CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8529 |
0.8545 |
0.0016 |
0.2% |
0.8678 |
| High |
0.8566 |
0.8653 |
0.0087 |
1.0% |
0.8714 |
| Low |
0.8495 |
0.8535 |
0.0040 |
0.5% |
0.8495 |
| Close |
0.8564 |
0.8590 |
0.0026 |
0.3% |
0.8590 |
| Range |
0.0071 |
0.0118 |
0.0047 |
66.2% |
0.0219 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0000 |
| Volume |
1,232 |
620 |
-612 |
-49.7% |
3,193 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8947 |
0.8886 |
0.8655 |
|
| R3 |
0.8829 |
0.8768 |
0.8622 |
|
| R2 |
0.8711 |
0.8711 |
0.8612 |
|
| R1 |
0.8650 |
0.8650 |
0.8601 |
0.8681 |
| PP |
0.8593 |
0.8593 |
0.8593 |
0.8608 |
| S1 |
0.8532 |
0.8532 |
0.8579 |
0.8563 |
| S2 |
0.8475 |
0.8475 |
0.8568 |
|
| S3 |
0.8357 |
0.8414 |
0.8558 |
|
| S4 |
0.8239 |
0.8296 |
0.8525 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9142 |
0.8710 |
|
| R3 |
0.9038 |
0.8923 |
0.8650 |
|
| R2 |
0.8819 |
0.8819 |
0.8630 |
|
| R1 |
0.8704 |
0.8704 |
0.8610 |
0.8652 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8574 |
| S1 |
0.8485 |
0.8485 |
0.8570 |
0.8433 |
| S2 |
0.8381 |
0.8381 |
0.8550 |
|
| S3 |
0.8162 |
0.8266 |
0.8530 |
|
| S4 |
0.7943 |
0.8047 |
0.8470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8714 |
0.8495 |
0.0219 |
2.5% |
0.0088 |
1.0% |
43% |
False |
False |
638 |
| 10 |
0.8714 |
0.8495 |
0.0219 |
2.5% |
0.0091 |
1.1% |
43% |
False |
False |
528 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0090 |
1.1% |
35% |
False |
False |
391 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0091 |
1.1% |
35% |
False |
False |
275 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0081 |
0.9% |
15% |
False |
False |
207 |
| 80 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0062 |
0.7% |
15% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9155 |
|
2.618 |
0.8962 |
|
1.618 |
0.8844 |
|
1.000 |
0.8771 |
|
0.618 |
0.8726 |
|
HIGH |
0.8653 |
|
0.618 |
0.8608 |
|
0.500 |
0.8594 |
|
0.382 |
0.8580 |
|
LOW |
0.8535 |
|
0.618 |
0.8462 |
|
1.000 |
0.8417 |
|
1.618 |
0.8344 |
|
2.618 |
0.8226 |
|
4.250 |
0.8034 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8585 |
| PP |
0.8593 |
0.8579 |
| S1 |
0.8591 |
0.8574 |
|