CME Australian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8610 |
0.8545 |
-0.0065 |
-0.8% |
0.8678 |
| High |
0.8629 |
0.8549 |
-0.0080 |
-0.9% |
0.8714 |
| Low |
0.8532 |
0.8443 |
-0.0089 |
-1.0% |
0.8495 |
| Close |
0.8541 |
0.8453 |
-0.0088 |
-1.0% |
0.8590 |
| Range |
0.0097 |
0.0106 |
0.0009 |
9.3% |
0.0219 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,011 |
2,756 |
745 |
37.0% |
3,193 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8800 |
0.8732 |
0.8511 |
|
| R3 |
0.8694 |
0.8626 |
0.8482 |
|
| R2 |
0.8588 |
0.8588 |
0.8472 |
|
| R1 |
0.8520 |
0.8520 |
0.8463 |
0.8501 |
| PP |
0.8482 |
0.8482 |
0.8482 |
0.8472 |
| S1 |
0.8414 |
0.8414 |
0.8443 |
0.8395 |
| S2 |
0.8376 |
0.8376 |
0.8434 |
|
| S3 |
0.8270 |
0.8308 |
0.8424 |
|
| S4 |
0.8164 |
0.8202 |
0.8395 |
|
|
| 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 |
0.8653 |
0.8443 |
0.0210 |
2.5% |
0.0098 |
1.2% |
5% |
False |
True |
1,382 |
| 10 |
0.8714 |
0.8443 |
0.0271 |
3.2% |
0.0092 |
1.1% |
4% |
False |
True |
937 |
| 20 |
0.8815 |
0.8443 |
0.0372 |
4.4% |
0.0095 |
1.1% |
3% |
False |
True |
620 |
| 40 |
0.8815 |
0.8443 |
0.0372 |
4.4% |
0.0093 |
1.1% |
3% |
False |
True |
390 |
| 60 |
0.9257 |
0.8443 |
0.0814 |
9.6% |
0.0083 |
1.0% |
1% |
False |
True |
286 |
| 80 |
0.9257 |
0.8443 |
0.0814 |
9.6% |
0.0065 |
0.8% |
1% |
False |
True |
215 |
| 100 |
0.9326 |
0.8443 |
0.0883 |
10.4% |
0.0053 |
0.6% |
1% |
False |
True |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9000 |
|
2.618 |
0.8827 |
|
1.618 |
0.8721 |
|
1.000 |
0.8655 |
|
0.618 |
0.8615 |
|
HIGH |
0.8549 |
|
0.618 |
0.8509 |
|
0.500 |
0.8496 |
|
0.382 |
0.8483 |
|
LOW |
0.8443 |
|
0.618 |
0.8377 |
|
1.000 |
0.8337 |
|
1.618 |
0.8271 |
|
2.618 |
0.8165 |
|
4.250 |
0.7993 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8496 |
0.8548 |
| PP |
0.8482 |
0.8516 |
| S1 |
0.8467 |
0.8485 |
|