CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8655 |
0.8498 |
-0.0157 |
-1.8% |
0.8732 |
| High |
0.8655 |
0.8545 |
-0.0110 |
-1.3% |
0.8815 |
| Low |
0.8488 |
0.8479 |
-0.0009 |
-0.1% |
0.8678 |
| Close |
0.8500 |
0.8493 |
-0.0007 |
-0.1% |
0.8712 |
| Range |
0.0167 |
0.0066 |
-0.0101 |
-60.5% |
0.0137 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
322 |
467 |
145 |
45.0% |
827 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8704 |
0.8664 |
0.8529 |
|
| R3 |
0.8638 |
0.8598 |
0.8511 |
|
| R2 |
0.8572 |
0.8572 |
0.8505 |
|
| R1 |
0.8532 |
0.8532 |
0.8499 |
0.8519 |
| PP |
0.8506 |
0.8506 |
0.8506 |
0.8499 |
| S1 |
0.8466 |
0.8466 |
0.8487 |
0.8453 |
| S2 |
0.8440 |
0.8440 |
0.8481 |
|
| S3 |
0.8374 |
0.8400 |
0.8475 |
|
| S4 |
0.8308 |
0.8334 |
0.8457 |
|
|
| 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 |
0.8752 |
0.8479 |
0.0273 |
3.2% |
0.0096 |
1.1% |
5% |
False |
True |
308 |
| 10 |
0.8815 |
0.8479 |
0.0336 |
4.0% |
0.0089 |
1.0% |
4% |
False |
True |
216 |
| 20 |
0.8815 |
0.8479 |
0.0336 |
4.0% |
0.0088 |
1.0% |
4% |
False |
True |
190 |
| 40 |
0.8979 |
0.8479 |
0.0500 |
5.9% |
0.0085 |
1.0% |
3% |
False |
True |
163 |
| 60 |
0.9257 |
0.8479 |
0.0778 |
9.2% |
0.0065 |
0.8% |
2% |
False |
True |
112 |
| 80 |
0.9326 |
0.8479 |
0.0847 |
10.0% |
0.0051 |
0.6% |
2% |
False |
True |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8826 |
|
2.618 |
0.8718 |
|
1.618 |
0.8652 |
|
1.000 |
0.8611 |
|
0.618 |
0.8586 |
|
HIGH |
0.8545 |
|
0.618 |
0.8520 |
|
0.500 |
0.8512 |
|
0.382 |
0.8504 |
|
LOW |
0.8479 |
|
0.618 |
0.8438 |
|
1.000 |
0.8413 |
|
1.618 |
0.8372 |
|
2.618 |
0.8306 |
|
4.250 |
0.8199 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8512 |
0.8572 |
| PP |
0.8506 |
0.8546 |
| S1 |
0.8499 |
0.8519 |
|