CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8680 |
0.8744 |
0.0064 |
0.7% |
0.8732 |
| High |
0.8755 |
0.8752 |
-0.0003 |
0.0% |
0.8815 |
| Low |
0.8678 |
0.8685 |
0.0007 |
0.1% |
0.8678 |
| Close |
0.8746 |
0.8712 |
-0.0034 |
-0.4% |
0.8712 |
| Range |
0.0077 |
0.0067 |
-0.0010 |
-13.0% |
0.0137 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
195 |
265 |
70 |
35.9% |
827 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8917 |
0.8882 |
0.8749 |
|
| R3 |
0.8850 |
0.8815 |
0.8730 |
|
| R2 |
0.8783 |
0.8783 |
0.8724 |
|
| R1 |
0.8748 |
0.8748 |
0.8718 |
0.8732 |
| PP |
0.8716 |
0.8716 |
0.8716 |
0.8709 |
| S1 |
0.8681 |
0.8681 |
0.8706 |
0.8665 |
| S2 |
0.8649 |
0.8649 |
0.8700 |
|
| S3 |
0.8582 |
0.8614 |
0.8694 |
|
| S4 |
0.8515 |
0.8547 |
0.8675 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9066 |
0.8787 |
|
| R3 |
0.9009 |
0.8929 |
0.8750 |
|
| R2 |
0.8872 |
0.8872 |
0.8737 |
|
| R1 |
0.8792 |
0.8792 |
0.8725 |
0.8764 |
| PP |
0.8735 |
0.8735 |
0.8735 |
0.8721 |
| S1 |
0.8655 |
0.8655 |
0.8699 |
0.8627 |
| S2 |
0.8598 |
0.8598 |
0.8687 |
|
| S3 |
0.8461 |
0.8518 |
0.8674 |
|
| S4 |
0.8324 |
0.8381 |
0.8637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8815 |
0.8678 |
0.0137 |
1.6% |
0.0076 |
0.9% |
25% |
False |
False |
165 |
| 10 |
0.8815 |
0.8631 |
0.0184 |
2.1% |
0.0068 |
0.8% |
44% |
False |
False |
141 |
| 20 |
0.8815 |
0.8551 |
0.0264 |
3.0% |
0.0089 |
1.0% |
61% |
False |
False |
179 |
| 40 |
0.9206 |
0.8544 |
0.0662 |
7.6% |
0.0083 |
0.9% |
25% |
False |
False |
134 |
| 60 |
0.9257 |
0.8544 |
0.0713 |
8.2% |
0.0059 |
0.7% |
24% |
False |
False |
91 |
| 80 |
0.9326 |
0.8544 |
0.0782 |
9.0% |
0.0045 |
0.5% |
21% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9037 |
|
2.618 |
0.8927 |
|
1.618 |
0.8860 |
|
1.000 |
0.8819 |
|
0.618 |
0.8793 |
|
HIGH |
0.8752 |
|
0.618 |
0.8726 |
|
0.500 |
0.8719 |
|
0.382 |
0.8711 |
|
LOW |
0.8685 |
|
0.618 |
0.8644 |
|
1.000 |
0.8618 |
|
1.618 |
0.8577 |
|
2.618 |
0.8510 |
|
4.250 |
0.8400 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8719 |
0.8747 |
| PP |
0.8716 |
0.8735 |
| S1 |
0.8714 |
0.8724 |
|