CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8518 |
0.8580 |
0.0062 |
0.7% |
0.8549 |
High |
0.8536 |
0.8580 |
0.0044 |
0.5% |
0.8605 |
Low |
0.8518 |
0.8580 |
0.0062 |
0.7% |
0.8389 |
Close |
0.8536 |
0.8580 |
0.0044 |
0.5% |
0.8502 |
Range |
0.0018 |
0.0000 |
-0.0018 |
-100.0% |
0.0216 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8580 |
0.8580 |
0.8580 |
|
R3 |
0.8580 |
0.8580 |
0.8580 |
|
R2 |
0.8580 |
0.8580 |
0.8580 |
|
R1 |
0.8580 |
0.8580 |
0.8580 |
0.8580 |
PP |
0.8580 |
0.8580 |
0.8580 |
0.8580 |
S1 |
0.8580 |
0.8580 |
0.8580 |
0.8580 |
S2 |
0.8580 |
0.8580 |
0.8580 |
|
S3 |
0.8580 |
0.8580 |
0.8580 |
|
S4 |
0.8580 |
0.8580 |
0.8580 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9147 |
0.9040 |
0.8621 |
|
R3 |
0.8931 |
0.8824 |
0.8561 |
|
R2 |
0.8715 |
0.8715 |
0.8542 |
|
R1 |
0.8608 |
0.8608 |
0.8522 |
0.8554 |
PP |
0.8499 |
0.8499 |
0.8499 |
0.8471 |
S1 |
0.8392 |
0.8392 |
0.8482 |
0.8338 |
S2 |
0.8283 |
0.8283 |
0.8462 |
|
S3 |
0.8067 |
0.8176 |
0.8443 |
|
S4 |
0.7851 |
0.7960 |
0.8383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8580 |
0.8389 |
0.0191 |
2.2% |
0.0034 |
0.4% |
100% |
True |
False |
1 |
10 |
0.8690 |
0.8389 |
0.0301 |
3.5% |
0.0022 |
0.3% |
63% |
False |
False |
1 |
20 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0013 |
0.1% |
54% |
False |
False |
1 |
40 |
0.8810 |
0.8389 |
0.0421 |
4.9% |
0.0012 |
0.1% |
45% |
False |
False |
1 |
60 |
0.9200 |
0.8389 |
0.0811 |
9.5% |
0.0010 |
0.1% |
24% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8580 |
2.618 |
0.8580 |
1.618 |
0.8580 |
1.000 |
0.8580 |
0.618 |
0.8580 |
HIGH |
0.8580 |
0.618 |
0.8580 |
0.500 |
0.8580 |
0.382 |
0.8580 |
LOW |
0.8580 |
0.618 |
0.8580 |
1.000 |
0.8580 |
1.618 |
0.8580 |
2.618 |
0.8580 |
4.250 |
0.8580 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8580 |
0.8563 |
PP |
0.8580 |
0.8547 |
S1 |
0.8580 |
0.8530 |
|