CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8589 |
0.8624 |
0.0035 |
0.4% |
0.8480 |
High |
0.8589 |
0.8624 |
0.0035 |
0.4% |
0.8624 |
Low |
0.8589 |
0.8624 |
0.0035 |
0.4% |
0.8480 |
Close |
0.8589 |
0.8624 |
0.0035 |
0.4% |
0.8624 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8624 |
0.8624 |
0.8624 |
|
R3 |
0.8624 |
0.8624 |
0.8624 |
|
R2 |
0.8624 |
0.8624 |
0.8624 |
|
R1 |
0.8624 |
0.8624 |
0.8624 |
0.8624 |
PP |
0.8624 |
0.8624 |
0.8624 |
0.8624 |
S1 |
0.8624 |
0.8624 |
0.8624 |
0.8624 |
S2 |
0.8624 |
0.8624 |
0.8624 |
|
S3 |
0.8624 |
0.8624 |
0.8624 |
|
S4 |
0.8624 |
0.8624 |
0.8624 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9008 |
0.8960 |
0.8703 |
|
R3 |
0.8864 |
0.8816 |
0.8664 |
|
R2 |
0.8720 |
0.8720 |
0.8650 |
|
R1 |
0.8672 |
0.8672 |
0.8637 |
0.8696 |
PP |
0.8576 |
0.8576 |
0.8576 |
0.8588 |
S1 |
0.8528 |
0.8528 |
0.8611 |
0.8552 |
S2 |
0.8432 |
0.8432 |
0.8598 |
|
S3 |
0.8288 |
0.8384 |
0.8584 |
|
S4 |
0.8144 |
0.8240 |
0.8545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8624 |
0.8480 |
0.0144 |
1.7% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
10 |
0.8624 |
0.8389 |
0.0235 |
2.7% |
0.0022 |
0.3% |
100% |
True |
False |
1 |
20 |
0.8746 |
0.8389 |
0.0357 |
4.1% |
0.0013 |
0.1% |
66% |
False |
False |
1 |
40 |
0.8746 |
0.8389 |
0.0357 |
4.1% |
0.0012 |
0.1% |
66% |
False |
False |
1 |
60 |
0.9200 |
0.8389 |
0.0811 |
9.4% |
0.0010 |
0.1% |
29% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8624 |
2.618 |
0.8624 |
1.618 |
0.8624 |
1.000 |
0.8624 |
0.618 |
0.8624 |
HIGH |
0.8624 |
0.618 |
0.8624 |
0.500 |
0.8624 |
0.382 |
0.8624 |
LOW |
0.8624 |
0.618 |
0.8624 |
1.000 |
0.8624 |
1.618 |
0.8624 |
2.618 |
0.8624 |
4.250 |
0.8624 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8624 |
0.8617 |
PP |
0.8624 |
0.8609 |
S1 |
0.8624 |
0.8602 |
|