CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8693 |
0.8739 |
0.0046 |
0.5% |
0.8623 |
| High |
0.8750 |
0.8778 |
0.0028 |
0.3% |
0.8750 |
| Low |
0.8631 |
0.8678 |
0.0047 |
0.5% |
0.8570 |
| Close |
0.8739 |
0.8692 |
-0.0047 |
-0.5% |
0.8739 |
| Range |
0.0119 |
0.0100 |
-0.0019 |
-16.0% |
0.0180 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
104,860 |
82,561 |
-22,299 |
-21.3% |
470,006 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9016 |
0.8954 |
0.8747 |
|
| R3 |
0.8916 |
0.8854 |
0.8720 |
|
| R2 |
0.8816 |
0.8816 |
0.8710 |
|
| R1 |
0.8754 |
0.8754 |
0.8701 |
0.8735 |
| PP |
0.8716 |
0.8716 |
0.8716 |
0.8707 |
| S1 |
0.8654 |
0.8654 |
0.8683 |
0.8635 |
| S2 |
0.8616 |
0.8616 |
0.8674 |
|
| S3 |
0.8516 |
0.8554 |
0.8665 |
|
| S4 |
0.8416 |
0.8454 |
0.8637 |
|
|
| 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 |
0.8778 |
0.8570 |
0.0208 |
2.4% |
0.0104 |
1.2% |
59% |
True |
False |
95,594 |
| 10 |
0.8778 |
0.8520 |
0.0258 |
3.0% |
0.0109 |
1.3% |
67% |
True |
False |
108,369 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0095 |
1.1% |
48% |
False |
False |
101,803 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0100 |
1.2% |
48% |
False |
False |
116,182 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0093 |
1.1% |
21% |
False |
False |
96,647 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0081 |
0.9% |
21% |
False |
False |
72,593 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0073 |
0.8% |
20% |
False |
False |
58,105 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0064 |
0.7% |
20% |
False |
False |
48,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9203 |
|
2.618 |
0.9040 |
|
1.618 |
0.8940 |
|
1.000 |
0.8878 |
|
0.618 |
0.8840 |
|
HIGH |
0.8778 |
|
0.618 |
0.8740 |
|
0.500 |
0.8728 |
|
0.382 |
0.8716 |
|
LOW |
0.8678 |
|
0.618 |
0.8616 |
|
1.000 |
0.8578 |
|
1.618 |
0.8516 |
|
2.618 |
0.8416 |
|
4.250 |
0.8253 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8728 |
0.8705 |
| PP |
0.8716 |
0.8700 |
| S1 |
0.8704 |
0.8696 |
|