CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8580 |
0.8589 |
0.0009 |
0.1% |
0.8549 |
High |
0.8580 |
0.8589 |
0.0009 |
0.1% |
0.8605 |
Low |
0.8580 |
0.8589 |
0.0009 |
0.1% |
0.8389 |
Close |
0.8580 |
0.8589 |
0.0009 |
0.1% |
0.8502 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0052 |
-0.0003 |
-6.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8589 |
0.8589 |
0.8589 |
|
R3 |
0.8589 |
0.8589 |
0.8589 |
|
R2 |
0.8589 |
0.8589 |
0.8589 |
|
R1 |
0.8589 |
0.8589 |
0.8589 |
0.8589 |
PP |
0.8589 |
0.8589 |
0.8589 |
0.8589 |
S1 |
0.8589 |
0.8589 |
0.8589 |
0.8589 |
S2 |
0.8589 |
0.8589 |
0.8589 |
|
S3 |
0.8589 |
0.8589 |
0.8589 |
|
S4 |
0.8589 |
0.8589 |
0.8589 |
|
|
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 |
0.8589 |
0.8389 |
0.0200 |
2.3% |
0.0026 |
0.3% |
100% |
True |
False |
1 |
10 |
0.8656 |
0.8389 |
0.0267 |
3.1% |
0.0022 |
0.3% |
75% |
False |
False |
1 |
20 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0013 |
0.1% |
56% |
False |
False |
1 |
40 |
0.8765 |
0.8389 |
0.0376 |
4.4% |
0.0012 |
0.1% |
53% |
False |
False |
1 |
60 |
0.9200 |
0.8389 |
0.0811 |
9.4% |
0.0010 |
0.1% |
25% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8589 |
2.618 |
0.8589 |
1.618 |
0.8589 |
1.000 |
0.8589 |
0.618 |
0.8589 |
HIGH |
0.8589 |
0.618 |
0.8589 |
0.500 |
0.8589 |
0.382 |
0.8589 |
LOW |
0.8589 |
0.618 |
0.8589 |
1.000 |
0.8589 |
1.618 |
0.8589 |
2.618 |
0.8589 |
4.250 |
0.8589 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8589 |
0.8577 |
PP |
0.8589 |
0.8565 |
S1 |
0.8589 |
0.8554 |
|