CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8639 |
0.8732 |
0.0093 |
1.1% |
0.8669 |
| High |
0.8730 |
0.8735 |
0.0005 |
0.1% |
0.8742 |
| Low |
0.8631 |
0.8706 |
0.0075 |
0.9% |
0.8631 |
| Close |
0.8708 |
0.8720 |
0.0012 |
0.1% |
0.8708 |
| Range |
0.0099 |
0.0029 |
-0.0070 |
-70.7% |
0.0111 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
61 |
130 |
69 |
113.1% |
592 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8807 |
0.8793 |
0.8736 |
|
| R3 |
0.8778 |
0.8764 |
0.8728 |
|
| R2 |
0.8749 |
0.8749 |
0.8725 |
|
| R1 |
0.8735 |
0.8735 |
0.8723 |
0.8728 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8717 |
| S1 |
0.8706 |
0.8706 |
0.8717 |
0.8699 |
| S2 |
0.8691 |
0.8691 |
0.8715 |
|
| S3 |
0.8662 |
0.8677 |
0.8712 |
|
| S4 |
0.8633 |
0.8648 |
0.8704 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9027 |
0.8978 |
0.8769 |
|
| R3 |
0.8916 |
0.8867 |
0.8739 |
|
| R2 |
0.8805 |
0.8805 |
0.8728 |
|
| R1 |
0.8756 |
0.8756 |
0.8718 |
0.8781 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8706 |
| S1 |
0.8645 |
0.8645 |
0.8698 |
0.8670 |
| S2 |
0.8583 |
0.8583 |
0.8688 |
|
| S3 |
0.8472 |
0.8534 |
0.8677 |
|
| S4 |
0.8361 |
0.8423 |
0.8647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8742 |
0.8631 |
0.0111 |
1.3% |
0.0057 |
0.7% |
80% |
False |
False |
107 |
| 10 |
0.8750 |
0.8589 |
0.0161 |
1.8% |
0.0077 |
0.9% |
81% |
False |
False |
150 |
| 20 |
0.8784 |
0.8544 |
0.0240 |
2.8% |
0.0090 |
1.0% |
73% |
False |
False |
161 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0077 |
0.9% |
25% |
False |
False |
118 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0053 |
0.6% |
25% |
False |
False |
79 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0041 |
0.5% |
23% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8858 |
|
2.618 |
0.8811 |
|
1.618 |
0.8782 |
|
1.000 |
0.8764 |
|
0.618 |
0.8753 |
|
HIGH |
0.8735 |
|
0.618 |
0.8724 |
|
0.500 |
0.8721 |
|
0.382 |
0.8717 |
|
LOW |
0.8706 |
|
0.618 |
0.8688 |
|
1.000 |
0.8677 |
|
1.618 |
0.8659 |
|
2.618 |
0.8630 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8721 |
0.8708 |
| PP |
0.8720 |
0.8695 |
| S1 |
0.8720 |
0.8683 |
|