CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8769 |
0.8680 |
-0.0089 |
-1.0% |
0.8669 |
| High |
0.8815 |
0.8755 |
-0.0060 |
-0.7% |
0.8742 |
| Low |
0.8688 |
0.8678 |
-0.0010 |
-0.1% |
0.8631 |
| Close |
0.8718 |
0.8746 |
0.0028 |
0.3% |
0.8708 |
| Range |
0.0127 |
0.0077 |
-0.0050 |
-39.4% |
0.0111 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
191 |
195 |
4 |
2.1% |
592 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8957 |
0.8929 |
0.8788 |
|
| R3 |
0.8880 |
0.8852 |
0.8767 |
|
| R2 |
0.8803 |
0.8803 |
0.8760 |
|
| R1 |
0.8775 |
0.8775 |
0.8753 |
0.8789 |
| PP |
0.8726 |
0.8726 |
0.8726 |
0.8734 |
| S1 |
0.8698 |
0.8698 |
0.8739 |
0.8712 |
| S2 |
0.8649 |
0.8649 |
0.8732 |
|
| S3 |
0.8572 |
0.8621 |
0.8725 |
|
| S4 |
0.8495 |
0.8544 |
0.8704 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.8978 |
0.8769 |
|
| R3 |
0.8916 |
0.8867 |
0.8739 |
|
| R2 |
0.8805 |
0.8805 |
0.8728 |
|
| R1 |
0.8756 |
0.8756 |
0.8718 |
0.8781 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8706 |
| S1 |
0.8645 |
0.8645 |
0.8698 |
0.8670 |
| S2 |
0.8583 |
0.8583 |
0.8688 |
|
| S3 |
0.8472 |
0.8534 |
0.8677 |
|
| S4 |
0.8361 |
0.8423 |
0.8647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8815 |
0.8631 |
0.0184 |
2.1% |
0.0082 |
0.9% |
63% |
False |
False |
124 |
| 10 |
0.8815 |
0.8631 |
0.0184 |
2.1% |
0.0069 |
0.8% |
63% |
False |
False |
127 |
| 20 |
0.8815 |
0.8544 |
0.0271 |
3.1% |
0.0094 |
1.1% |
75% |
False |
False |
168 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0081 |
0.9% |
28% |
False |
False |
127 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0058 |
0.7% |
28% |
False |
False |
86 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
8.9% |
0.0045 |
0.5% |
26% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9082 |
|
2.618 |
0.8957 |
|
1.618 |
0.8880 |
|
1.000 |
0.8832 |
|
0.618 |
0.8803 |
|
HIGH |
0.8755 |
|
0.618 |
0.8726 |
|
0.500 |
0.8717 |
|
0.382 |
0.8707 |
|
LOW |
0.8678 |
|
0.618 |
0.8630 |
|
1.000 |
0.8601 |
|
1.618 |
0.8553 |
|
2.618 |
0.8476 |
|
4.250 |
0.8351 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8736 |
0.8747 |
| PP |
0.8726 |
0.8746 |
| S1 |
0.8717 |
0.8746 |
|