CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8549 |
0.8605 |
0.0056 |
0.7% |
0.8664 |
High |
0.8549 |
0.8605 |
0.0056 |
0.7% |
0.8746 |
Low |
0.8549 |
0.8605 |
0.0056 |
0.7% |
0.8656 |
Close |
0.8549 |
0.8605 |
0.0056 |
0.7% |
0.8656 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0047 |
0.0001 |
1.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8605 |
0.8605 |
0.8605 |
|
R3 |
0.8605 |
0.8605 |
0.8605 |
|
R2 |
0.8605 |
0.8605 |
0.8605 |
|
R1 |
0.8605 |
0.8605 |
0.8605 |
0.8605 |
PP |
0.8605 |
0.8605 |
0.8605 |
0.8605 |
S1 |
0.8605 |
0.8605 |
0.8605 |
0.8605 |
S2 |
0.8605 |
0.8605 |
0.8605 |
|
S3 |
0.8605 |
0.8605 |
0.8605 |
|
S4 |
0.8605 |
0.8605 |
0.8605 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8956 |
0.8896 |
0.8706 |
|
R3 |
0.8866 |
0.8806 |
0.8681 |
|
R2 |
0.8776 |
0.8776 |
0.8673 |
|
R1 |
0.8716 |
0.8716 |
0.8664 |
0.8701 |
PP |
0.8686 |
0.8686 |
0.8686 |
0.8679 |
S1 |
0.8626 |
0.8626 |
0.8648 |
0.8611 |
S2 |
0.8596 |
0.8596 |
0.8640 |
|
S3 |
0.8506 |
0.8536 |
0.8631 |
|
S4 |
0.8416 |
0.8446 |
0.8607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8690 |
0.8549 |
0.0141 |
1.6% |
0.0000 |
0.0% |
40% |
False |
False |
2 |
10 |
0.8746 |
0.8549 |
0.0197 |
2.3% |
0.0003 |
0.0% |
28% |
False |
False |
1 |
20 |
0.8746 |
0.8549 |
0.0197 |
2.3% |
0.0009 |
0.1% |
28% |
False |
False |
1 |
40 |
0.8980 |
0.8506 |
0.0474 |
5.5% |
0.0008 |
0.1% |
21% |
False |
False |
1 |
60 |
0.9200 |
0.8506 |
0.0694 |
8.1% |
0.0007 |
0.1% |
14% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8605 |
2.618 |
0.8605 |
1.618 |
0.8605 |
1.000 |
0.8605 |
0.618 |
0.8605 |
HIGH |
0.8605 |
0.618 |
0.8605 |
0.500 |
0.8605 |
0.382 |
0.8605 |
LOW |
0.8605 |
0.618 |
0.8605 |
1.000 |
0.8605 |
1.618 |
0.8605 |
2.618 |
0.8605 |
4.250 |
0.8605 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8605 |
0.8604 |
PP |
0.8605 |
0.8603 |
S1 |
0.8605 |
0.8603 |
|