CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8626 |
0.8529 |
-0.0097 |
-1.1% |
0.8560 |
| High |
0.8626 |
0.8566 |
-0.0060 |
-0.7% |
0.8699 |
| Low |
0.8530 |
0.8495 |
-0.0035 |
-0.4% |
0.8513 |
| Close |
0.8544 |
0.8564 |
0.0020 |
0.2% |
0.8680 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0186 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
294 |
1,232 |
938 |
319.0% |
2,096 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8755 |
0.8730 |
0.8603 |
|
| R3 |
0.8684 |
0.8659 |
0.8584 |
|
| R2 |
0.8613 |
0.8613 |
0.8577 |
|
| R1 |
0.8588 |
0.8588 |
0.8571 |
0.8601 |
| PP |
0.8542 |
0.8542 |
0.8542 |
0.8548 |
| S1 |
0.8517 |
0.8517 |
0.8557 |
0.8530 |
| S2 |
0.8471 |
0.8471 |
0.8551 |
|
| S3 |
0.8400 |
0.8446 |
0.8544 |
|
| S4 |
0.8329 |
0.8375 |
0.8525 |
|
|
| 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 |
0.8495 |
0.0219 |
2.6% |
0.0088 |
1.0% |
32% |
False |
True |
625 |
| 10 |
0.8714 |
0.8470 |
0.0244 |
2.8% |
0.0090 |
1.0% |
39% |
False |
False |
509 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0089 |
1.0% |
27% |
False |
False |
363 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0089 |
1.0% |
27% |
False |
False |
262 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0079 |
0.9% |
12% |
False |
False |
196 |
| 80 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0061 |
0.7% |
12% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8868 |
|
2.618 |
0.8752 |
|
1.618 |
0.8681 |
|
1.000 |
0.8637 |
|
0.618 |
0.8610 |
|
HIGH |
0.8566 |
|
0.618 |
0.8539 |
|
0.500 |
0.8531 |
|
0.382 |
0.8522 |
|
LOW |
0.8495 |
|
0.618 |
0.8451 |
|
1.000 |
0.8424 |
|
1.618 |
0.8380 |
|
2.618 |
0.8309 |
|
4.250 |
0.8193 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8553 |
0.8584 |
| PP |
0.8542 |
0.8577 |
| S1 |
0.8531 |
0.8571 |
|