CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9307 |
0.0025 |
0.3% |
0.9365 |
| High |
0.9309 |
0.9317 |
0.0008 |
0.1% |
0.9386 |
| Low |
0.9278 |
0.9268 |
-0.0010 |
-0.1% |
0.9248 |
| Close |
0.9304 |
0.9273 |
-0.0031 |
-0.3% |
0.9285 |
| Range |
0.0031 |
0.0049 |
0.0018 |
58.1% |
0.0138 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
50,293 |
85,792 |
35,499 |
70.6% |
460,971 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9433 |
0.9402 |
0.9300 |
|
| R3 |
0.9384 |
0.9353 |
0.9286 |
|
| R2 |
0.9335 |
0.9335 |
0.9282 |
|
| R1 |
0.9304 |
0.9304 |
0.9277 |
0.9295 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9282 |
| S1 |
0.9255 |
0.9255 |
0.9269 |
0.9246 |
| S2 |
0.9237 |
0.9237 |
0.9264 |
|
| S3 |
0.9188 |
0.9206 |
0.9260 |
|
| S4 |
0.9139 |
0.9157 |
0.9246 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9641 |
0.9361 |
|
| R3 |
0.9582 |
0.9503 |
0.9323 |
|
| R2 |
0.9444 |
0.9444 |
0.9310 |
|
| R1 |
0.9365 |
0.9365 |
0.9298 |
0.9336 |
| PP |
0.9306 |
0.9306 |
0.9306 |
0.9292 |
| S1 |
0.9227 |
0.9227 |
0.9272 |
0.9198 |
| S2 |
0.9168 |
0.9168 |
0.9260 |
|
| S3 |
0.9030 |
0.9089 |
0.9247 |
|
| S4 |
0.8892 |
0.8951 |
0.9209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9357 |
0.9248 |
0.0109 |
1.2% |
0.0056 |
0.6% |
23% |
False |
False |
97,340 |
| 10 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0052 |
0.6% |
13% |
False |
False |
82,707 |
| 20 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0052 |
0.6% |
13% |
False |
False |
73,944 |
| 40 |
0.9454 |
0.9248 |
0.0206 |
2.2% |
0.0056 |
0.6% |
12% |
False |
False |
69,272 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
43% |
False |
False |
46,813 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
46% |
False |
False |
35,155 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0054 |
0.6% |
67% |
False |
False |
28,142 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0046 |
0.5% |
72% |
False |
False |
23,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9525 |
|
2.618 |
0.9445 |
|
1.618 |
0.9396 |
|
1.000 |
0.9366 |
|
0.618 |
0.9347 |
|
HIGH |
0.9317 |
|
0.618 |
0.9298 |
|
0.500 |
0.9293 |
|
0.382 |
0.9287 |
|
LOW |
0.9268 |
|
0.618 |
0.9238 |
|
1.000 |
0.9219 |
|
1.618 |
0.9189 |
|
2.618 |
0.9140 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9293 |
0.9283 |
| PP |
0.9286 |
0.9279 |
| S1 |
0.9280 |
0.9276 |
|