CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8720 |
0.8660 |
-0.0060 |
-0.7% |
0.8577 |
| High |
0.8720 |
0.8718 |
-0.0002 |
0.0% |
0.8750 |
| Low |
0.8600 |
0.8645 |
0.0045 |
0.5% |
0.8566 |
| Close |
0.8675 |
0.8668 |
-0.0007 |
-0.1% |
0.8668 |
| Range |
0.0120 |
0.0073 |
-0.0047 |
-39.2% |
0.0184 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
240 |
116 |
-124 |
-51.7% |
935 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8896 |
0.8855 |
0.8708 |
|
| R3 |
0.8823 |
0.8782 |
0.8688 |
|
| R2 |
0.8750 |
0.8750 |
0.8681 |
|
| R1 |
0.8709 |
0.8709 |
0.8675 |
0.8730 |
| PP |
0.8677 |
0.8677 |
0.8677 |
0.8687 |
| S1 |
0.8636 |
0.8636 |
0.8661 |
0.8657 |
| S2 |
0.8604 |
0.8604 |
0.8655 |
|
| S3 |
0.8531 |
0.8563 |
0.8648 |
|
| S4 |
0.8458 |
0.8490 |
0.8628 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9125 |
0.8769 |
|
| R3 |
0.9029 |
0.8941 |
0.8719 |
|
| R2 |
0.8845 |
0.8845 |
0.8702 |
|
| R1 |
0.8757 |
0.8757 |
0.8685 |
0.8801 |
| PP |
0.8661 |
0.8661 |
0.8661 |
0.8684 |
| S1 |
0.8573 |
0.8573 |
0.8651 |
0.8617 |
| S2 |
0.8477 |
0.8477 |
0.8634 |
|
| S3 |
0.8293 |
0.8389 |
0.8617 |
|
| S4 |
0.8109 |
0.8205 |
0.8567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8750 |
0.8566 |
0.0184 |
2.1% |
0.0113 |
1.3% |
55% |
False |
False |
187 |
| 10 |
0.8784 |
0.8551 |
0.0233 |
2.7% |
0.0111 |
1.3% |
50% |
False |
False |
216 |
| 20 |
0.8833 |
0.8544 |
0.0289 |
3.3% |
0.0094 |
1.1% |
43% |
False |
False |
166 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0069 |
0.8% |
17% |
False |
False |
100 |
| 60 |
0.9258 |
0.8544 |
0.0714 |
8.2% |
0.0048 |
0.6% |
17% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9028 |
|
2.618 |
0.8909 |
|
1.618 |
0.8836 |
|
1.000 |
0.8791 |
|
0.618 |
0.8763 |
|
HIGH |
0.8718 |
|
0.618 |
0.8690 |
|
0.500 |
0.8682 |
|
0.382 |
0.8673 |
|
LOW |
0.8645 |
|
0.618 |
0.8600 |
|
1.000 |
0.8572 |
|
1.618 |
0.8527 |
|
2.618 |
0.8454 |
|
4.250 |
0.8335 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8682 |
0.8670 |
| PP |
0.8677 |
0.8669 |
| S1 |
0.8673 |
0.8669 |
|