CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8660 |
0.8669 |
0.0009 |
0.1% |
0.8577 |
| High |
0.8718 |
0.8706 |
-0.0012 |
-0.1% |
0.8750 |
| Low |
0.8645 |
0.8661 |
0.0016 |
0.2% |
0.8566 |
| Close |
0.8668 |
0.8699 |
0.0031 |
0.4% |
0.8668 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0184 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
116 |
186 |
70 |
60.3% |
935 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8824 |
0.8806 |
0.8724 |
|
| R3 |
0.8779 |
0.8761 |
0.8711 |
|
| R2 |
0.8734 |
0.8734 |
0.8707 |
|
| R1 |
0.8716 |
0.8716 |
0.8703 |
0.8725 |
| PP |
0.8689 |
0.8689 |
0.8689 |
0.8693 |
| S1 |
0.8671 |
0.8671 |
0.8695 |
0.8680 |
| S2 |
0.8644 |
0.8644 |
0.8691 |
|
| S3 |
0.8599 |
0.8626 |
0.8687 |
|
| S4 |
0.8554 |
0.8581 |
0.8674 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9125 |
0.8769 |
|
| R3 |
0.9029 |
0.8941 |
0.8719 |
|
| R2 |
0.8845 |
0.8845 |
0.8702 |
|
| R1 |
0.8757 |
0.8757 |
0.8685 |
0.8801 |
| PP |
0.8661 |
0.8661 |
0.8661 |
0.8684 |
| S1 |
0.8573 |
0.8573 |
0.8651 |
0.8617 |
| S2 |
0.8477 |
0.8477 |
0.8634 |
|
| S3 |
0.8293 |
0.8389 |
0.8617 |
|
| S4 |
0.8109 |
0.8205 |
0.8567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8750 |
0.8589 |
0.0161 |
1.9% |
0.0098 |
1.1% |
68% |
False |
False |
194 |
| 10 |
0.8784 |
0.8566 |
0.0218 |
2.5% |
0.0103 |
1.2% |
61% |
False |
False |
207 |
| 20 |
0.8811 |
0.8544 |
0.0267 |
3.1% |
0.0092 |
1.1% |
58% |
False |
False |
160 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0070 |
0.8% |
22% |
False |
False |
105 |
| 60 |
0.9258 |
0.8544 |
0.0714 |
8.2% |
0.0049 |
0.6% |
22% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8897 |
|
2.618 |
0.8824 |
|
1.618 |
0.8779 |
|
1.000 |
0.8751 |
|
0.618 |
0.8734 |
|
HIGH |
0.8706 |
|
0.618 |
0.8689 |
|
0.500 |
0.8684 |
|
0.382 |
0.8678 |
|
LOW |
0.8661 |
|
0.618 |
0.8633 |
|
1.000 |
0.8616 |
|
1.618 |
0.8588 |
|
2.618 |
0.8543 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8694 |
0.8686 |
| PP |
0.8689 |
0.8673 |
| S1 |
0.8684 |
0.8660 |
|