CME Australian Dollar Future June 2015
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8395 |
0.8390 |
-0.0005 |
-0.1% |
0.8485 |
High |
0.8430 |
0.8390 |
-0.0040 |
-0.5% |
0.8485 |
Low |
0.8395 |
0.8388 |
-0.0007 |
-0.1% |
0.8388 |
Close |
0.8430 |
0.8388 |
-0.0042 |
-0.5% |
0.8388 |
Range |
0.0035 |
0.0002 |
-0.0033 |
-94.3% |
0.0097 |
ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8395 |
0.8393 |
0.8389 |
|
R3 |
0.8393 |
0.8391 |
0.8389 |
|
R2 |
0.8391 |
0.8391 |
0.8388 |
|
R1 |
0.8389 |
0.8389 |
0.8388 |
0.8389 |
PP |
0.8389 |
0.8389 |
0.8389 |
0.8389 |
S1 |
0.8387 |
0.8387 |
0.8388 |
0.8387 |
S2 |
0.8387 |
0.8387 |
0.8388 |
|
S3 |
0.8385 |
0.8385 |
0.8387 |
|
S4 |
0.8383 |
0.8383 |
0.8387 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8711 |
0.8647 |
0.8441 |
|
R3 |
0.8614 |
0.8550 |
0.8415 |
|
R2 |
0.8517 |
0.8517 |
0.8406 |
|
R1 |
0.8453 |
0.8453 |
0.8397 |
0.8437 |
PP |
0.8420 |
0.8420 |
0.8420 |
0.8412 |
S1 |
0.8356 |
0.8356 |
0.8379 |
0.8340 |
S2 |
0.8323 |
0.8323 |
0.8370 |
|
S3 |
0.8226 |
0.8259 |
0.8361 |
|
S4 |
0.8129 |
0.8162 |
0.8335 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8552 |
0.8388 |
0.0164 |
2.0% |
0.0011 |
0.1% |
0% |
False |
True |
1 |
10 |
0.8624 |
0.8388 |
0.0236 |
2.8% |
0.0006 |
0.1% |
0% |
False |
True |
1 |
20 |
0.8656 |
0.8388 |
0.0268 |
3.2% |
0.0014 |
0.2% |
0% |
False |
True |
1 |
40 |
0.8746 |
0.8388 |
0.0358 |
4.3% |
0.0012 |
0.1% |
0% |
False |
True |
1 |
60 |
0.9197 |
0.8388 |
0.0809 |
9.6% |
0.0010 |
0.1% |
0% |
False |
True |
1 |
80 |
0.9200 |
0.8388 |
0.0812 |
9.7% |
0.0009 |
0.1% |
0% |
False |
True |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8399 |
2.618 |
0.8395 |
1.618 |
0.8393 |
1.000 |
0.8392 |
0.618 |
0.8391 |
HIGH |
0.8390 |
0.618 |
0.8389 |
0.500 |
0.8389 |
0.382 |
0.8389 |
LOW |
0.8388 |
0.618 |
0.8387 |
1.000 |
0.8386 |
1.618 |
0.8385 |
2.618 |
0.8383 |
4.250 |
0.8380 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8389 |
0.8409 |
PP |
0.8389 |
0.8402 |
S1 |
0.8388 |
0.8395 |
|