CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8601 |
-0.0056 |
-0.6% |
0.8739 |
| High |
0.8687 |
0.8606 |
-0.0081 |
-0.9% |
0.8778 |
| Low |
0.8590 |
0.8502 |
-0.0088 |
-1.0% |
0.8552 |
| Close |
0.8597 |
0.8509 |
-0.0088 |
-1.0% |
0.8648 |
| Range |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0226 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.3% |
0.0000 |
| Volume |
58,552 |
128,602 |
70,050 |
119.6% |
506,352 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8851 |
0.8784 |
0.8566 |
|
| R3 |
0.8747 |
0.8680 |
0.8538 |
|
| R2 |
0.8643 |
0.8643 |
0.8528 |
|
| R1 |
0.8576 |
0.8576 |
0.8519 |
0.8558 |
| PP |
0.8539 |
0.8539 |
0.8539 |
0.8530 |
| S1 |
0.8472 |
0.8472 |
0.8499 |
0.8454 |
| S2 |
0.8435 |
0.8435 |
0.8490 |
|
| S3 |
0.8331 |
0.8368 |
0.8480 |
|
| S4 |
0.8227 |
0.8264 |
0.8452 |
|
|
| 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 |
0.8709 |
0.8502 |
0.0207 |
2.4% |
0.0102 |
1.2% |
3% |
False |
True |
105,517 |
| 10 |
0.8778 |
0.8502 |
0.0276 |
3.2% |
0.0097 |
1.1% |
3% |
False |
True |
97,617 |
| 20 |
0.8882 |
0.8502 |
0.0380 |
4.5% |
0.0102 |
1.2% |
2% |
False |
True |
108,260 |
| 40 |
0.8882 |
0.8502 |
0.0380 |
4.5% |
0.0103 |
1.2% |
2% |
False |
True |
111,542 |
| 60 |
0.9338 |
0.8502 |
0.0836 |
9.8% |
0.0098 |
1.2% |
1% |
False |
True |
106,686 |
| 80 |
0.9338 |
0.8502 |
0.0836 |
9.8% |
0.0085 |
1.0% |
1% |
False |
True |
80,204 |
| 100 |
0.9364 |
0.8502 |
0.0862 |
10.1% |
0.0076 |
0.9% |
1% |
False |
True |
64,209 |
| 120 |
0.9394 |
0.8502 |
0.0892 |
10.5% |
0.0069 |
0.8% |
1% |
False |
True |
53,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9048 |
|
2.618 |
0.8878 |
|
1.618 |
0.8774 |
|
1.000 |
0.8710 |
|
0.618 |
0.8670 |
|
HIGH |
0.8606 |
|
0.618 |
0.8566 |
|
0.500 |
0.8554 |
|
0.382 |
0.8542 |
|
LOW |
0.8502 |
|
0.618 |
0.8438 |
|
1.000 |
0.8398 |
|
1.618 |
0.8334 |
|
2.618 |
0.8230 |
|
4.250 |
0.8060 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8554 |
0.8606 |
| PP |
0.8539 |
0.8573 |
| S1 |
0.8524 |
0.8541 |
|