CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8685 |
0.8700 |
0.0015 |
0.2% |
0.8623 |
| High |
0.8730 |
0.8703 |
-0.0027 |
-0.3% |
0.8750 |
| Low |
0.8665 |
0.8586 |
-0.0079 |
-0.9% |
0.8570 |
| Close |
0.8712 |
0.8601 |
-0.0111 |
-1.3% |
0.8739 |
| Range |
0.0065 |
0.0117 |
0.0052 |
80.0% |
0.0180 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
83,359 |
111,545 |
28,186 |
33.8% |
470,006 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8981 |
0.8908 |
0.8665 |
|
| R3 |
0.8864 |
0.8791 |
0.8633 |
|
| R2 |
0.8747 |
0.8747 |
0.8622 |
|
| R1 |
0.8674 |
0.8674 |
0.8612 |
0.8652 |
| PP |
0.8630 |
0.8630 |
0.8630 |
0.8619 |
| S1 |
0.8557 |
0.8557 |
0.8590 |
0.8535 |
| S2 |
0.8513 |
0.8513 |
0.8580 |
|
| S3 |
0.8396 |
0.8440 |
0.8569 |
|
| S4 |
0.8279 |
0.8323 |
0.8537 |
|
|
| 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 |
0.8586 |
0.0192 |
2.2% |
0.0099 |
1.1% |
8% |
False |
True |
93,461 |
| 10 |
0.8778 |
0.8520 |
0.0258 |
3.0% |
0.0097 |
1.1% |
31% |
False |
False |
100,925 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0097 |
1.1% |
22% |
False |
False |
102,741 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0101 |
1.2% |
22% |
False |
False |
114,616 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0095 |
1.1% |
10% |
False |
False |
99,870 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0083 |
1.0% |
10% |
False |
False |
75,027 |
| 100 |
0.9394 |
0.8520 |
0.0874 |
10.2% |
0.0074 |
0.9% |
9% |
False |
False |
60,054 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.2% |
0.0066 |
0.8% |
9% |
False |
False |
50,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9009 |
|
1.618 |
0.8892 |
|
1.000 |
0.8820 |
|
0.618 |
0.8775 |
|
HIGH |
0.8703 |
|
0.618 |
0.8658 |
|
0.500 |
0.8645 |
|
0.382 |
0.8631 |
|
LOW |
0.8586 |
|
0.618 |
0.8514 |
|
1.000 |
0.8469 |
|
1.618 |
0.8397 |
|
2.618 |
0.8280 |
|
4.250 |
0.8089 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8645 |
0.8682 |
| PP |
0.8630 |
0.8655 |
| S1 |
0.8616 |
0.8628 |
|