CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8498 |
0.8480 |
-0.0018 |
-0.2% |
0.8679 |
| High |
0.8545 |
0.8577 |
0.0032 |
0.4% |
0.8679 |
| Low |
0.8479 |
0.8470 |
-0.0009 |
-0.1% |
0.8470 |
| Close |
0.8493 |
0.8558 |
0.0065 |
0.8% |
0.8558 |
| Range |
0.0066 |
0.0107 |
0.0041 |
62.1% |
0.0209 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.5% |
0.0000 |
| Volume |
467 |
430 |
-37 |
-7.9% |
1,706 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8856 |
0.8814 |
0.8617 |
|
| R3 |
0.8749 |
0.8707 |
0.8587 |
|
| R2 |
0.8642 |
0.8642 |
0.8578 |
|
| R1 |
0.8600 |
0.8600 |
0.8568 |
0.8621 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8546 |
| S1 |
0.8493 |
0.8493 |
0.8548 |
0.8514 |
| S2 |
0.8428 |
0.8428 |
0.8538 |
|
| S3 |
0.8321 |
0.8386 |
0.8529 |
|
| S4 |
0.8214 |
0.8279 |
0.8499 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9196 |
0.9086 |
0.8673 |
|
| R3 |
0.8987 |
0.8877 |
0.8615 |
|
| R2 |
0.8778 |
0.8778 |
0.8596 |
|
| R1 |
0.8668 |
0.8668 |
0.8577 |
0.8619 |
| PP |
0.8569 |
0.8569 |
0.8569 |
0.8544 |
| S1 |
0.8459 |
0.8459 |
0.8539 |
0.8410 |
| S2 |
0.8360 |
0.8360 |
0.8520 |
|
| S3 |
0.8151 |
0.8250 |
0.8501 |
|
| S4 |
0.7942 |
0.8041 |
0.8443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8679 |
0.8470 |
0.0209 |
2.4% |
0.0104 |
1.2% |
42% |
False |
True |
341 |
| 10 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0090 |
1.0% |
26% |
False |
True |
253 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0088 |
1.0% |
26% |
False |
True |
203 |
| 40 |
0.8979 |
0.8470 |
0.0509 |
5.9% |
0.0086 |
1.0% |
17% |
False |
True |
171 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0067 |
0.8% |
11% |
False |
True |
119 |
| 80 |
0.9326 |
0.8470 |
0.0856 |
10.0% |
0.0052 |
0.6% |
10% |
False |
True |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9032 |
|
2.618 |
0.8857 |
|
1.618 |
0.8750 |
|
1.000 |
0.8684 |
|
0.618 |
0.8643 |
|
HIGH |
0.8577 |
|
0.618 |
0.8536 |
|
0.500 |
0.8524 |
|
0.382 |
0.8511 |
|
LOW |
0.8470 |
|
0.618 |
0.8404 |
|
1.000 |
0.8363 |
|
1.618 |
0.8297 |
|
2.618 |
0.8190 |
|
4.250 |
0.8015 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8547 |
0.8563 |
| PP |
0.8535 |
0.8561 |
| S1 |
0.8524 |
0.8560 |
|