CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9324 |
0.9244 |
-0.0080 |
-0.9% |
0.9282 |
| High |
0.9335 |
0.9265 |
-0.0070 |
-0.7% |
0.9350 |
| Low |
0.9235 |
0.9216 |
-0.0019 |
-0.2% |
0.9216 |
| Close |
0.9246 |
0.9253 |
0.0007 |
0.1% |
0.9253 |
| Range |
0.0100 |
0.0049 |
-0.0051 |
-51.0% |
0.0134 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
104,794 |
91,776 |
-13,018 |
-12.4% |
422,988 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9371 |
0.9280 |
|
| R3 |
0.9343 |
0.9322 |
0.9266 |
|
| R2 |
0.9294 |
0.9294 |
0.9262 |
|
| R1 |
0.9273 |
0.9273 |
0.9257 |
0.9284 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9250 |
| S1 |
0.9224 |
0.9224 |
0.9249 |
0.9235 |
| S2 |
0.9196 |
0.9196 |
0.9244 |
|
| S3 |
0.9147 |
0.9175 |
0.9240 |
|
| S4 |
0.9098 |
0.9126 |
0.9226 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9675 |
0.9598 |
0.9327 |
|
| R3 |
0.9541 |
0.9464 |
0.9290 |
|
| R2 |
0.9407 |
0.9407 |
0.9278 |
|
| R1 |
0.9330 |
0.9330 |
0.9265 |
0.9302 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9259 |
| S1 |
0.9196 |
0.9196 |
0.9241 |
0.9168 |
| S2 |
0.9139 |
0.9139 |
0.9228 |
|
| S3 |
0.9005 |
0.9062 |
0.9216 |
|
| S4 |
0.8871 |
0.8928 |
0.9179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0063 |
0.7% |
28% |
False |
True |
84,597 |
| 10 |
0.9386 |
0.9216 |
0.0170 |
1.8% |
0.0058 |
0.6% |
22% |
False |
True |
88,395 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0055 |
0.6% |
17% |
False |
True |
78,224 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0058 |
0.6% |
16% |
False |
True |
72,224 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
37% |
False |
False |
51,587 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
40% |
False |
False |
38,736 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0055 |
0.6% |
64% |
False |
False |
31,011 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0048 |
0.5% |
69% |
False |
False |
25,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9393 |
|
1.618 |
0.9344 |
|
1.000 |
0.9314 |
|
0.618 |
0.9295 |
|
HIGH |
0.9265 |
|
0.618 |
0.9246 |
|
0.500 |
0.9241 |
|
0.382 |
0.9235 |
|
LOW |
0.9216 |
|
0.618 |
0.9186 |
|
1.000 |
0.9167 |
|
1.618 |
0.9137 |
|
2.618 |
0.9088 |
|
4.250 |
0.9008 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9249 |
0.9283 |
| PP |
0.9245 |
0.9273 |
| S1 |
0.9241 |
0.9263 |
|