CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8599 |
0.8670 |
0.0071 |
0.8% |
0.8734 |
| High |
0.8698 |
0.8725 |
0.0027 |
0.3% |
0.8737 |
| Low |
0.8570 |
0.8644 |
0.0074 |
0.9% |
0.8520 |
| Close |
0.8651 |
0.8695 |
0.0044 |
0.5% |
0.8615 |
| Range |
0.0128 |
0.0081 |
-0.0047 |
-36.7% |
0.0217 |
| ATR |
0.0102 |
0.0100 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
112,737 |
92,829 |
-19,908 |
-17.7% |
643,620 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8894 |
0.8740 |
|
| R3 |
0.8850 |
0.8813 |
0.8717 |
|
| R2 |
0.8769 |
0.8769 |
0.8710 |
|
| R1 |
0.8732 |
0.8732 |
0.8702 |
0.8751 |
| PP |
0.8688 |
0.8688 |
0.8688 |
0.8697 |
| S1 |
0.8651 |
0.8651 |
0.8688 |
0.8670 |
| S2 |
0.8607 |
0.8607 |
0.8680 |
|
| S3 |
0.8526 |
0.8570 |
0.8673 |
|
| S4 |
0.8445 |
0.8489 |
0.8650 |
|
|
| 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 |
0.8725 |
0.8520 |
0.0205 |
2.4% |
0.0095 |
1.1% |
85% |
True |
False |
108,388 |
| 10 |
0.8818 |
0.8520 |
0.0298 |
3.4% |
0.0103 |
1.2% |
59% |
False |
False |
116,493 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0093 |
1.1% |
48% |
False |
False |
102,372 |
| 40 |
0.8942 |
0.8520 |
0.0422 |
4.9% |
0.0099 |
1.1% |
41% |
False |
False |
118,740 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0090 |
1.0% |
21% |
False |
False |
92,153 |
| 80 |
0.9364 |
0.8520 |
0.0844 |
9.7% |
0.0079 |
0.9% |
21% |
False |
False |
69,196 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0071 |
0.8% |
20% |
False |
False |
55,382 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0062 |
0.7% |
20% |
False |
False |
46,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9069 |
|
2.618 |
0.8937 |
|
1.618 |
0.8856 |
|
1.000 |
0.8806 |
|
0.618 |
0.8775 |
|
HIGH |
0.8725 |
|
0.618 |
0.8694 |
|
0.500 |
0.8685 |
|
0.382 |
0.8675 |
|
LOW |
0.8644 |
|
0.618 |
0.8594 |
|
1.000 |
0.8563 |
|
1.618 |
0.8513 |
|
2.618 |
0.8432 |
|
4.250 |
0.8300 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8692 |
0.8679 |
| PP |
0.8688 |
0.8663 |
| S1 |
0.8685 |
0.8648 |
|