CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8714 |
0.8769 |
0.0055 |
0.6% |
0.8669 |
| High |
0.8792 |
0.8815 |
0.0023 |
0.3% |
0.8742 |
| Low |
0.8714 |
0.8688 |
-0.0026 |
-0.3% |
0.8631 |
| Close |
0.8769 |
0.8718 |
-0.0051 |
-0.6% |
0.8708 |
| Range |
0.0078 |
0.0127 |
0.0049 |
62.8% |
0.0111 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.4% |
0.0000 |
| Volume |
46 |
191 |
145 |
315.2% |
592 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9047 |
0.8788 |
|
| R3 |
0.8994 |
0.8920 |
0.8753 |
|
| R2 |
0.8867 |
0.8867 |
0.8741 |
|
| R1 |
0.8793 |
0.8793 |
0.8730 |
0.8767 |
| PP |
0.8740 |
0.8740 |
0.8740 |
0.8727 |
| S1 |
0.8666 |
0.8666 |
0.8706 |
0.8640 |
| S2 |
0.8613 |
0.8613 |
0.8695 |
|
| S3 |
0.8486 |
0.8539 |
0.8683 |
|
| S4 |
0.8359 |
0.8412 |
0.8648 |
|
|
| 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 |
0.8815 |
0.8631 |
0.0184 |
2.1% |
0.0076 |
0.9% |
47% |
True |
False |
101 |
| 10 |
0.8815 |
0.8600 |
0.0215 |
2.5% |
0.0073 |
0.8% |
55% |
True |
False |
131 |
| 20 |
0.8815 |
0.8544 |
0.0271 |
3.1% |
0.0094 |
1.1% |
64% |
True |
False |
165 |
| 40 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0079 |
0.9% |
24% |
False |
False |
123 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0057 |
0.7% |
24% |
False |
False |
83 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0044 |
0.5% |
22% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9147 |
|
1.618 |
0.9020 |
|
1.000 |
0.8942 |
|
0.618 |
0.8893 |
|
HIGH |
0.8815 |
|
0.618 |
0.8766 |
|
0.500 |
0.8752 |
|
0.382 |
0.8737 |
|
LOW |
0.8688 |
|
0.618 |
0.8610 |
|
1.000 |
0.8561 |
|
1.618 |
0.8483 |
|
2.618 |
0.8356 |
|
4.250 |
0.8148 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8752 |
0.8752 |
| PP |
0.8740 |
0.8740 |
| S1 |
0.8729 |
0.8729 |
|