CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8771 |
0.8824 |
0.0053 |
0.6% |
0.8730 |
| High |
0.8852 |
0.8882 |
0.0030 |
0.3% |
0.8798 |
| Low |
0.8765 |
0.8746 |
-0.0019 |
-0.2% |
0.8688 |
| Close |
0.8826 |
0.8775 |
-0.0051 |
-0.6% |
0.8765 |
| Range |
0.0087 |
0.0136 |
0.0049 |
56.3% |
0.0110 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.5% |
0.0000 |
| Volume |
76,657 |
116,915 |
40,258 |
52.5% |
403,532 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9209 |
0.9128 |
0.8850 |
|
| R3 |
0.9073 |
0.8992 |
0.8812 |
|
| R2 |
0.8937 |
0.8937 |
0.8800 |
|
| R1 |
0.8856 |
0.8856 |
0.8787 |
0.8829 |
| PP |
0.8801 |
0.8801 |
0.8801 |
0.8787 |
| S1 |
0.8720 |
0.8720 |
0.8763 |
0.8693 |
| S2 |
0.8665 |
0.8665 |
0.8750 |
|
| S3 |
0.8529 |
0.8584 |
0.8738 |
|
| S4 |
0.8393 |
0.8448 |
0.8700 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9033 |
0.8826 |
|
| R3 |
0.8970 |
0.8923 |
0.8795 |
|
| R2 |
0.8860 |
0.8860 |
0.8785 |
|
| R1 |
0.8813 |
0.8813 |
0.8775 |
0.8837 |
| PP |
0.8750 |
0.8750 |
0.8750 |
0.8762 |
| S1 |
0.8703 |
0.8703 |
0.8755 |
0.8727 |
| S2 |
0.8640 |
0.8640 |
0.8745 |
|
| S3 |
0.8530 |
0.8593 |
0.8735 |
|
| S4 |
0.8420 |
0.8483 |
0.8705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8882 |
0.8688 |
0.0194 |
2.2% |
0.0085 |
1.0% |
45% |
True |
False |
84,516 |
| 10 |
0.8882 |
0.8650 |
0.0232 |
2.6% |
0.0083 |
0.9% |
54% |
True |
False |
88,250 |
| 20 |
0.8882 |
0.8598 |
0.0284 |
3.2% |
0.0106 |
1.2% |
62% |
True |
False |
112,910 |
| 40 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0097 |
1.1% |
24% |
False |
False |
108,680 |
| 60 |
0.9338 |
0.8598 |
0.0740 |
8.4% |
0.0081 |
0.9% |
24% |
False |
False |
72,799 |
| 80 |
0.9364 |
0.8598 |
0.0766 |
8.7% |
0.0071 |
0.8% |
23% |
False |
False |
54,655 |
| 100 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0063 |
0.7% |
22% |
False |
False |
43,736 |
| 120 |
0.9394 |
0.8598 |
0.0796 |
9.1% |
0.0055 |
0.6% |
22% |
False |
False |
36,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9460 |
|
2.618 |
0.9238 |
|
1.618 |
0.9102 |
|
1.000 |
0.9018 |
|
0.618 |
0.8966 |
|
HIGH |
0.8882 |
|
0.618 |
0.8830 |
|
0.500 |
0.8814 |
|
0.382 |
0.8798 |
|
LOW |
0.8746 |
|
0.618 |
0.8662 |
|
1.000 |
0.8610 |
|
1.618 |
0.8526 |
|
2.618 |
0.8390 |
|
4.250 |
0.8168 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8814 |
0.8814 |
| PP |
0.8801 |
0.8801 |
| S1 |
0.8788 |
0.8788 |
|