CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8545 |
0.8610 |
0.0065 |
0.8% |
0.8678 |
| High |
0.8653 |
0.8629 |
-0.0024 |
-0.3% |
0.8714 |
| Low |
0.8535 |
0.8532 |
-0.0003 |
0.0% |
0.8495 |
| Close |
0.8590 |
0.8541 |
-0.0049 |
-0.6% |
0.8590 |
| Range |
0.0118 |
0.0097 |
-0.0021 |
-17.8% |
0.0219 |
| ATR |
0.0092 |
0.0093 |
0.0000 |
0.4% |
0.0000 |
| Volume |
620 |
2,011 |
1,391 |
224.4% |
3,193 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8797 |
0.8594 |
|
| R3 |
0.8761 |
0.8700 |
0.8568 |
|
| R2 |
0.8664 |
0.8664 |
0.8559 |
|
| R1 |
0.8603 |
0.8603 |
0.8550 |
0.8585 |
| PP |
0.8567 |
0.8567 |
0.8567 |
0.8559 |
| S1 |
0.8506 |
0.8506 |
0.8532 |
0.8488 |
| S2 |
0.8470 |
0.8470 |
0.8523 |
|
| S3 |
0.8373 |
0.8409 |
0.8514 |
|
| S4 |
0.8276 |
0.8312 |
0.8488 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9142 |
0.8710 |
|
| R3 |
0.9038 |
0.8923 |
0.8650 |
|
| R2 |
0.8819 |
0.8819 |
0.8630 |
|
| R1 |
0.8704 |
0.8704 |
0.8610 |
0.8652 |
| PP |
0.8600 |
0.8600 |
0.8600 |
0.8574 |
| S1 |
0.8485 |
0.8485 |
0.8570 |
0.8433 |
| S2 |
0.8381 |
0.8381 |
0.8550 |
|
| S3 |
0.8162 |
0.8266 |
0.8530 |
|
| S4 |
0.7943 |
0.8047 |
0.8470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8672 |
0.8495 |
0.0177 |
2.1% |
0.0089 |
1.0% |
26% |
False |
False |
923 |
| 10 |
0.8714 |
0.8495 |
0.0219 |
2.6% |
0.0094 |
1.1% |
21% |
False |
False |
677 |
| 20 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0094 |
1.1% |
21% |
False |
False |
485 |
| 40 |
0.8815 |
0.8470 |
0.0345 |
4.0% |
0.0092 |
1.1% |
21% |
False |
False |
323 |
| 60 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0082 |
1.0% |
9% |
False |
False |
240 |
| 80 |
0.9257 |
0.8470 |
0.0787 |
9.2% |
0.0063 |
0.7% |
9% |
False |
False |
181 |
| 100 |
0.9326 |
0.8470 |
0.0856 |
10.0% |
0.0052 |
0.6% |
8% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9041 |
|
2.618 |
0.8883 |
|
1.618 |
0.8786 |
|
1.000 |
0.8726 |
|
0.618 |
0.8689 |
|
HIGH |
0.8629 |
|
0.618 |
0.8592 |
|
0.500 |
0.8581 |
|
0.382 |
0.8569 |
|
LOW |
0.8532 |
|
0.618 |
0.8472 |
|
1.000 |
0.8435 |
|
1.618 |
0.8375 |
|
2.618 |
0.8278 |
|
4.250 |
0.8120 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8581 |
0.8574 |
| PP |
0.8567 |
0.8563 |
| S1 |
0.8554 |
0.8552 |
|