CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8617 |
0.8630 |
0.0013 |
0.2% |
0.8679 |
| High |
0.8665 |
0.8686 |
0.0021 |
0.2% |
0.8679 |
| Low |
0.8590 |
0.8600 |
0.0010 |
0.1% |
0.8470 |
| Close |
0.8637 |
0.8647 |
0.0010 |
0.1% |
0.8558 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.7% |
0.0209 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
356 |
506 |
150 |
42.1% |
1,706 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8902 |
0.8861 |
0.8694 |
|
| R3 |
0.8816 |
0.8775 |
0.8671 |
|
| R2 |
0.8730 |
0.8730 |
0.8663 |
|
| R1 |
0.8689 |
0.8689 |
0.8655 |
0.8710 |
| PP |
0.8644 |
0.8644 |
0.8644 |
0.8655 |
| S1 |
0.8603 |
0.8603 |
0.8639 |
0.8624 |
| S2 |
0.8558 |
0.8558 |
0.8631 |
|
| S3 |
0.8472 |
0.8517 |
0.8623 |
|
| S4 |
0.8386 |
0.8431 |
0.8600 |
|
|
| 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 |
0.8686 |
0.8470 |
0.0216 |
2.5% |
0.0091 |
1.1% |
82% |
True |
False |
394 |
| 10 |
0.8752 |
0.8470 |
0.0282 |
3.3% |
0.0094 |
1.1% |
63% |
False |
False |
351 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0081 |
0.9% |
51% |
False |
False |
239 |
| 40 |
0.8880 |
0.8470 |
0.0410 |
4.7% |
0.0088 |
1.0% |
43% |
False |
False |
201 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0072 |
0.8% |
22% |
False |
False |
144 |
| 80 |
0.9326 |
0.8470 |
0.0856 |
9.9% |
0.0056 |
0.6% |
21% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9052 |
|
2.618 |
0.8911 |
|
1.618 |
0.8825 |
|
1.000 |
0.8772 |
|
0.618 |
0.8739 |
|
HIGH |
0.8686 |
|
0.618 |
0.8653 |
|
0.500 |
0.8643 |
|
0.382 |
0.8633 |
|
LOW |
0.8600 |
|
0.618 |
0.8547 |
|
1.000 |
0.8514 |
|
1.618 |
0.8461 |
|
2.618 |
0.8375 |
|
4.250 |
0.8235 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8631 |
| PP |
0.8644 |
0.8615 |
| S1 |
0.8643 |
0.8600 |
|