CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8572 |
0.8647 |
0.0075 |
0.9% |
0.8620 |
| High |
0.8679 |
0.8732 |
0.0053 |
0.6% |
0.8720 |
| Low |
0.8551 |
0.8635 |
0.0084 |
1.0% |
0.8544 |
| Close |
0.8651 |
0.8709 |
0.0058 |
0.7% |
0.8572 |
| Range |
0.0128 |
0.0097 |
-0.0031 |
-24.2% |
0.0176 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.9% |
0.0000 |
| Volume |
277 |
255 |
-22 |
-7.9% |
426 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8943 |
0.8762 |
|
| R3 |
0.8886 |
0.8846 |
0.8736 |
|
| R2 |
0.8789 |
0.8789 |
0.8727 |
|
| R1 |
0.8749 |
0.8749 |
0.8718 |
0.8769 |
| PP |
0.8692 |
0.8692 |
0.8692 |
0.8702 |
| S1 |
0.8652 |
0.8652 |
0.8700 |
0.8672 |
| S2 |
0.8595 |
0.8595 |
0.8691 |
|
| S3 |
0.8498 |
0.8555 |
0.8682 |
|
| S4 |
0.8401 |
0.8458 |
0.8656 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9032 |
0.8669 |
|
| R3 |
0.8964 |
0.8856 |
0.8620 |
|
| R2 |
0.8788 |
0.8788 |
0.8604 |
|
| R1 |
0.8680 |
0.8680 |
0.8588 |
0.8646 |
| PP |
0.8612 |
0.8612 |
0.8612 |
0.8595 |
| S1 |
0.8504 |
0.8504 |
0.8556 |
0.8470 |
| S2 |
0.8436 |
0.8436 |
0.8540 |
|
| S3 |
0.8260 |
0.8328 |
0.8524 |
|
| S4 |
0.8084 |
0.8152 |
0.8475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8732 |
0.8544 |
0.0188 |
2.2% |
0.0108 |
1.2% |
88% |
True |
False |
160 |
| 10 |
0.8783 |
0.8544 |
0.0239 |
2.7% |
0.0083 |
0.9% |
69% |
False |
False |
129 |
| 20 |
0.9097 |
0.8544 |
0.0553 |
6.3% |
0.0080 |
0.9% |
30% |
False |
False |
114 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0050 |
0.6% |
23% |
False |
False |
60 |
| 60 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0035 |
0.4% |
21% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9144 |
|
2.618 |
0.8986 |
|
1.618 |
0.8889 |
|
1.000 |
0.8829 |
|
0.618 |
0.8792 |
|
HIGH |
0.8732 |
|
0.618 |
0.8695 |
|
0.500 |
0.8684 |
|
0.382 |
0.8672 |
|
LOW |
0.8635 |
|
0.618 |
0.8575 |
|
1.000 |
0.8538 |
|
1.618 |
0.8478 |
|
2.618 |
0.8381 |
|
4.250 |
0.8223 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8701 |
0.8685 |
| PP |
0.8692 |
0.8662 |
| S1 |
0.8684 |
0.8638 |
|