CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8630 |
0.8637 |
0.0007 |
0.1% |
0.8560 |
| High |
0.8686 |
0.8699 |
0.0013 |
0.1% |
0.8699 |
| Low |
0.8600 |
0.8579 |
-0.0021 |
-0.2% |
0.8513 |
| Close |
0.8647 |
0.8680 |
0.0033 |
0.4% |
0.8680 |
| Range |
0.0086 |
0.0120 |
0.0034 |
39.5% |
0.0186 |
| ATR |
0.0089 |
0.0092 |
0.0002 |
2.4% |
0.0000 |
| Volume |
506 |
556 |
50 |
9.9% |
2,096 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.8966 |
0.8746 |
|
| R3 |
0.8893 |
0.8846 |
0.8713 |
|
| R2 |
0.8773 |
0.8773 |
0.8702 |
|
| R1 |
0.8726 |
0.8726 |
0.8691 |
0.8750 |
| PP |
0.8653 |
0.8653 |
0.8653 |
0.8664 |
| S1 |
0.8606 |
0.8606 |
0.8669 |
0.8630 |
| S2 |
0.8533 |
0.8533 |
0.8658 |
|
| S3 |
0.8413 |
0.8486 |
0.8647 |
|
| S4 |
0.8293 |
0.8366 |
0.8614 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9120 |
0.8782 |
|
| R3 |
0.9003 |
0.8934 |
0.8731 |
|
| R2 |
0.8817 |
0.8817 |
0.8714 |
|
| R1 |
0.8748 |
0.8748 |
0.8697 |
0.8783 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8648 |
| S1 |
0.8562 |
0.8562 |
0.8663 |
0.8597 |
| S2 |
0.8445 |
0.8445 |
0.8646 |
|
| S3 |
0.8259 |
0.8376 |
0.8629 |
|
| S4 |
0.8073 |
0.8190 |
0.8578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8699 |
0.8513 |
0.0186 |
2.1% |
0.0094 |
1.1% |
90% |
True |
False |
419 |
| 10 |
0.8699 |
0.8470 |
0.0229 |
2.6% |
0.0099 |
1.1% |
92% |
True |
False |
380 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0083 |
1.0% |
61% |
False |
False |
261 |
| 40 |
0.8833 |
0.8470 |
0.0363 |
4.2% |
0.0089 |
1.0% |
58% |
False |
False |
213 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0074 |
0.9% |
27% |
False |
False |
153 |
| 80 |
0.9258 |
0.8470 |
0.0788 |
9.1% |
0.0057 |
0.7% |
27% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9209 |
|
2.618 |
0.9013 |
|
1.618 |
0.8893 |
|
1.000 |
0.8819 |
|
0.618 |
0.8773 |
|
HIGH |
0.8699 |
|
0.618 |
0.8653 |
|
0.500 |
0.8639 |
|
0.382 |
0.8625 |
|
LOW |
0.8579 |
|
0.618 |
0.8505 |
|
1.000 |
0.8459 |
|
1.618 |
0.8385 |
|
2.618 |
0.8265 |
|
4.250 |
0.8069 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8666 |
| PP |
0.8653 |
0.8653 |
| S1 |
0.8639 |
0.8639 |
|