CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8628 |
-0.0050 |
-0.6% |
0.8560 |
| High |
0.8714 |
0.8672 |
-0.0042 |
-0.5% |
0.8699 |
| Low |
0.8622 |
0.8610 |
-0.0012 |
-0.1% |
0.8513 |
| Close |
0.8634 |
0.8654 |
0.0020 |
0.2% |
0.8680 |
| Range |
0.0092 |
0.0062 |
-0.0030 |
-32.6% |
0.0186 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
585 |
462 |
-123 |
-21.0% |
2,096 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8805 |
0.8688 |
|
| R3 |
0.8769 |
0.8743 |
0.8671 |
|
| R2 |
0.8707 |
0.8707 |
0.8665 |
|
| R1 |
0.8681 |
0.8681 |
0.8660 |
0.8694 |
| PP |
0.8645 |
0.8645 |
0.8645 |
0.8652 |
| S1 |
0.8619 |
0.8619 |
0.8648 |
0.8632 |
| S2 |
0.8583 |
0.8583 |
0.8643 |
|
| S3 |
0.8521 |
0.8557 |
0.8637 |
|
| S4 |
0.8459 |
0.8495 |
0.8620 |
|
|
| 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 |
0.8579 |
0.0135 |
1.6% |
0.0087 |
1.0% |
56% |
False |
False |
493 |
| 10 |
0.8714 |
0.8470 |
0.0244 |
2.8% |
0.0096 |
1.1% |
75% |
False |
False |
436 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0085 |
1.0% |
53% |
False |
False |
299 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0088 |
1.0% |
53% |
False |
False |
229 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0076 |
0.9% |
23% |
False |
False |
171 |
| 80 |
0.9257 |
0.8470 |
0.0787 |
9.1% |
0.0059 |
0.7% |
23% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8936 |
|
2.618 |
0.8834 |
|
1.618 |
0.8772 |
|
1.000 |
0.8734 |
|
0.618 |
0.8710 |
|
HIGH |
0.8672 |
|
0.618 |
0.8648 |
|
0.500 |
0.8641 |
|
0.382 |
0.8634 |
|
LOW |
0.8610 |
|
0.618 |
0.8572 |
|
1.000 |
0.8548 |
|
1.618 |
0.8510 |
|
2.618 |
0.8448 |
|
4.250 |
0.8347 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8650 |
0.8652 |
| PP |
0.8645 |
0.8649 |
| S1 |
0.8641 |
0.8647 |
|