CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8601 |
0.8522 |
-0.0079 |
-0.9% |
0.8739 |
| High |
0.8606 |
0.8554 |
-0.0052 |
-0.6% |
0.8778 |
| Low |
0.8502 |
0.8469 |
-0.0033 |
-0.4% |
0.8552 |
| Close |
0.8509 |
0.8542 |
0.0033 |
0.4% |
0.8648 |
| Range |
0.0104 |
0.0085 |
-0.0019 |
-18.3% |
0.0226 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
128,602 |
120,999 |
-7,603 |
-5.9% |
506,352 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8777 |
0.8744 |
0.8589 |
|
| R3 |
0.8692 |
0.8659 |
0.8565 |
|
| R2 |
0.8607 |
0.8607 |
0.8558 |
|
| R1 |
0.8574 |
0.8574 |
0.8550 |
0.8591 |
| PP |
0.8522 |
0.8522 |
0.8522 |
0.8530 |
| S1 |
0.8489 |
0.8489 |
0.8534 |
0.8506 |
| S2 |
0.8437 |
0.8437 |
0.8526 |
|
| S3 |
0.8352 |
0.8404 |
0.8519 |
|
| S4 |
0.8267 |
0.8319 |
0.8495 |
|
|
| 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 |
0.8469 |
0.0240 |
2.8% |
0.0096 |
1.1% |
30% |
False |
True |
107,408 |
| 10 |
0.8778 |
0.8469 |
0.0309 |
3.6% |
0.0097 |
1.1% |
24% |
False |
True |
100,434 |
| 20 |
0.8818 |
0.8469 |
0.0349 |
4.1% |
0.0100 |
1.2% |
21% |
False |
True |
108,464 |
| 40 |
0.8882 |
0.8469 |
0.0413 |
4.8% |
0.0103 |
1.2% |
18% |
False |
True |
110,687 |
| 60 |
0.9338 |
0.8469 |
0.0869 |
10.2% |
0.0098 |
1.1% |
8% |
False |
True |
108,608 |
| 80 |
0.9338 |
0.8469 |
0.0869 |
10.2% |
0.0086 |
1.0% |
8% |
False |
True |
81,715 |
| 100 |
0.9364 |
0.8469 |
0.0895 |
10.5% |
0.0077 |
0.9% |
8% |
False |
True |
65,417 |
| 120 |
0.9394 |
0.8469 |
0.0925 |
10.8% |
0.0069 |
0.8% |
8% |
False |
True |
54,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8915 |
|
2.618 |
0.8777 |
|
1.618 |
0.8692 |
|
1.000 |
0.8639 |
|
0.618 |
0.8607 |
|
HIGH |
0.8554 |
|
0.618 |
0.8522 |
|
0.500 |
0.8512 |
|
0.382 |
0.8501 |
|
LOW |
0.8469 |
|
0.618 |
0.8416 |
|
1.000 |
0.8384 |
|
1.618 |
0.8331 |
|
2.618 |
0.8246 |
|
4.250 |
0.8108 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8532 |
0.8578 |
| PP |
0.8522 |
0.8566 |
| S1 |
0.8512 |
0.8554 |
|