CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8739 |
0.8685 |
-0.0054 |
-0.6% |
0.8623 |
| High |
0.8778 |
0.8730 |
-0.0048 |
-0.5% |
0.8750 |
| Low |
0.8678 |
0.8665 |
-0.0013 |
-0.1% |
0.8570 |
| Close |
0.8692 |
0.8712 |
0.0020 |
0.2% |
0.8739 |
| Range |
0.0100 |
0.0065 |
-0.0035 |
-35.0% |
0.0180 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
82,561 |
83,359 |
798 |
1.0% |
470,006 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8897 |
0.8870 |
0.8748 |
|
| R3 |
0.8832 |
0.8805 |
0.8730 |
|
| R2 |
0.8767 |
0.8767 |
0.8724 |
|
| R1 |
0.8740 |
0.8740 |
0.8718 |
0.8754 |
| PP |
0.8702 |
0.8702 |
0.8702 |
0.8709 |
| S1 |
0.8675 |
0.8675 |
0.8706 |
0.8689 |
| S2 |
0.8637 |
0.8637 |
0.8700 |
|
| S3 |
0.8572 |
0.8610 |
0.8694 |
|
| S4 |
0.8507 |
0.8545 |
0.8676 |
|
|
| 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 |
0.8631 |
0.0147 |
1.7% |
0.0092 |
1.1% |
55% |
False |
False |
89,718 |
| 10 |
0.8778 |
0.8520 |
0.0258 |
3.0% |
0.0105 |
1.2% |
74% |
False |
False |
105,197 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0095 |
1.1% |
53% |
False |
False |
101,244 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0100 |
1.1% |
53% |
False |
False |
114,699 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0094 |
1.1% |
23% |
False |
False |
98,024 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.4% |
0.0082 |
0.9% |
23% |
False |
False |
73,633 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0073 |
0.8% |
22% |
False |
False |
58,938 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.0% |
0.0065 |
0.7% |
22% |
False |
False |
49,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9006 |
|
2.618 |
0.8900 |
|
1.618 |
0.8835 |
|
1.000 |
0.8795 |
|
0.618 |
0.8770 |
|
HIGH |
0.8730 |
|
0.618 |
0.8705 |
|
0.500 |
0.8698 |
|
0.382 |
0.8690 |
|
LOW |
0.8665 |
|
0.618 |
0.8625 |
|
1.000 |
0.8600 |
|
1.618 |
0.8560 |
|
2.618 |
0.8495 |
|
4.250 |
0.8389 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8707 |
0.8710 |
| PP |
0.8702 |
0.8707 |
| S1 |
0.8698 |
0.8705 |
|