CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8613 |
0.8652 |
0.0039 |
0.5% |
0.8644 |
| High |
0.8613 |
0.8652 |
0.0039 |
0.5% |
0.8652 |
| Low |
0.8613 |
0.8652 |
0.0039 |
0.5% |
0.8613 |
| Close |
0.8613 |
0.8652 |
0.0039 |
0.5% |
0.8652 |
| Range |
|
|
|
|
|
| ATR |
0.0042 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8652 |
0.8652 |
0.8652 |
|
| R3 |
0.8652 |
0.8652 |
0.8652 |
|
| R2 |
0.8652 |
0.8652 |
0.8652 |
|
| R1 |
0.8652 |
0.8652 |
0.8652 |
0.8652 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8652 |
| S1 |
0.8652 |
0.8652 |
0.8652 |
0.8652 |
| S2 |
0.8652 |
0.8652 |
0.8652 |
|
| S3 |
0.8652 |
0.8652 |
0.8652 |
|
| S4 |
0.8652 |
0.8652 |
0.8652 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8756 |
0.8743 |
0.8673 |
|
| R3 |
0.8717 |
0.8704 |
0.8663 |
|
| R2 |
0.8678 |
0.8678 |
0.8659 |
|
| R1 |
0.8665 |
0.8665 |
0.8656 |
0.8672 |
| PP |
0.8639 |
0.8639 |
0.8639 |
0.8642 |
| S1 |
0.8626 |
0.8626 |
0.8648 |
0.8633 |
| S2 |
0.8600 |
0.8600 |
0.8645 |
|
| S3 |
0.8561 |
0.8587 |
0.8641 |
|
| S4 |
0.8522 |
0.8548 |
0.8631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8652 |
0.8613 |
0.0039 |
0.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
| 10 |
0.8660 |
0.8560 |
0.0100 |
1.2% |
0.0004 |
0.0% |
92% |
False |
False |
1 |
| 20 |
0.8676 |
0.8506 |
0.0170 |
2.0% |
0.0009 |
0.1% |
86% |
False |
False |
1 |
| 40 |
0.9200 |
0.8506 |
0.0694 |
8.0% |
0.0009 |
0.1% |
21% |
False |
False |
2 |
| 60 |
0.9200 |
0.8506 |
0.0694 |
8.0% |
0.0007 |
0.1% |
21% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8652 |
|
2.618 |
0.8652 |
|
1.618 |
0.8652 |
|
1.000 |
0.8652 |
|
0.618 |
0.8652 |
|
HIGH |
0.8652 |
|
0.618 |
0.8652 |
|
0.500 |
0.8652 |
|
0.382 |
0.8652 |
|
LOW |
0.8652 |
|
0.618 |
0.8652 |
|
1.000 |
0.8652 |
|
1.618 |
0.8652 |
|
2.618 |
0.8652 |
|
4.250 |
0.8652 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8652 |
0.8646 |
| PP |
0.8652 |
0.8639 |
| S1 |
0.8652 |
0.8633 |
|