CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8623 |
0.8599 |
-0.0024 |
-0.3% |
0.8734 |
| High |
0.8661 |
0.8698 |
0.0037 |
0.4% |
0.8737 |
| Low |
0.8587 |
0.8570 |
-0.0017 |
-0.2% |
0.8520 |
| Close |
0.8593 |
0.8651 |
0.0058 |
0.7% |
0.8615 |
| Range |
0.0074 |
0.0128 |
0.0054 |
73.0% |
0.0217 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0000 |
| Volume |
74,596 |
112,737 |
38,141 |
51.1% |
643,620 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9024 |
0.8965 |
0.8721 |
|
| R3 |
0.8896 |
0.8837 |
0.8686 |
|
| R2 |
0.8768 |
0.8768 |
0.8674 |
|
| R1 |
0.8709 |
0.8709 |
0.8663 |
0.8739 |
| PP |
0.8640 |
0.8640 |
0.8640 |
0.8654 |
| S1 |
0.8581 |
0.8581 |
0.8639 |
0.8611 |
| S2 |
0.8512 |
0.8512 |
0.8628 |
|
| S3 |
0.8384 |
0.8453 |
0.8616 |
|
| S4 |
0.8256 |
0.8325 |
0.8581 |
|
|
| 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% |
0.0118 |
1.4% |
60% |
False |
False |
120,677 |
| 10 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0108 |
1.2% |
36% |
False |
False |
118,902 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0098 |
1.1% |
36% |
False |
False |
107,229 |
| 40 |
0.9030 |
0.8520 |
0.0510 |
5.9% |
0.0100 |
1.2% |
26% |
False |
False |
120,425 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0090 |
1.0% |
16% |
False |
False |
90,610 |
| 80 |
0.9364 |
0.8520 |
0.0844 |
9.8% |
0.0078 |
0.9% |
16% |
False |
False |
68,036 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0070 |
0.8% |
15% |
False |
False |
54,455 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0061 |
0.7% |
15% |
False |
False |
45,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9242 |
|
2.618 |
0.9033 |
|
1.618 |
0.8905 |
|
1.000 |
0.8826 |
|
0.618 |
0.8777 |
|
HIGH |
0.8698 |
|
0.618 |
0.8649 |
|
0.500 |
0.8634 |
|
0.382 |
0.8619 |
|
LOW |
0.8570 |
|
0.618 |
0.8491 |
|
1.000 |
0.8442 |
|
1.618 |
0.8363 |
|
2.618 |
0.8235 |
|
4.250 |
0.8026 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8645 |
0.8637 |
| PP |
0.8640 |
0.8623 |
| S1 |
0.8634 |
0.8609 |
|