CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8693 |
0.8693 |
0.0000 |
0.0% |
0.8623 |
| High |
0.8746 |
0.8750 |
0.0004 |
0.0% |
0.8750 |
| Low |
0.8653 |
0.8631 |
-0.0022 |
-0.3% |
0.8570 |
| Close |
0.8705 |
0.8739 |
0.0034 |
0.4% |
0.8739 |
| Range |
0.0093 |
0.0119 |
0.0026 |
28.0% |
0.0180 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.4% |
0.0000 |
| Volume |
84,984 |
104,860 |
19,876 |
23.4% |
470,006 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9020 |
0.8804 |
|
| R3 |
0.8945 |
0.8901 |
0.8772 |
|
| R2 |
0.8826 |
0.8826 |
0.8761 |
|
| R1 |
0.8782 |
0.8782 |
0.8750 |
0.8804 |
| PP |
0.8707 |
0.8707 |
0.8707 |
0.8718 |
| S1 |
0.8663 |
0.8663 |
0.8728 |
0.8685 |
| S2 |
0.8588 |
0.8588 |
0.8717 |
|
| S3 |
0.8469 |
0.8544 |
0.8706 |
|
| S4 |
0.8350 |
0.8425 |
0.8674 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9163 |
0.8838 |
|
| R3 |
0.9046 |
0.8983 |
0.8789 |
|
| R2 |
0.8866 |
0.8866 |
0.8772 |
|
| R1 |
0.8803 |
0.8803 |
0.8756 |
0.8835 |
| PP |
0.8686 |
0.8686 |
0.8686 |
0.8702 |
| S1 |
0.8623 |
0.8623 |
0.8723 |
0.8655 |
| S2 |
0.8506 |
0.8506 |
0.8706 |
|
| S3 |
0.8326 |
0.8443 |
0.8690 |
|
| S4 |
0.8146 |
0.8263 |
0.8640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8750 |
0.8570 |
0.0180 |
2.1% |
0.0099 |
1.1% |
94% |
True |
False |
94,001 |
| 10 |
0.8750 |
0.8520 |
0.0230 |
2.6% |
0.0107 |
1.2% |
95% |
True |
False |
111,362 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.1% |
0.0093 |
1.1% |
60% |
False |
False |
100,263 |
| 40 |
0.8897 |
0.8520 |
0.0377 |
4.3% |
0.0100 |
1.1% |
58% |
False |
False |
117,063 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0092 |
1.1% |
27% |
False |
False |
95,293 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0080 |
0.9% |
27% |
False |
False |
71,562 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0072 |
0.8% |
25% |
False |
False |
57,280 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0064 |
0.7% |
25% |
False |
False |
47,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9256 |
|
2.618 |
0.9062 |
|
1.618 |
0.8943 |
|
1.000 |
0.8869 |
|
0.618 |
0.8824 |
|
HIGH |
0.8750 |
|
0.618 |
0.8705 |
|
0.500 |
0.8691 |
|
0.382 |
0.8676 |
|
LOW |
0.8631 |
|
0.618 |
0.8557 |
|
1.000 |
0.8512 |
|
1.618 |
0.8438 |
|
2.618 |
0.8319 |
|
4.250 |
0.8125 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8723 |
0.8723 |
| PP |
0.8707 |
0.8707 |
| S1 |
0.8691 |
0.8691 |
|