CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8551 |
-0.0009 |
-0.1% |
0.8679 |
| High |
0.8601 |
0.8633 |
0.0032 |
0.4% |
0.8679 |
| Low |
0.8533 |
0.8513 |
-0.0020 |
-0.2% |
0.8470 |
| Close |
0.8536 |
0.8593 |
0.0057 |
0.7% |
0.8558 |
| Range |
0.0068 |
0.0120 |
0.0052 |
76.5% |
0.0209 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
522 |
156 |
-366 |
-70.1% |
1,706 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8940 |
0.8886 |
0.8659 |
|
| R3 |
0.8820 |
0.8766 |
0.8626 |
|
| R2 |
0.8700 |
0.8700 |
0.8615 |
|
| R1 |
0.8646 |
0.8646 |
0.8604 |
0.8673 |
| PP |
0.8580 |
0.8580 |
0.8580 |
0.8593 |
| S1 |
0.8526 |
0.8526 |
0.8582 |
0.8553 |
| S2 |
0.8460 |
0.8460 |
0.8571 |
|
| S3 |
0.8340 |
0.8406 |
0.8560 |
|
| S4 |
0.8220 |
0.8286 |
0.8527 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9196 |
0.9086 |
0.8673 |
|
| R3 |
0.8987 |
0.8877 |
0.8615 |
|
| R2 |
0.8778 |
0.8778 |
0.8596 |
|
| R1 |
0.8668 |
0.8668 |
0.8577 |
0.8619 |
| PP |
0.8569 |
0.8569 |
0.8569 |
0.8544 |
| S1 |
0.8459 |
0.8459 |
0.8539 |
0.8410 |
| S2 |
0.8360 |
0.8360 |
0.8520 |
|
| S3 |
0.8151 |
0.8250 |
0.8501 |
|
| S4 |
0.7942 |
0.8041 |
0.8443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8655 |
0.8470 |
0.0185 |
2.2% |
0.0106 |
1.2% |
66% |
False |
False |
379 |
| 10 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0098 |
1.1% |
36% |
False |
False |
303 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0087 |
1.0% |
36% |
False |
False |
223 |
| 40 |
0.8963 |
0.8470 |
0.0493 |
5.7% |
0.0088 |
1.0% |
25% |
False |
False |
183 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0070 |
0.8% |
16% |
False |
False |
130 |
| 80 |
0.9326 |
0.8470 |
0.0856 |
10.0% |
0.0054 |
0.6% |
14% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9143 |
|
2.618 |
0.8947 |
|
1.618 |
0.8827 |
|
1.000 |
0.8753 |
|
0.618 |
0.8707 |
|
HIGH |
0.8633 |
|
0.618 |
0.8587 |
|
0.500 |
0.8573 |
|
0.382 |
0.8559 |
|
LOW |
0.8513 |
|
0.618 |
0.8439 |
|
1.000 |
0.8393 |
|
1.618 |
0.8319 |
|
2.618 |
0.8199 |
|
4.250 |
0.8003 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8586 |
0.8579 |
| PP |
0.8580 |
0.8565 |
| S1 |
0.8573 |
0.8552 |
|