
0.0044 |
59.5% |
0.0217 |
| ATR |
0.0100 |
0.0102 |
0.0001 |
1.2% |
0.0000 |
| Volume |
123,050 |
138,731 |
15,681 |
12.7% |
643,620 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8945 |
0.8898 |
0.8680 |
|
| R3 |
0.8827 |
0.8780 |
0.8647 |
|
| R2 |
0.8709 |
0.8709 |
0.8637 |
|
| R1 |
0.8662 |
0.8662 |
0.8626 |
0.8686 |
| PP |
0.8591 |
0.8591 |
0.8591 |
0.8603 |
| S1 |
0.8544 |
0.8544 |
0.8604 |
0.8568 |
| S2 |
0.8473 |
0.8473 |
0.8593 |
|
| S3 |
0.8355 |
0.8426 |
0.8583 |
|
| S4 |
0.8237 |
0.8308 |
0.8550 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9275 |
0.9162 |
0.8734 |
|
| R3 |
0.9058 |
0.8945 |
0.8675 |
|
| R2 |
0.8841 |
0.8841 |
0.8655 |
|
| R1 |
0.8728 |
0.8728 |
0.8635 |
0.8676 |
| PP |
0.8624 |
0.8624 |
0.8624 |
0.8598 |
| S1 |
0.8511 |
0.8511 |
0.8595 |
0.8459 |
| S2 |
0.8407 |
0.8407 |
0.8575 |
|
| S3 |
0.8190 |
0.8294 |
0.8555 |
|
| S4 |
0.7973 |
0.8077 |
0.8496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8737 |
0.8520 |
0.0217 |
2.5% |
0.0116 |
1.3% |
44% |
False |
True |
128,724 |
| 10 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0100 |
1.2% |
26% |
False |
True |
113,172 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0100 |
1.2% |
26% |
False |
True |
107,820 |
| 40 |
0.9055 |
0.8520 |
0.0535 |
6.2% |
0.0100 |
1.2% |
18% |
False |
True |
121,827 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0087 |
1.0% |
12% |
False |
True |
87,499 |
| 80 |
0.9364 |
0.8520 |
0.0844 |
9.8% |
0.0077 |
0.9% |
11% |
False |
True |
65,697 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0068 |
0.8% |
11% |
False |
True |
52,583 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0060 |
0.7% |
11% |
False |
True |
43,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9140 |
|
2.618 |
0.8947 |
|
1.618 |
0.8829 |
|
1.000 |
0.8756 |
|
0.618 |
0.8711 |
|
HIGH |
0.8638 |
|
0.618 |
0.8593 |
|
0.500 |
0.8579 |
|
0.382 |
0.8565 |
|
LOW |
0.8520 |
|
0.618 |
0.8447 |
|
1.000 |
0.8402 |
|
1.618 |
0.8329 |
|
2.618 |
0.8211 |
|
4.250 |
0.8019 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8603 |
0.8629 |
| PP |
0.8591 |
0.8624 |
| S1 |
0.8579 |
0.8620 |
|