CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8606 |
0.8655 |
0.0049 |
0.6% |
0.8732 |
| High |
0.8665 |
0.8655 |
-0.0010 |
-0.1% |
0.8815 |
| Low |
0.8567 |
0.8488 |
-0.0079 |
-0.9% |
0.8678 |
| Close |
0.8661 |
0.8500 |
-0.0161 |
-1.9% |
0.8712 |
| Range |
0.0098 |
0.0167 |
0.0069 |
70.4% |
0.0137 |
| ATR |
0.0084 |
0.0091 |
0.0006 |
7.5% |
0.0000 |
| Volume |
301 |
322 |
21 |
7.0% |
827 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.8941 |
0.8592 |
|
| R3 |
0.8882 |
0.8774 |
0.8546 |
|
| R2 |
0.8715 |
0.8715 |
0.8531 |
|
| R1 |
0.8607 |
0.8607 |
0.8515 |
0.8578 |
| PP |
0.8548 |
0.8548 |
0.8548 |
0.8533 |
| S1 |
0.8440 |
0.8440 |
0.8485 |
0.8411 |
| S2 |
0.8381 |
0.8381 |
0.8469 |
|
| S3 |
0.8214 |
0.8273 |
0.8454 |
|
| S4 |
0.8047 |
0.8106 |
0.8408 |
|
|
| 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 |
0.8755 |
0.8488 |
0.0267 |
3.1% |
0.0098 |
1.2% |
4% |
False |
True |
253 |
| 10 |
0.8815 |
0.8488 |
0.0327 |
3.8% |
0.0087 |
1.0% |
4% |
False |
True |
177 |
| 20 |
0.8815 |
0.8488 |
0.0327 |
3.8% |
0.0090 |
1.1% |
4% |
False |
True |
182 |
| 40 |
0.9097 |
0.8488 |
0.0609 |
7.2% |
0.0086 |
1.0% |
2% |
False |
True |
153 |
| 60 |
0.9257 |
0.8488 |
0.0769 |
9.0% |
0.0064 |
0.8% |
2% |
False |
True |
104 |
| 80 |
0.9326 |
0.8488 |
0.0838 |
9.9% |
0.0050 |
0.6% |
1% |
False |
True |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9365 |
|
2.618 |
0.9092 |
|
1.618 |
0.8925 |
|
1.000 |
0.8822 |
|
0.618 |
0.8758 |
|
HIGH |
0.8655 |
|
0.618 |
0.8591 |
|
0.500 |
0.8572 |
|
0.382 |
0.8552 |
|
LOW |
0.8488 |
|
0.618 |
0.8385 |
|
1.000 |
0.8321 |
|
1.618 |
0.8218 |
|
2.618 |
0.8051 |
|
4.250 |
0.7778 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8572 |
0.8584 |
| PP |
0.8548 |
0.8556 |
| S1 |
0.8524 |
0.8528 |
|