CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8577 |
0.8649 |
0.0072 |
0.8% |
0.8572 |
| High |
0.8688 |
0.8702 |
0.0014 |
0.2% |
0.8784 |
| Low |
0.8566 |
0.8613 |
0.0047 |
0.5% |
0.8551 |
| Close |
0.8660 |
0.8615 |
-0.0045 |
-0.5% |
0.8611 |
| Range |
0.0122 |
0.0089 |
-0.0033 |
-27.0% |
0.0233 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
149 |
118 |
-31 |
-20.8% |
1,227 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8852 |
0.8664 |
|
| R3 |
0.8821 |
0.8763 |
0.8639 |
|
| R2 |
0.8732 |
0.8732 |
0.8631 |
|
| R1 |
0.8674 |
0.8674 |
0.8623 |
0.8659 |
| PP |
0.8643 |
0.8643 |
0.8643 |
0.8636 |
| S1 |
0.8585 |
0.8585 |
0.8607 |
0.8570 |
| S2 |
0.8554 |
0.8554 |
0.8599 |
|
| S3 |
0.8465 |
0.8496 |
0.8591 |
|
| S4 |
0.8376 |
0.8407 |
0.8566 |
|
|
| 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 |
0.8566 |
0.0218 |
2.5% |
0.0106 |
1.2% |
22% |
False |
False |
192 |
| 10 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0107 |
1.2% |
30% |
False |
False |
176 |
| 20 |
0.8963 |
0.8544 |
0.0419 |
4.9% |
0.0088 |
1.0% |
17% |
False |
False |
144 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.3% |
0.0061 |
0.7% |
10% |
False |
False |
83 |
| 60 |
0.9326 |
0.8544 |
0.0782 |
9.1% |
0.0043 |
0.5% |
9% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9080 |
|
2.618 |
0.8935 |
|
1.618 |
0.8846 |
|
1.000 |
0.8791 |
|
0.618 |
0.8757 |
|
HIGH |
0.8702 |
|
0.618 |
0.8668 |
|
0.500 |
0.8658 |
|
0.382 |
0.8647 |
|
LOW |
0.8613 |
|
0.618 |
0.8558 |
|
1.000 |
0.8524 |
|
1.618 |
0.8469 |
|
2.618 |
0.8380 |
|
4.250 |
0.8235 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8658 |
0.8634 |
| PP |
0.8643 |
0.8628 |
| S1 |
0.8629 |
0.8621 |
|