CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8700 |
0.8588 |
-0.0112 |
-1.3% |
0.8623 |
| High |
0.8703 |
0.8627 |
-0.0076 |
-0.9% |
0.8750 |
| Low |
0.8586 |
0.8552 |
-0.0034 |
-0.4% |
0.8570 |
| Close |
0.8601 |
0.8622 |
0.0021 |
0.2% |
0.8739 |
| Range |
0.0117 |
0.0075 |
-0.0042 |
-35.9% |
0.0180 |
| ATR |
0.0100 |
0.0099 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
111,545 |
106,328 |
-5,217 |
-4.7% |
470,006 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8825 |
0.8799 |
0.8663 |
|
| R3 |
0.8750 |
0.8724 |
0.8643 |
|
| R2 |
0.8675 |
0.8675 |
0.8636 |
|
| R1 |
0.8649 |
0.8649 |
0.8629 |
0.8662 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8607 |
| S1 |
0.8574 |
0.8574 |
0.8615 |
0.8587 |
| S2 |
0.8525 |
0.8525 |
0.8608 |
|
| S3 |
0.8450 |
0.8499 |
0.8601 |
|
| S4 |
0.8375 |
0.8424 |
0.8581 |
|
|
| 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 |
0.8552 |
0.0226 |
2.6% |
0.0095 |
1.1% |
31% |
False |
True |
97,730 |
| 10 |
0.8778 |
0.8520 |
0.0258 |
3.0% |
0.0097 |
1.1% |
40% |
False |
False |
99,253 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0098 |
1.1% |
28% |
False |
False |
103,556 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0100 |
1.2% |
28% |
False |
False |
113,478 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0095 |
1.1% |
12% |
False |
False |
101,622 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0083 |
1.0% |
12% |
False |
False |
76,354 |
| 100 |
0.9376 |
0.8520 |
0.0856 |
9.9% |
0.0074 |
0.9% |
12% |
False |
False |
61,117 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0066 |
0.8% |
12% |
False |
False |
50,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8946 |
|
2.618 |
0.8823 |
|
1.618 |
0.8748 |
|
1.000 |
0.8702 |
|
0.618 |
0.8673 |
|
HIGH |
0.8627 |
|
0.618 |
0.8598 |
|
0.500 |
0.8590 |
|
0.382 |
0.8581 |
|
LOW |
0.8552 |
|
0.618 |
0.8506 |
|
1.000 |
0.8477 |
|
1.618 |
0.8431 |
|
2.618 |
0.8356 |
|
4.250 |
0.8233 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8611 |
0.8641 |
| PP |
0.8600 |
0.8635 |
| S1 |
0.8590 |
0.8628 |
|