CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8480 |
0.8560 |
0.0080 |
0.9% |
0.8679 |
| High |
0.8577 |
0.8601 |
0.0024 |
0.3% |
0.8679 |
| Low |
0.8470 |
0.8533 |
0.0063 |
0.7% |
0.8470 |
| Close |
0.8558 |
0.8536 |
-0.0022 |
-0.3% |
0.8558 |
| Range |
0.0107 |
0.0068 |
-0.0039 |
-36.4% |
0.0209 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
430 |
522 |
92 |
21.4% |
1,706 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8716 |
0.8573 |
|
| R3 |
0.8693 |
0.8648 |
0.8555 |
|
| R2 |
0.8625 |
0.8625 |
0.8548 |
|
| R1 |
0.8580 |
0.8580 |
0.8542 |
0.8569 |
| PP |
0.8557 |
0.8557 |
0.8557 |
0.8551 |
| S1 |
0.8512 |
0.8512 |
0.8530 |
0.8501 |
| S2 |
0.8489 |
0.8489 |
0.8524 |
|
| S3 |
0.8421 |
0.8444 |
0.8517 |
|
| S4 |
0.8353 |
0.8376 |
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 |
0.8665 |
0.8470 |
0.0195 |
2.3% |
0.0101 |
1.2% |
34% |
False |
False |
408 |
| 10 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0094 |
1.1% |
19% |
False |
False |
292 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0085 |
1.0% |
19% |
False |
False |
221 |
| 40 |
0.8979 |
0.8470 |
0.0509 |
6.0% |
0.0087 |
1.0% |
13% |
False |
False |
180 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0068 |
0.8% |
8% |
False |
False |
127 |
| 80 |
0.9326 |
0.8470 |
0.0856 |
10.0% |
0.0053 |
0.6% |
8% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8890 |
|
2.618 |
0.8779 |
|
1.618 |
0.8711 |
|
1.000 |
0.8669 |
|
0.618 |
0.8643 |
|
HIGH |
0.8601 |
|
0.618 |
0.8575 |
|
0.500 |
0.8567 |
|
0.382 |
0.8559 |
|
LOW |
0.8533 |
|
0.618 |
0.8491 |
|
1.000 |
0.8465 |
|
1.618 |
0.8423 |
|
2.618 |
0.8355 |
|
4.250 |
0.8244 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8567 |
0.8536 |
| PP |
0.8557 |
0.8536 |
| S1 |
0.8546 |
0.8536 |
|