CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8522 |
0.8575 |
0.0053 |
0.6% |
0.8657 |
| High |
0.8554 |
0.8606 |
0.0052 |
0.6% |
0.8687 |
| Low |
0.8469 |
0.8477 |
0.0008 |
0.1% |
0.8469 |
| Close |
0.8542 |
0.8498 |
-0.0044 |
-0.5% |
0.8498 |
| Range |
0.0085 |
0.0129 |
0.0044 |
51.8% |
0.0218 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
2.2% |
0.0000 |
| Volume |
120,999 |
126,639 |
5,640 |
4.7% |
434,792 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8914 |
0.8835 |
0.8569 |
|
| R3 |
0.8785 |
0.8706 |
0.8533 |
|
| R2 |
0.8656 |
0.8656 |
0.8522 |
|
| R1 |
0.8577 |
0.8577 |
0.8510 |
0.8552 |
| PP |
0.8527 |
0.8527 |
0.8527 |
0.8515 |
| S1 |
0.8448 |
0.8448 |
0.8486 |
0.8423 |
| S2 |
0.8398 |
0.8398 |
0.8474 |
|
| S3 |
0.8269 |
0.8319 |
0.8463 |
|
| S4 |
0.8140 |
0.8190 |
0.8427 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9070 |
0.8618 |
|
| R3 |
0.8987 |
0.8852 |
0.8558 |
|
| R2 |
0.8769 |
0.8769 |
0.8538 |
|
| R1 |
0.8634 |
0.8634 |
0.8518 |
0.8593 |
| PP |
0.8551 |
0.8551 |
0.8551 |
0.8531 |
| S1 |
0.8416 |
0.8416 |
0.8478 |
0.8375 |
| S2 |
0.8333 |
0.8333 |
0.8458 |
|
| S3 |
0.8115 |
0.8198 |
0.8438 |
|
| S4 |
0.7897 |
0.7980 |
0.8378 |
|
|
| 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% |
0.0106 |
1.3% |
12% |
False |
False |
111,470 |
| 10 |
0.8778 |
0.8469 |
0.0309 |
3.6% |
0.0101 |
1.2% |
9% |
False |
False |
104,600 |
| 20 |
0.8818 |
0.8469 |
0.0349 |
4.1% |
0.0102 |
1.2% |
8% |
False |
False |
109,564 |
| 40 |
0.8882 |
0.8469 |
0.0413 |
4.9% |
0.0104 |
1.2% |
7% |
False |
False |
110,065 |
| 60 |
0.9338 |
0.8469 |
0.0869 |
10.2% |
0.0099 |
1.2% |
3% |
False |
False |
110,632 |
| 80 |
0.9338 |
0.8469 |
0.0869 |
10.2% |
0.0086 |
1.0% |
3% |
False |
False |
83,294 |
| 100 |
0.9364 |
0.8469 |
0.0895 |
10.5% |
0.0078 |
0.9% |
3% |
False |
False |
66,680 |
| 120 |
0.9394 |
0.8469 |
0.0925 |
10.9% |
0.0070 |
0.8% |
3% |
False |
False |
55,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9154 |
|
2.618 |
0.8944 |
|
1.618 |
0.8815 |
|
1.000 |
0.8735 |
|
0.618 |
0.8686 |
|
HIGH |
0.8606 |
|
0.618 |
0.8557 |
|
0.500 |
0.8542 |
|
0.382 |
0.8526 |
|
LOW |
0.8477 |
|
0.618 |
0.8397 |
|
1.000 |
0.8348 |
|
1.618 |
0.8268 |
|
2.618 |
0.8139 |
|
4.250 |
0.7929 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8542 |
0.8538 |
| PP |
0.8527 |
0.8524 |
| S1 |
0.8513 |
0.8511 |
|