CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8732 |
0.8714 |
-0.0018 |
-0.2% |
0.8669 |
| High |
0.8735 |
0.8792 |
0.0057 |
0.7% |
0.8742 |
| Low |
0.8706 |
0.8714 |
0.0008 |
0.1% |
0.8631 |
| Close |
0.8720 |
0.8769 |
0.0049 |
0.6% |
0.8708 |
| Range |
0.0029 |
0.0078 |
0.0049 |
169.0% |
0.0111 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
130 |
46 |
-84 |
-64.6% |
592 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8959 |
0.8812 |
|
| R3 |
0.8914 |
0.8881 |
0.8790 |
|
| R2 |
0.8836 |
0.8836 |
0.8783 |
|
| R1 |
0.8803 |
0.8803 |
0.8776 |
0.8820 |
| PP |
0.8758 |
0.8758 |
0.8758 |
0.8767 |
| S1 |
0.8725 |
0.8725 |
0.8762 |
0.8742 |
| S2 |
0.8680 |
0.8680 |
0.8755 |
|
| S3 |
0.8602 |
0.8647 |
0.8748 |
|
| S4 |
0.8524 |
0.8569 |
0.8726 |
|
|
| 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 |
0.8792 |
0.8631 |
0.0161 |
1.8% |
0.0059 |
0.7% |
86% |
True |
False |
98 |
| 10 |
0.8792 |
0.8589 |
0.0203 |
2.3% |
0.0076 |
0.9% |
89% |
True |
False |
143 |
| 20 |
0.8792 |
0.8544 |
0.0248 |
2.8% |
0.0092 |
1.0% |
91% |
True |
False |
160 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.1% |
0.0076 |
0.9% |
32% |
False |
False |
119 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.1% |
0.0055 |
0.6% |
32% |
False |
False |
80 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
8.9% |
0.0042 |
0.5% |
29% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9124 |
|
2.618 |
0.8996 |
|
1.618 |
0.8918 |
|
1.000 |
0.8870 |
|
0.618 |
0.8840 |
|
HIGH |
0.8792 |
|
0.618 |
0.8762 |
|
0.500 |
0.8753 |
|
0.382 |
0.8744 |
|
LOW |
0.8714 |
|
0.618 |
0.8666 |
|
1.000 |
0.8636 |
|
1.618 |
0.8588 |
|
2.618 |
0.8510 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8764 |
0.8750 |
| PP |
0.8758 |
0.8731 |
| S1 |
0.8753 |
0.8712 |
|