CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8545 |
0.8474 |
-0.0071 |
-0.8% |
0.8678 |
| High |
0.8549 |
0.8498 |
-0.0051 |
-0.6% |
0.8714 |
| Low |
0.8443 |
0.8414 |
-0.0029 |
-0.3% |
0.8495 |
| Close |
0.8453 |
0.8485 |
0.0032 |
0.4% |
0.8590 |
| Range |
0.0106 |
0.0084 |
-0.0022 |
-20.8% |
0.0219 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,756 |
1,488 |
-1,268 |
-46.0% |
3,193 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8718 |
0.8685 |
0.8531 |
|
| R3 |
0.8634 |
0.8601 |
0.8508 |
|
| R2 |
0.8550 |
0.8550 |
0.8500 |
|
| R1 |
0.8517 |
0.8517 |
0.8493 |
0.8534 |
| PP |
0.8466 |
0.8466 |
0.8466 |
0.8474 |
| S1 |
0.8433 |
0.8433 |
0.8477 |
0.8450 |
| S2 |
0.8382 |
0.8382 |
0.8470 |
|
| S3 |
0.8298 |
0.8349 |
0.8462 |
|
| S4 |
0.8214 |
0.8265 |
0.8439 |
|
|
| 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 |
0.8653 |
0.8414 |
0.0239 |
2.8% |
0.0095 |
1.1% |
30% |
False |
True |
1,621 |
| 10 |
0.8714 |
0.8414 |
0.0300 |
3.5% |
0.0093 |
1.1% |
24% |
False |
True |
1,051 |
| 20 |
0.8755 |
0.8414 |
0.0341 |
4.0% |
0.0093 |
1.1% |
21% |
False |
True |
685 |
| 40 |
0.8815 |
0.8414 |
0.0401 |
4.7% |
0.0093 |
1.1% |
18% |
False |
True |
425 |
| 60 |
0.9257 |
0.8414 |
0.0843 |
9.9% |
0.0084 |
1.0% |
8% |
False |
True |
310 |
| 80 |
0.9257 |
0.8414 |
0.0843 |
9.9% |
0.0066 |
0.8% |
8% |
False |
True |
234 |
| 100 |
0.9326 |
0.8414 |
0.0912 |
10.7% |
0.0054 |
0.6% |
8% |
False |
True |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8855 |
|
2.618 |
0.8718 |
|
1.618 |
0.8634 |
|
1.000 |
0.8582 |
|
0.618 |
0.8550 |
|
HIGH |
0.8498 |
|
0.618 |
0.8466 |
|
0.500 |
0.8456 |
|
0.382 |
0.8446 |
|
LOW |
0.8414 |
|
0.618 |
0.8362 |
|
1.000 |
0.8330 |
|
1.618 |
0.8278 |
|
2.618 |
0.8194 |
|
4.250 |
0.8057 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8475 |
0.8522 |
| PP |
0.8466 |
0.8509 |
| S1 |
0.8456 |
0.8497 |
|