CME Australian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8508 |
0.8552 |
0.0044 |
0.5% |
0.8576 |
| High |
0.8508 |
0.8552 |
0.0044 |
0.5% |
0.8605 |
| Low |
0.8508 |
0.8535 |
0.0027 |
0.3% |
0.8489 |
| Close |
0.8508 |
0.8535 |
0.0027 |
0.3% |
0.8535 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0116 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8592 |
0.8580 |
0.8544 |
|
| R3 |
0.8575 |
0.8563 |
0.8540 |
|
| R2 |
0.8558 |
0.8558 |
0.8538 |
|
| R1 |
0.8546 |
0.8546 |
0.8537 |
0.8544 |
| PP |
0.8541 |
0.8541 |
0.8541 |
0.8539 |
| S1 |
0.8529 |
0.8529 |
0.8533 |
0.8527 |
| S2 |
0.8524 |
0.8524 |
0.8532 |
|
| S3 |
0.8507 |
0.8512 |
0.8530 |
|
| S4 |
0.8490 |
0.8495 |
0.8526 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8891 |
0.8829 |
0.8599 |
|
| R3 |
0.8775 |
0.8713 |
0.8567 |
|
| R2 |
0.8659 |
0.8659 |
0.8556 |
|
| R1 |
0.8597 |
0.8597 |
0.8546 |
0.8570 |
| PP |
0.8543 |
0.8543 |
0.8543 |
0.8530 |
| S1 |
0.8481 |
0.8481 |
0.8524 |
0.8454 |
| S2 |
0.8427 |
0.8427 |
0.8514 |
|
| S3 |
0.8311 |
0.8365 |
0.8503 |
|
| S4 |
0.8195 |
0.8249 |
0.8471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8605 |
0.8489 |
0.0116 |
1.4% |
0.0005 |
0.1% |
40% |
False |
False |
1 |
| 10 |
0.8624 |
0.8480 |
0.0144 |
1.7% |
0.0004 |
0.1% |
38% |
False |
False |
1 |
| 20 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0014 |
0.2% |
41% |
False |
False |
1 |
| 40 |
0.8746 |
0.8389 |
0.0357 |
4.2% |
0.0011 |
0.1% |
41% |
False |
False |
1 |
| 60 |
0.9200 |
0.8389 |
0.0811 |
9.5% |
0.0011 |
0.1% |
18% |
False |
False |
2 |
| 80 |
0.9200 |
0.8389 |
0.0811 |
9.5% |
0.0009 |
0.1% |
18% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8624 |
|
2.618 |
0.8597 |
|
1.618 |
0.8580 |
|
1.000 |
0.8569 |
|
0.618 |
0.8563 |
|
HIGH |
0.8552 |
|
0.618 |
0.8546 |
|
0.500 |
0.8544 |
|
0.382 |
0.8541 |
|
LOW |
0.8535 |
|
0.618 |
0.8524 |
|
1.000 |
0.8518 |
|
1.618 |
0.8507 |
|
2.618 |
0.8490 |
|
4.250 |
0.8463 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8544 |
0.8530 |
| PP |
0.8541 |
0.8525 |
| S1 |
0.8538 |
0.8521 |
|