CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8685 |
0.8690 |
0.0005 |
0.1% |
0.8577 |
| High |
0.8742 |
0.8719 |
-0.0023 |
-0.3% |
0.8750 |
| Low |
0.8675 |
0.8677 |
0.0002 |
0.0% |
0.8566 |
| Close |
0.8689 |
0.8690 |
0.0001 |
0.0% |
0.8668 |
| Range |
0.0067 |
0.0042 |
-0.0025 |
-37.3% |
0.0184 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
91 |
175 |
84 |
92.3% |
935 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8821 |
0.8798 |
0.8713 |
|
| R3 |
0.8779 |
0.8756 |
0.8702 |
|
| R2 |
0.8737 |
0.8737 |
0.8698 |
|
| R1 |
0.8714 |
0.8714 |
0.8694 |
0.8711 |
| PP |
0.8695 |
0.8695 |
0.8695 |
0.8694 |
| S1 |
0.8672 |
0.8672 |
0.8686 |
0.8669 |
| S2 |
0.8653 |
0.8653 |
0.8682 |
|
| S3 |
0.8611 |
0.8630 |
0.8678 |
|
| S4 |
0.8569 |
0.8588 |
0.8667 |
|
|
| 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 |
0.8742 |
0.8600 |
0.0142 |
1.6% |
0.0069 |
0.8% |
63% |
False |
False |
161 |
| 10 |
0.8784 |
0.8566 |
0.0218 |
2.5% |
0.0093 |
1.1% |
57% |
False |
False |
186 |
| 20 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0091 |
1.0% |
61% |
False |
False |
162 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0073 |
0.8% |
20% |
False |
False |
111 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0051 |
0.6% |
20% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8898 |
|
2.618 |
0.8829 |
|
1.618 |
0.8787 |
|
1.000 |
0.8761 |
|
0.618 |
0.8745 |
|
HIGH |
0.8719 |
|
0.618 |
0.8703 |
|
0.500 |
0.8698 |
|
0.382 |
0.8693 |
|
LOW |
0.8677 |
|
0.618 |
0.8651 |
|
1.000 |
0.8635 |
|
1.618 |
0.8609 |
|
2.618 |
0.8567 |
|
4.250 |
0.8499 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8698 |
0.8702 |
| PP |
0.8695 |
0.8698 |
| S1 |
0.8693 |
0.8694 |
|