CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8649 |
0.8617 |
-0.0032 |
-0.4% |
0.8572 |
| High |
0.8702 |
0.8750 |
0.0048 |
0.6% |
0.8784 |
| Low |
0.8613 |
0.8589 |
-0.0024 |
-0.3% |
0.8551 |
| Close |
0.8615 |
0.8677 |
0.0062 |
0.7% |
0.8611 |
| Range |
0.0089 |
0.0161 |
0.0072 |
80.9% |
0.0233 |
| ATR |
0.0086 |
0.0092 |
0.0005 |
6.2% |
0.0000 |
| Volume |
118 |
312 |
194 |
164.4% |
1,227 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9077 |
0.8766 |
|
| R3 |
0.8994 |
0.8916 |
0.8721 |
|
| R2 |
0.8833 |
0.8833 |
0.8707 |
|
| R1 |
0.8755 |
0.8755 |
0.8692 |
0.8794 |
| PP |
0.8672 |
0.8672 |
0.8672 |
0.8692 |
| S1 |
0.8594 |
0.8594 |
0.8662 |
0.8633 |
| S2 |
0.8511 |
0.8511 |
0.8647 |
|
| S3 |
0.8350 |
0.8433 |
0.8633 |
|
| S4 |
0.8189 |
0.8272 |
0.8588 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9212 |
0.8739 |
|
| R3 |
0.9115 |
0.8979 |
0.8675 |
|
| R2 |
0.8882 |
0.8882 |
0.8654 |
|
| R1 |
0.8746 |
0.8746 |
0.8632 |
0.8814 |
| PP |
0.8649 |
0.8649 |
0.8649 |
0.8683 |
| S1 |
0.8513 |
0.8513 |
0.8590 |
0.8581 |
| S2 |
0.8416 |
0.8416 |
0.8568 |
|
| S3 |
0.8183 |
0.8280 |
0.8547 |
|
| S4 |
0.7950 |
0.8047 |
0.8483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8784 |
0.8566 |
0.0218 |
2.5% |
0.0116 |
1.3% |
51% |
False |
False |
212 |
| 10 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0115 |
1.3% |
55% |
False |
False |
199 |
| 20 |
0.8880 |
0.8544 |
0.0336 |
3.9% |
0.0091 |
1.0% |
40% |
False |
False |
154 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0065 |
0.8% |
19% |
False |
False |
91 |
| 60 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0046 |
0.5% |
17% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9171 |
|
1.618 |
0.9010 |
|
1.000 |
0.8911 |
|
0.618 |
0.8849 |
|
HIGH |
0.8750 |
|
0.618 |
0.8688 |
|
0.500 |
0.8670 |
|
0.382 |
0.8651 |
|
LOW |
0.8589 |
|
0.618 |
0.8490 |
|
1.000 |
0.8428 |
|
1.618 |
0.8329 |
|
2.618 |
0.8168 |
|
4.250 |
0.7905 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8675 |
0.8671 |
| PP |
0.8672 |
0.8664 |
| S1 |
0.8670 |
0.8658 |
|