CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8744 |
0.8679 |
-0.0065 |
-0.7% |
0.8732 |
| High |
0.8752 |
0.8679 |
-0.0073 |
-0.8% |
0.8815 |
| Low |
0.8685 |
0.8598 |
-0.0087 |
-1.0% |
0.8678 |
| Close |
0.8712 |
0.8605 |
-0.0107 |
-1.2% |
0.8712 |
| Range |
0.0067 |
0.0081 |
0.0014 |
20.9% |
0.0137 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.9% |
0.0000 |
| Volume |
265 |
186 |
-79 |
-29.8% |
827 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8870 |
0.8819 |
0.8650 |
|
| R3 |
0.8789 |
0.8738 |
0.8627 |
|
| R2 |
0.8708 |
0.8708 |
0.8620 |
|
| R1 |
0.8657 |
0.8657 |
0.8612 |
0.8642 |
| PP |
0.8627 |
0.8627 |
0.8627 |
0.8620 |
| S1 |
0.8576 |
0.8576 |
0.8598 |
0.8561 |
| S2 |
0.8546 |
0.8546 |
0.8590 |
|
| S3 |
0.8465 |
0.8495 |
0.8583 |
|
| S4 |
0.8384 |
0.8414 |
0.8560 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9066 |
0.8787 |
|
| R3 |
0.9009 |
0.8929 |
0.8750 |
|
| R2 |
0.8872 |
0.8872 |
0.8737 |
|
| R1 |
0.8792 |
0.8792 |
0.8725 |
0.8764 |
| PP |
0.8735 |
0.8735 |
0.8735 |
0.8721 |
| S1 |
0.8655 |
0.8655 |
0.8699 |
0.8627 |
| S2 |
0.8598 |
0.8598 |
0.8687 |
|
| S3 |
0.8461 |
0.8518 |
0.8674 |
|
| S4 |
0.8324 |
0.8381 |
0.8637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8815 |
0.8598 |
0.0217 |
2.5% |
0.0086 |
1.0% |
3% |
False |
True |
176 |
| 10 |
0.8815 |
0.8598 |
0.0217 |
2.5% |
0.0072 |
0.8% |
3% |
False |
True |
141 |
| 20 |
0.8815 |
0.8566 |
0.0249 |
2.9% |
0.0087 |
1.0% |
16% |
False |
False |
174 |
| 40 |
0.9146 |
0.8544 |
0.0602 |
7.0% |
0.0083 |
1.0% |
10% |
False |
False |
138 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.3% |
0.0061 |
0.7% |
9% |
False |
False |
94 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
9.1% |
0.0046 |
0.5% |
8% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9023 |
|
2.618 |
0.8891 |
|
1.618 |
0.8810 |
|
1.000 |
0.8760 |
|
0.618 |
0.8729 |
|
HIGH |
0.8679 |
|
0.618 |
0.8648 |
|
0.500 |
0.8639 |
|
0.382 |
0.8629 |
|
LOW |
0.8598 |
|
0.618 |
0.8548 |
|
1.000 |
0.8517 |
|
1.618 |
0.8467 |
|
2.618 |
0.8386 |
|
4.250 |
0.8254 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8639 |
0.8677 |
| PP |
0.8627 |
0.8653 |
| S1 |
0.8616 |
0.8629 |
|