CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8652 |
0.8664 |
0.0012 |
0.1% |
0.8644 |
High |
0.8652 |
0.8664 |
0.0012 |
0.1% |
0.8652 |
Low |
0.8652 |
0.8664 |
0.0012 |
0.1% |
0.8613 |
Close |
0.8652 |
0.8664 |
0.0012 |
0.1% |
0.8652 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8664 |
0.8664 |
0.8664 |
|
R3 |
0.8664 |
0.8664 |
0.8664 |
|
R2 |
0.8664 |
0.8664 |
0.8664 |
|
R1 |
0.8664 |
0.8664 |
0.8664 |
0.8664 |
PP |
0.8664 |
0.8664 |
0.8664 |
0.8664 |
S1 |
0.8664 |
0.8664 |
0.8664 |
0.8664 |
S2 |
0.8664 |
0.8664 |
0.8664 |
|
S3 |
0.8664 |
0.8664 |
0.8664 |
|
S4 |
0.8664 |
0.8664 |
0.8664 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8756 |
0.8743 |
0.8673 |
|
R3 |
0.8717 |
0.8704 |
0.8663 |
|
R2 |
0.8678 |
0.8678 |
0.8659 |
|
R1 |
0.8665 |
0.8665 |
0.8656 |
0.8672 |
PP |
0.8639 |
0.8639 |
0.8639 |
0.8642 |
S1 |
0.8626 |
0.8626 |
0.8648 |
0.8633 |
S2 |
0.8600 |
0.8600 |
0.8645 |
|
S3 |
0.8561 |
0.8587 |
0.8641 |
|
S4 |
0.8522 |
0.8548 |
0.8631 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8664 |
0.8613 |
0.0051 |
0.6% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
0.8664 |
0.8560 |
0.0104 |
1.2% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
20 |
0.8676 |
0.8506 |
0.0170 |
2.0% |
0.0008 |
0.1% |
93% |
False |
False |
1 |
40 |
0.9200 |
0.8506 |
0.0694 |
8.0% |
0.0009 |
0.1% |
23% |
False |
False |
2 |
60 |
0.9200 |
0.8506 |
0.0694 |
8.0% |
0.0007 |
0.1% |
23% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8664 |
2.618 |
0.8664 |
1.618 |
0.8664 |
1.000 |
0.8664 |
0.618 |
0.8664 |
HIGH |
0.8664 |
0.618 |
0.8664 |
0.500 |
0.8664 |
0.382 |
0.8664 |
LOW |
0.8664 |
0.618 |
0.8664 |
1.000 |
0.8664 |
1.618 |
0.8664 |
2.618 |
0.8664 |
4.250 |
0.8664 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8664 |
0.8656 |
PP |
0.8664 |
0.8647 |
S1 |
0.8664 |
0.8639 |
|