CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8628 |
0.8626 |
-0.0002 |
0.0% |
0.8560 |
| High |
0.8672 |
0.8626 |
-0.0046 |
-0.5% |
0.8699 |
| Low |
0.8610 |
0.8530 |
-0.0080 |
-0.9% |
0.8513 |
| Close |
0.8654 |
0.8544 |
-0.0110 |
-1.3% |
0.8680 |
| Range |
0.0062 |
0.0096 |
0.0034 |
54.8% |
0.0186 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.8% |
0.0000 |
| Volume |
462 |
294 |
-168 |
-36.4% |
2,096 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8795 |
0.8597 |
|
| R3 |
0.8759 |
0.8699 |
0.8570 |
|
| R2 |
0.8663 |
0.8663 |
0.8562 |
|
| R1 |
0.8603 |
0.8603 |
0.8553 |
0.8585 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8558 |
| S1 |
0.8507 |
0.8507 |
0.8535 |
0.8489 |
| S2 |
0.8471 |
0.8471 |
0.8526 |
|
| S3 |
0.8375 |
0.8411 |
0.8518 |
|
| S4 |
0.8279 |
0.8315 |
0.8491 |
|
|
| 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 |
0.8530 |
0.0184 |
2.2% |
0.0091 |
1.1% |
8% |
False |
True |
480 |
| 10 |
0.8714 |
0.8470 |
0.0244 |
2.9% |
0.0089 |
1.0% |
30% |
False |
False |
433 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0088 |
1.0% |
21% |
False |
False |
305 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0090 |
1.0% |
21% |
False |
False |
233 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0078 |
0.9% |
9% |
False |
False |
176 |
| 80 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0060 |
0.7% |
9% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9034 |
|
2.618 |
0.8877 |
|
1.618 |
0.8781 |
|
1.000 |
0.8722 |
|
0.618 |
0.8685 |
|
HIGH |
0.8626 |
|
0.618 |
0.8589 |
|
0.500 |
0.8578 |
|
0.382 |
0.8567 |
|
LOW |
0.8530 |
|
0.618 |
0.8471 |
|
1.000 |
0.8434 |
|
1.618 |
0.8375 |
|
2.618 |
0.8279 |
|
4.250 |
0.8122 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8578 |
0.8622 |
| PP |
0.8567 |
0.8596 |
| S1 |
0.8555 |
0.8570 |
|