CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9324 |
0.0047 |
0.5% |
0.9365 |
| High |
0.9350 |
0.9335 |
-0.0015 |
-0.2% |
0.9386 |
| Low |
0.9266 |
0.9235 |
-0.0031 |
-0.3% |
0.9248 |
| Close |
0.9325 |
0.9246 |
-0.0079 |
-0.8% |
0.9285 |
| Range |
0.0084 |
0.0100 |
0.0016 |
19.0% |
0.0138 |
| ATR |
0.0055 |
0.0059 |
0.0003 |
5.8% |
0.0000 |
| Volume |
90,333 |
104,794 |
14,461 |
16.0% |
460,971 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9509 |
0.9301 |
|
| R3 |
0.9472 |
0.9409 |
0.9274 |
|
| R2 |
0.9372 |
0.9372 |
0.9264 |
|
| R1 |
0.9309 |
0.9309 |
0.9255 |
0.9291 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9263 |
| S1 |
0.9209 |
0.9209 |
0.9237 |
0.9191 |
| S2 |
0.9172 |
0.9172 |
0.9228 |
|
| S3 |
0.9072 |
0.9109 |
0.9219 |
|
| S4 |
0.8972 |
0.9009 |
0.9191 |
|
|
| 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 |
0.9235 |
0.0115 |
1.2% |
0.0065 |
0.7% |
10% |
False |
True |
91,783 |
| 10 |
0.9392 |
0.9235 |
0.0157 |
1.7% |
0.0057 |
0.6% |
7% |
False |
True |
85,474 |
| 20 |
0.9438 |
0.9235 |
0.0203 |
2.2% |
0.0054 |
0.6% |
5% |
False |
True |
76,396 |
| 40 |
0.9454 |
0.9235 |
0.0219 |
2.4% |
0.0058 |
0.6% |
5% |
False |
True |
72,085 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
35% |
False |
False |
50,061 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
38% |
False |
False |
37,590 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0055 |
0.6% |
62% |
False |
False |
30,093 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0047 |
0.5% |
68% |
False |
False |
25,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9760 |
|
2.618 |
0.9597 |
|
1.618 |
0.9497 |
|
1.000 |
0.9435 |
|
0.618 |
0.9397 |
|
HIGH |
0.9335 |
|
0.618 |
0.9297 |
|
0.500 |
0.9285 |
|
0.382 |
0.9273 |
|
LOW |
0.9235 |
|
0.618 |
0.9173 |
|
1.000 |
0.9135 |
|
1.618 |
0.9073 |
|
2.618 |
0.8973 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9285 |
0.9293 |
| PP |
0.9272 |
0.9277 |
| S1 |
0.9259 |
0.9262 |
|