CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8508 |
0.8552 |
0.0044 |
0.5% |
0.8576 |
High |
0.8508 |
0.8552 |
0.0044 |
0.5% |
0.8605 |
Low |
0.8508 |
0.8535 |
0.0027 |
0.3% |
0.8489 |
Close |
0.8508 |
0.8535 |
0.0027 |
0.3% |
0.8535 |
Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0116 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8592 |
0.8580 |
0.8544 |
|
R3 |
0.8575 |
0.8563 |
0.8540 |
|
R2 |
0.8558 |
0.8558 |
0.8538 |
|
R1 |
0.8546 |
0.8546 |
0.8537 |
0.8544 |
PP |
0.8541 |
0.8541 |
0.8541 |
0.8539 |
S1 |
0.8529 |
0.8529 |
0.8533 |
0.8527 |
S2 |
0.8524 |
0.8524 |
0.8532 |
|
S3 |
0.8507 |
0.8512 |
0.8530 |
|
S4 |
0.8490 |
0.8495 |
0.8526 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8891 |
0.8829 |
0.8599 |
|
R3 |
0.8775 |
0.8713 |
0.8567 |
|
R2 |
0.8659 |
0.8659 |
0.8556 |
|
R1 |
0.8597 |
0.8597 |
0.8546 |
0.8570 |
PP |
0.8543 |
0.8543 |
0.8543 |
0.8530 |
S1 |
0.8481 |
0.8481 |
0.8524 |
0.8454 |
S2 |
0.8427 |
0.8427 |
0.8514 |
|
S3 |
0.8311 |
0.8365 |
0.8503 |
|
S4 |
0.8195 |
0.8249 |
0.8471 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8605 |
0.8489 |
0.0116 |
1.4% |
0.0005 |
0.1% |
40% |
False |
False |
1 |
10 |
0.8624 |
0.8480 |
0.0144 |
1.7% |
0.0004 |
0.1% |
38% |
False |
False |
1 |
20 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0014 |
0.2% |
41% |
False |
False |
1 |
40 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0011 |
0.1% |
41% |
False |
False |
1 |
60 |
0.9200 |
0.8389 |
0.0811 |
9.5% |
0.0011 |
0.1% |
18% |
False |
False |
2 |
80 |
0.9200 |
0.8389 |
0.0811 |
9.5% |
0.0009 |
0.1% |
18% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8624 |
2.618 |
0.8597 |
1.618 |
0.8580 |
1.000 |
0.8569 |
0.618 |
0.8563 |
HIGH |
0.8552 |
0.618 |
0.8546 |
0.500 |
0.8544 |
0.382 |
0.8541 |
LOW |
0.8535 |
0.618 |
0.8524 |
1.000 |
0.8518 |
1.618 |
0.8507 |
2.618 |
0.8490 |
4.250 |
0.8463 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8544 |
0.8530 |
PP |
0.8541 |
0.8525 |
S1 |
0.8538 |
0.8521 |
|