CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8605 |
0.8657 |
0.0052 |
0.6% |
0.8739 |
| High |
0.8709 |
0.8687 |
-0.0022 |
-0.3% |
0.8778 |
| Low |
0.8592 |
0.8590 |
-0.0002 |
0.0% |
0.8552 |
| Close |
0.8648 |
0.8597 |
-0.0051 |
-0.6% |
0.8648 |
| Range |
0.0117 |
0.0097 |
-0.0020 |
-17.1% |
0.0226 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
122,559 |
58,552 |
-64,007 |
-52.2% |
506,352 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8916 |
0.8853 |
0.8650 |
|
| R3 |
0.8819 |
0.8756 |
0.8624 |
|
| R2 |
0.8722 |
0.8722 |
0.8615 |
|
| R1 |
0.8659 |
0.8659 |
0.8606 |
0.8642 |
| PP |
0.8625 |
0.8625 |
0.8625 |
0.8616 |
| S1 |
0.8562 |
0.8562 |
0.8588 |
0.8545 |
| S2 |
0.8528 |
0.8528 |
0.8579 |
|
| S3 |
0.8431 |
0.8465 |
0.8570 |
|
| S4 |
0.8334 |
0.8368 |
0.8544 |
|
|
| 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 |
0.8730 |
0.8552 |
0.0178 |
2.1% |
0.0094 |
1.1% |
25% |
False |
False |
96,468 |
| 10 |
0.8778 |
0.8552 |
0.0226 |
2.6% |
0.0099 |
1.2% |
20% |
False |
False |
96,031 |
| 20 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0102 |
1.2% |
21% |
False |
False |
105,662 |
| 40 |
0.8882 |
0.8520 |
0.0362 |
4.2% |
0.0102 |
1.2% |
21% |
False |
False |
111,829 |
| 60 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0098 |
1.1% |
9% |
False |
False |
104,602 |
| 80 |
0.9338 |
0.8520 |
0.0818 |
9.5% |
0.0084 |
1.0% |
9% |
False |
False |
78,603 |
| 100 |
0.9364 |
0.8520 |
0.0844 |
9.8% |
0.0075 |
0.9% |
9% |
False |
False |
62,926 |
| 120 |
0.9394 |
0.8520 |
0.0874 |
10.2% |
0.0068 |
0.8% |
9% |
False |
False |
52,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9099 |
|
2.618 |
0.8941 |
|
1.618 |
0.8844 |
|
1.000 |
0.8784 |
|
0.618 |
0.8747 |
|
HIGH |
0.8687 |
|
0.618 |
0.8650 |
|
0.500 |
0.8639 |
|
0.382 |
0.8627 |
|
LOW |
0.8590 |
|
0.618 |
0.8530 |
|
1.000 |
0.8493 |
|
1.618 |
0.8433 |
|
2.618 |
0.8336 |
|
4.250 |
0.8178 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8631 |
| PP |
0.8625 |
0.8619 |
| S1 |
0.8611 |
0.8608 |
|