CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8617 |
0.8720 |
0.0103 |
1.2% |
0.8572 |
| High |
0.8750 |
0.8720 |
-0.0030 |
-0.3% |
0.8784 |
| Low |
0.8589 |
0.8600 |
0.0011 |
0.1% |
0.8551 |
| Close |
0.8677 |
0.8675 |
-0.0002 |
0.0% |
0.8611 |
| Range |
0.0161 |
0.0120 |
-0.0041 |
-25.5% |
0.0233 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
2.2% |
0.0000 |
| Volume |
312 |
240 |
-72 |
-23.1% |
1,227 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9025 |
0.8970 |
0.8741 |
|
| R3 |
0.8905 |
0.8850 |
0.8708 |
|
| R2 |
0.8785 |
0.8785 |
0.8697 |
|
| R1 |
0.8730 |
0.8730 |
0.8686 |
0.8698 |
| PP |
0.8665 |
0.8665 |
0.8665 |
0.8649 |
| S1 |
0.8610 |
0.8610 |
0.8664 |
0.8578 |
| S2 |
0.8545 |
0.8545 |
0.8653 |
|
| S3 |
0.8425 |
0.8490 |
0.8642 |
|
| S4 |
0.8305 |
0.8370 |
0.8609 |
|
|
| 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 |
0.8750 |
0.8566 |
0.0184 |
2.1% |
0.0118 |
1.4% |
59% |
False |
False |
199 |
| 10 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0119 |
1.4% |
55% |
False |
False |
209 |
| 20 |
0.8880 |
0.8544 |
0.0336 |
3.9% |
0.0094 |
1.1% |
39% |
False |
False |
163 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0067 |
0.8% |
18% |
False |
False |
97 |
| 60 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0048 |
0.6% |
17% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9230 |
|
2.618 |
0.9034 |
|
1.618 |
0.8914 |
|
1.000 |
0.8840 |
|
0.618 |
0.8794 |
|
HIGH |
0.8720 |
|
0.618 |
0.8674 |
|
0.500 |
0.8660 |
|
0.382 |
0.8646 |
|
LOW |
0.8600 |
|
0.618 |
0.8526 |
|
1.000 |
0.8480 |
|
1.618 |
0.8406 |
|
2.618 |
0.8286 |
|
4.250 |
0.8090 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8670 |
0.8673 |
| PP |
0.8665 |
0.8671 |
| S1 |
0.8660 |
0.8670 |
|