CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8588 |
0.8605 |
0.0017 |
0.2% |
0.8739 |
| High |
0.8627 |
0.8709 |
0.0082 |
1.0% |
0.8778 |
| Low |
0.8552 |
0.8592 |
0.0040 |
0.5% |
0.8552 |
| Close |
0.8622 |
0.8648 |
0.0026 |
0.3% |
0.8648 |
| Range |
0.0075 |
0.0117 |
0.0042 |
56.0% |
0.0226 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.3% |
0.0000 |
| Volume |
106,328 |
122,559 |
16,231 |
15.3% |
506,352 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9001 |
0.8941 |
0.8712 |
|
| R3 |
0.8884 |
0.8824 |
0.8680 |
|
| R2 |
0.8767 |
0.8767 |
0.8669 |
|
| R1 |
0.8707 |
0.8707 |
0.8659 |
0.8737 |
| PP |
0.8650 |
0.8650 |
0.8650 |
0.8665 |
| S1 |
0.8590 |
0.8590 |
0.8637 |
0.8620 |
| S2 |
0.8533 |
0.8533 |
0.8627 |
|
| S3 |
0.8416 |
0.8473 |
0.8616 |
|
| S4 |
0.8299 |
0.8356 |
0.8584 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9219 |
0.8772 |
|
| R3 |
0.9111 |
0.8993 |
0.8710 |
|
| R2 |
0.8885 |
0.8885 |
0.8689 |
|
| R1 |
0.8767 |
0.8767 |
0.8669 |
0.8713 |
| PP |
0.8659 |
0.8659 |
0.8659 |
0.8633 |
| S1 |
0.8541 |
0.8541 |
0.8627 |
0.8487 |
| S2 |
0.8433 |
0.8433 |
0.8607 |
|
| S3 |
0.8207 |
0.8315 |
0.8586 |
|
| S4 |
0.7981 |
0.8089 |
0.8524 |
|
|
| 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% |
42% |
False |
False |
101,270 |
| 10 |
0.8778 |
0.8552 |
0.0226 |
2.6% |
0.0097 |
1.1% |
42% |
False |
False |
97,635 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0099 |
1.1% |
35% |
False |
False |
105,404 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0102 |
1.2% |
35% |
False |
False |
113,533 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0097 |
1.1% |
16% |
False |
False |
103,649 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0084 |
1.0% |
16% |
False |
False |
77,876 |
| 100 |
0.9364 |
0.8520 |
0.0844 |
9.8% |
0.0075 |
0.9% |
15% |
False |
False |
62,341 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.1% |
0.0067 |
0.8% |
15% |
False |
False |
51,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9206 |
|
2.618 |
0.9015 |
|
1.618 |
0.8898 |
|
1.000 |
0.8826 |
|
0.618 |
0.8781 |
|
HIGH |
0.8709 |
|
0.618 |
0.8664 |
|
0.500 |
0.8651 |
|
0.382 |
0.8637 |
|
LOW |
0.8592 |
|
0.618 |
0.8520 |
|
1.000 |
0.8475 |
|
1.618 |
0.8403 |
|
2.618 |
0.8286 |
|
4.250 |
0.8095 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8651 |
0.8642 |
| PP |
0.8650 |
0.8636 |
| S1 |
0.8649 |
0.8631 |
|