CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8551 |
0.8617 |
0.0066 |
0.8% |
0.8679 |
| High |
0.8633 |
0.8665 |
0.0032 |
0.4% |
0.8679 |
| Low |
0.8513 |
0.8590 |
0.0077 |
0.9% |
0.8470 |
| Close |
0.8593 |
0.8637 |
0.0044 |
0.5% |
0.8558 |
| Range |
0.0120 |
0.0075 |
-0.0045 |
-37.5% |
0.0209 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
156 |
356 |
200 |
128.2% |
1,706 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8856 |
0.8821 |
0.8678 |
|
| R3 |
0.8781 |
0.8746 |
0.8658 |
|
| R2 |
0.8706 |
0.8706 |
0.8651 |
|
| R1 |
0.8671 |
0.8671 |
0.8644 |
0.8689 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8639 |
| S1 |
0.8596 |
0.8596 |
0.8630 |
0.8614 |
| S2 |
0.8556 |
0.8556 |
0.8623 |
|
| S3 |
0.8481 |
0.8521 |
0.8616 |
|
| S4 |
0.8406 |
0.8446 |
0.8596 |
|
|
| 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 |
0.8665 |
0.8470 |
0.0195 |
2.3% |
0.0087 |
1.0% |
86% |
True |
False |
386 |
| 10 |
0.8755 |
0.8470 |
0.0285 |
3.3% |
0.0093 |
1.1% |
59% |
False |
False |
320 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0083 |
1.0% |
48% |
False |
False |
225 |
| 40 |
0.8880 |
0.8470 |
0.0410 |
4.7% |
0.0087 |
1.0% |
41% |
False |
False |
190 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0071 |
0.8% |
21% |
False |
False |
136 |
| 80 |
0.9326 |
0.8470 |
0.0856 |
9.9% |
0.0055 |
0.6% |
20% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8984 |
|
2.618 |
0.8861 |
|
1.618 |
0.8786 |
|
1.000 |
0.8740 |
|
0.618 |
0.8711 |
|
HIGH |
0.8665 |
|
0.618 |
0.8636 |
|
0.500 |
0.8628 |
|
0.382 |
0.8619 |
|
LOW |
0.8590 |
|
0.618 |
0.8544 |
|
1.000 |
0.8515 |
|
1.618 |
0.8469 |
|
2.618 |
0.8394 |
|
4.250 |
0.8271 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8634 |
0.8621 |
| PP |
0.8631 |
0.8605 |
| S1 |
0.8628 |
0.8589 |
|