CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8670 |
0.8693 |
0.0023 |
0.3% |
0.8734 |
| High |
0.8725 |
0.8746 |
0.0021 |
0.2% |
0.8737 |
| Low |
0.8644 |
0.8653 |
0.0009 |
0.1% |
0.8520 |
| Close |
0.8695 |
0.8705 |
0.0010 |
0.1% |
0.8615 |
| Range |
0.0081 |
0.0093 |
0.0012 |
14.8% |
0.0217 |
| ATR |
0.0100 |
0.0100 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
92,829 |
84,984 |
-7,845 |
-8.5% |
643,620 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8936 |
0.8756 |
|
| R3 |
0.8887 |
0.8843 |
0.8731 |
|
| R2 |
0.8794 |
0.8794 |
0.8722 |
|
| R1 |
0.8750 |
0.8750 |
0.8714 |
0.8772 |
| PP |
0.8701 |
0.8701 |
0.8701 |
0.8713 |
| S1 |
0.8657 |
0.8657 |
0.8696 |
0.8679 |
| S2 |
0.8608 |
0.8608 |
0.8688 |
|
| S3 |
0.8515 |
0.8564 |
0.8679 |
|
| S4 |
0.8422 |
0.8471 |
0.8654 |
|
|
| 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 |
0.8746 |
0.8520 |
0.0226 |
2.6% |
0.0099 |
1.1% |
82% |
True |
False |
100,775 |
| 10 |
0.8818 |
0.8520 |
0.0298 |
3.4% |
0.0103 |
1.2% |
62% |
False |
False |
114,528 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0091 |
1.0% |
51% |
False |
False |
99,516 |
| 40 |
0.8941 |
0.8520 |
0.0421 |
4.8% |
0.0099 |
1.1% |
44% |
False |
False |
117,724 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0091 |
1.0% |
23% |
False |
False |
93,561 |
| 80 |
0.9361 |
0.8520 |
0.0841 |
9.7% |
0.0079 |
0.9% |
22% |
False |
False |
70,255 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0071 |
0.8% |
21% |
False |
False |
56,231 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0063 |
0.7% |
21% |
False |
False |
46,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9141 |
|
2.618 |
0.8989 |
|
1.618 |
0.8896 |
|
1.000 |
0.8839 |
|
0.618 |
0.8803 |
|
HIGH |
0.8746 |
|
0.618 |
0.8710 |
|
0.500 |
0.8700 |
|
0.382 |
0.8689 |
|
LOW |
0.8653 |
|
0.618 |
0.8596 |
|
1.000 |
0.8560 |
|
1.618 |
0.8503 |
|
2.618 |
0.8410 |
|
4.250 |
0.8258 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8703 |
0.8689 |
| PP |
0.8701 |
0.8674 |
| S1 |
0.8700 |
0.8658 |
|