CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9307 |
0.9277 |
-0.0030 |
-0.3% |
0.9365 |
| High |
0.9317 |
0.9350 |
0.0033 |
0.4% |
0.9386 |
| Low |
0.9268 |
0.9266 |
-0.0002 |
0.0% |
0.9248 |
| Close |
0.9273 |
0.9325 |
0.0052 |
0.6% |
0.9285 |
| Range |
0.0049 |
0.0084 |
0.0035 |
71.4% |
0.0138 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.1% |
0.0000 |
| Volume |
85,792 |
90,333 |
4,541 |
5.3% |
460,971 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9566 |
0.9529 |
0.9371 |
|
| R3 |
0.9482 |
0.9445 |
0.9348 |
|
| R2 |
0.9398 |
0.9398 |
0.9340 |
|
| R1 |
0.9361 |
0.9361 |
0.9333 |
0.9380 |
| PP |
0.9314 |
0.9314 |
0.9314 |
0.9323 |
| S1 |
0.9277 |
0.9277 |
0.9317 |
0.9296 |
| S2 |
0.9230 |
0.9230 |
0.9310 |
|
| S3 |
0.9146 |
0.9193 |
0.9302 |
|
| S4 |
0.9062 |
0.9109 |
0.9279 |
|
|
| 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 |
0.9350 |
0.9248 |
0.0102 |
1.1% |
0.0055 |
0.6% |
75% |
True |
False |
89,724 |
| 10 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0053 |
0.6% |
41% |
False |
False |
83,091 |
| 20 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0054 |
0.6% |
41% |
False |
False |
75,158 |
| 40 |
0.9454 |
0.9248 |
0.0206 |
2.2% |
0.0057 |
0.6% |
37% |
False |
False |
70,967 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
59% |
False |
False |
48,316 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
61% |
False |
False |
36,281 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0054 |
0.6% |
77% |
False |
False |
29,045 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0047 |
0.5% |
80% |
False |
False |
24,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9707 |
|
2.618 |
0.9570 |
|
1.618 |
0.9486 |
|
1.000 |
0.9434 |
|
0.618 |
0.9402 |
|
HIGH |
0.9350 |
|
0.618 |
0.9318 |
|
0.500 |
0.9308 |
|
0.382 |
0.9298 |
|
LOW |
0.9266 |
|
0.618 |
0.9214 |
|
1.000 |
0.9182 |
|
1.618 |
0.9130 |
|
2.618 |
0.9046 |
|
4.250 |
0.8909 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9319 |
0.9319 |
| PP |
0.9314 |
0.9314 |
| S1 |
0.9308 |
0.9308 |
|