CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8731 |
0.8668 |
-0.0063 |
-0.7% |
0.8572 |
| High |
0.8784 |
0.8681 |
-0.0103 |
-1.2% |
0.8784 |
| Low |
0.8671 |
0.8584 |
-0.0087 |
-1.0% |
0.8551 |
| Close |
0.8674 |
0.8611 |
-0.0063 |
-0.7% |
0.8611 |
| Range |
0.0113 |
0.0097 |
-0.0016 |
-14.2% |
0.0233 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.3% |
0.0000 |
| Volume |
305 |
177 |
-128 |
-42.0% |
1,227 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8916 |
0.8861 |
0.8664 |
|
| R3 |
0.8819 |
0.8764 |
0.8638 |
|
| R2 |
0.8722 |
0.8722 |
0.8629 |
|
| R1 |
0.8667 |
0.8667 |
0.8620 |
0.8646 |
| PP |
0.8625 |
0.8625 |
0.8625 |
0.8615 |
| S1 |
0.8570 |
0.8570 |
0.8602 |
0.8549 |
| S2 |
0.8528 |
0.8528 |
0.8593 |
|
| S3 |
0.8431 |
0.8473 |
0.8584 |
|
| S4 |
0.8334 |
0.8376 |
0.8558 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9348 |
0.9212 |
0.8739 |
|
| R3 |
0.9115 |
0.8979 |
0.8675 |
|
| R2 |
0.8882 |
0.8882 |
0.8654 |
|
| R1 |
0.8746 |
0.8746 |
0.8632 |
0.8814 |
| PP |
0.8649 |
0.8649 |
0.8649 |
0.8683 |
| S1 |
0.8513 |
0.8513 |
0.8590 |
0.8581 |
| S2 |
0.8416 |
0.8416 |
0.8568 |
|
| S3 |
0.8183 |
0.8280 |
0.8547 |
|
| S4 |
0.7950 |
0.8047 |
0.8483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8784 |
0.8551 |
0.0233 |
2.7% |
0.0109 |
1.3% |
26% |
False |
False |
245 |
| 10 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0097 |
1.1% |
28% |
False |
False |
165 |
| 20 |
0.8979 |
0.8544 |
0.0435 |
5.1% |
0.0084 |
1.0% |
15% |
False |
False |
139 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.3% |
0.0057 |
0.7% |
9% |
False |
False |
77 |
| 60 |
0.9326 |
0.8544 |
0.0782 |
9.1% |
0.0040 |
0.5% |
9% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9093 |
|
2.618 |
0.8935 |
|
1.618 |
0.8838 |
|
1.000 |
0.8778 |
|
0.618 |
0.8741 |
|
HIGH |
0.8681 |
|
0.618 |
0.8644 |
|
0.500 |
0.8633 |
|
0.382 |
0.8621 |
|
LOW |
0.8584 |
|
0.618 |
0.8524 |
|
1.000 |
0.8487 |
|
1.618 |
0.8427 |
|
2.618 |
0.8330 |
|
4.250 |
0.8172 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8633 |
0.8684 |
| PP |
0.8625 |
0.8660 |
| S1 |
0.8618 |
0.8635 |
|