CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8637 |
0.8678 |
0.0041 |
0.5% |
0.8560 |
| High |
0.8699 |
0.8714 |
0.0015 |
0.2% |
0.8699 |
| Low |
0.8579 |
0.8622 |
0.0043 |
0.5% |
0.8513 |
| Close |
0.8680 |
0.8634 |
-0.0046 |
-0.5% |
0.8680 |
| Range |
0.0120 |
0.0092 |
-0.0028 |
-23.3% |
0.0186 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
556 |
585 |
29 |
5.2% |
2,096 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8933 |
0.8875 |
0.8685 |
|
| R3 |
0.8841 |
0.8783 |
0.8659 |
|
| R2 |
0.8749 |
0.8749 |
0.8651 |
|
| R1 |
0.8691 |
0.8691 |
0.8642 |
0.8674 |
| PP |
0.8657 |
0.8657 |
0.8657 |
0.8648 |
| S1 |
0.8599 |
0.8599 |
0.8626 |
0.8582 |
| S2 |
0.8565 |
0.8565 |
0.8617 |
|
| S3 |
0.8473 |
0.8507 |
0.8609 |
|
| S4 |
0.8381 |
0.8415 |
0.8583 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9120 |
0.8782 |
|
| R3 |
0.9003 |
0.8934 |
0.8731 |
|
| R2 |
0.8817 |
0.8817 |
0.8714 |
|
| R1 |
0.8748 |
0.8748 |
0.8697 |
0.8783 |
| PP |
0.8631 |
0.8631 |
0.8631 |
0.8648 |
| S1 |
0.8562 |
0.8562 |
0.8663 |
0.8597 |
| S2 |
0.8445 |
0.8445 |
0.8646 |
|
| S3 |
0.8259 |
0.8376 |
0.8629 |
|
| S4 |
0.8073 |
0.8190 |
0.8578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8714 |
0.8513 |
0.0201 |
2.3% |
0.0099 |
1.1% |
60% |
True |
False |
431 |
| 10 |
0.8714 |
0.8470 |
0.0244 |
2.8% |
0.0100 |
1.2% |
67% |
True |
False |
420 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0086 |
1.0% |
48% |
False |
False |
281 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0089 |
1.0% |
48% |
False |
False |
220 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0075 |
0.9% |
21% |
False |
False |
163 |
| 80 |
0.9258 |
0.8470 |
0.0788 |
9.1% |
0.0058 |
0.7% |
21% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9105 |
|
2.618 |
0.8955 |
|
1.618 |
0.8863 |
|
1.000 |
0.8806 |
|
0.618 |
0.8771 |
|
HIGH |
0.8714 |
|
0.618 |
0.8679 |
|
0.500 |
0.8668 |
|
0.382 |
0.8657 |
|
LOW |
0.8622 |
|
0.618 |
0.8565 |
|
1.000 |
0.8530 |
|
1.618 |
0.8473 |
|
2.618 |
0.8381 |
|
4.250 |
0.8231 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8668 |
0.8647 |
| PP |
0.8657 |
0.8642 |
| S1 |
0.8645 |
0.8638 |
|