CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8538 |
0.8623 |
0.0085 |
1.0% |
0.8734 |
| High |
0.8638 |
0.8661 |
0.0023 |
0.3% |
0.8737 |
| Low |
0.8520 |
0.8587 |
0.0067 |
0.8% |
0.8520 |
| Close |
0.8615 |
0.8593 |
-0.0022 |
-0.3% |
0.8615 |
| Range |
0.0118 |
0.0074 |
-0.0044 |
-37.3% |
0.0217 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
138,731 |
74,596 |
-64,135 |
-46.2% |
643,620 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8836 |
0.8788 |
0.8634 |
|
| R3 |
0.8762 |
0.8714 |
0.8613 |
|
| R2 |
0.8688 |
0.8688 |
0.8607 |
|
| R1 |
0.8640 |
0.8640 |
0.8600 |
0.8627 |
| PP |
0.8614 |
0.8614 |
0.8614 |
0.8607 |
| S1 |
0.8566 |
0.8566 |
0.8586 |
0.8553 |
| S2 |
0.8540 |
0.8540 |
0.8579 |
|
| S3 |
0.8466 |
0.8492 |
0.8573 |
|
| S4 |
0.8392 |
0.8418 |
0.8552 |
|
|
| 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% |
0.0114 |
1.3% |
34% |
False |
False |
121,145 |
| 10 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0104 |
1.2% |
20% |
False |
False |
115,294 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0097 |
1.1% |
20% |
False |
False |
106,614 |
| 40 |
0.9055 |
0.8520 |
0.0535 |
6.2% |
0.0100 |
1.2% |
14% |
False |
False |
121,056 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0088 |
1.0% |
9% |
False |
False |
88,736 |
| 80 |
0.9364 |
0.8520 |
0.0844 |
9.8% |
0.0077 |
0.9% |
9% |
False |
False |
66,628 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.2% |
0.0069 |
0.8% |
8% |
False |
False |
53,328 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.2% |
0.0061 |
0.7% |
8% |
False |
False |
44,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8976 |
|
2.618 |
0.8855 |
|
1.618 |
0.8781 |
|
1.000 |
0.8735 |
|
0.618 |
0.8707 |
|
HIGH |
0.8661 |
|
0.618 |
0.8633 |
|
0.500 |
0.8624 |
|
0.382 |
0.8615 |
|
LOW |
0.8587 |
|
0.618 |
0.8541 |
|
1.000 |
0.8513 |
|
1.618 |
0.8467 |
|
2.618 |
0.8393 |
|
4.250 |
0.8273 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8624 |
0.8592 |
| PP |
0.8614 |
0.8591 |
| S1 |
0.8603 |
0.8591 |
|