CME Australian Dollar Future March 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8679 |
0.8606 |
-0.0073 |
-0.8% |
0.8732 |
High |
0.8679 |
0.8665 |
-0.0014 |
-0.2% |
0.8815 |
Low |
0.8598 |
0.8567 |
-0.0031 |
-0.4% |
0.8678 |
Close |
0.8605 |
0.8661 |
0.0056 |
0.7% |
0.8712 |
Range |
0.0081 |
0.0098 |
0.0017 |
21.0% |
0.0137 |
ATR |
0.0083 |
0.0084 |
0.0001 |
1.3% |
0.0000 |
Volume |
186 |
301 |
115 |
61.8% |
827 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8925 |
0.8891 |
0.8715 |
|
R3 |
0.8827 |
0.8793 |
0.8688 |
|
R2 |
0.8729 |
0.8729 |
0.8679 |
|
R1 |
0.8695 |
0.8695 |
0.8670 |
0.8712 |
PP |
0.8631 |
0.8631 |
0.8631 |
0.8640 |
S1 |
0.8597 |
0.8597 |
0.8652 |
0.8614 |
S2 |
0.8533 |
0.8533 |
0.8643 |
|
S3 |
0.8435 |
0.8499 |
0.8634 |
|
S4 |
0.8337 |
0.8401 |
0.8607 |
|
|
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 |
0.8567 |
0.0248 |
2.9% |
0.0090 |
1.0% |
38% |
False |
True |
227 |
10 |
0.8815 |
0.8567 |
0.0248 |
2.9% |
0.0075 |
0.9% |
38% |
False |
True |
162 |
20 |
0.8815 |
0.8566 |
0.0249 |
2.9% |
0.0087 |
1.0% |
38% |
False |
False |
176 |
40 |
0.9097 |
0.8544 |
0.0553 |
6.4% |
0.0084 |
1.0% |
21% |
False |
False |
145 |
60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0062 |
0.7% |
16% |
False |
False |
99 |
80 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0048 |
0.6% |
15% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9082 |
2.618 |
0.8922 |
1.618 |
0.8824 |
1.000 |
0.8763 |
0.618 |
0.8726 |
HIGH |
0.8665 |
0.618 |
0.8628 |
0.500 |
0.8616 |
0.382 |
0.8604 |
LOW |
0.8567 |
0.618 |
0.8506 |
1.000 |
0.8469 |
1.618 |
0.8408 |
2.618 |
0.8310 |
4.250 |
0.8151 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8646 |
0.8661 |
PP |
0.8631 |
0.8660 |
S1 |
0.8616 |
0.8660 |
|