CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8398 |
0.8395 |
-0.0003 |
0.0% |
0.8576 |
| High |
0.8398 |
0.8430 |
0.0032 |
0.4% |
0.8605 |
| Low |
0.8398 |
0.8395 |
-0.0003 |
0.0% |
0.8489 |
| Close |
0.8398 |
0.8430 |
0.0032 |
0.4% |
0.8535 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0116 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8523 |
0.8512 |
0.8449 |
|
| R3 |
0.8488 |
0.8477 |
0.8440 |
|
| R2 |
0.8453 |
0.8453 |
0.8436 |
|
| R1 |
0.8442 |
0.8442 |
0.8433 |
0.8448 |
| PP |
0.8418 |
0.8418 |
0.8418 |
0.8421 |
| S1 |
0.8407 |
0.8407 |
0.8427 |
0.8413 |
| S2 |
0.8383 |
0.8383 |
0.8424 |
|
| S3 |
0.8348 |
0.8372 |
0.8420 |
|
| S4 |
0.8313 |
0.8337 |
0.8411 |
|
|
| 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 |
0.8552 |
0.8395 |
0.0157 |
1.9% |
0.0010 |
0.1% |
22% |
False |
True |
1 |
| 10 |
0.8624 |
0.8395 |
0.0229 |
2.7% |
0.0006 |
0.1% |
15% |
False |
True |
1 |
| 20 |
0.8690 |
0.8389 |
0.0301 |
3.6% |
0.0014 |
0.2% |
14% |
False |
False |
1 |
| 40 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0012 |
0.1% |
11% |
False |
False |
1 |
| 60 |
0.9200 |
0.8389 |
0.0811 |
9.6% |
0.0011 |
0.1% |
5% |
False |
False |
1 |
| 80 |
0.9200 |
0.8389 |
0.0811 |
9.6% |
0.0009 |
0.1% |
5% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8579 |
|
2.618 |
0.8522 |
|
1.618 |
0.8487 |
|
1.000 |
0.8465 |
|
0.618 |
0.8452 |
|
HIGH |
0.8430 |
|
0.618 |
0.8417 |
|
0.500 |
0.8413 |
|
0.382 |
0.8408 |
|
LOW |
0.8395 |
|
0.618 |
0.8373 |
|
1.000 |
0.8360 |
|
1.618 |
0.8338 |
|
2.618 |
0.8303 |
|
4.250 |
0.8246 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8424 |
0.8440 |
| PP |
0.8418 |
0.8437 |
| S1 |
0.8413 |
0.8433 |
|