CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9244 |
0.9253 |
0.0009 |
0.1% |
0.9282 |
| High |
0.9265 |
0.9264 |
-0.0001 |
0.0% |
0.9350 |
| Low |
0.9216 |
0.9236 |
0.0020 |
0.2% |
0.9216 |
| Close |
0.9253 |
0.9239 |
-0.0014 |
-0.2% |
0.9253 |
| Range |
0.0049 |
0.0028 |
-0.0021 |
-42.9% |
0.0134 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
91,776 |
43,493 |
-48,283 |
-52.6% |
422,988 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9313 |
0.9254 |
|
| R3 |
0.9302 |
0.9285 |
0.9247 |
|
| R2 |
0.9274 |
0.9274 |
0.9244 |
|
| R1 |
0.9257 |
0.9257 |
0.9242 |
0.9252 |
| PP |
0.9246 |
0.9246 |
0.9246 |
0.9244 |
| S1 |
0.9229 |
0.9229 |
0.9236 |
0.9224 |
| S2 |
0.9218 |
0.9218 |
0.9234 |
|
| S3 |
0.9190 |
0.9201 |
0.9231 |
|
| S4 |
0.9162 |
0.9173 |
0.9224 |
|
|
| 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 |
1.5% |
0.0062 |
0.7% |
17% |
False |
False |
83,237 |
| 10 |
0.9386 |
0.9216 |
0.0170 |
1.8% |
0.0058 |
0.6% |
14% |
False |
False |
88,469 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0055 |
0.6% |
10% |
False |
False |
78,675 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0057 |
0.6% |
10% |
False |
False |
71,394 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
32% |
False |
False |
52,302 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
36% |
False |
False |
39,277 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0055 |
0.6% |
61% |
False |
False |
31,446 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0048 |
0.5% |
66% |
False |
False |
26,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9337 |
|
1.618 |
0.9309 |
|
1.000 |
0.9292 |
|
0.618 |
0.9281 |
|
HIGH |
0.9264 |
|
0.618 |
0.9253 |
|
0.500 |
0.9250 |
|
0.382 |
0.9247 |
|
LOW |
0.9236 |
|
0.618 |
0.9219 |
|
1.000 |
0.9208 |
|
1.618 |
0.9191 |
|
2.618 |
0.9163 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9276 |
| PP |
0.9246 |
0.9263 |
| S1 |
0.9243 |
0.9251 |
|