CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9253 |
0.9241 |
-0.0012 |
-0.1% |
0.9282 |
| High |
0.9264 |
0.9255 |
-0.0009 |
-0.1% |
0.9350 |
| Low |
0.9236 |
0.9226 |
-0.0010 |
-0.1% |
0.9216 |
| Close |
0.9239 |
0.9254 |
0.0015 |
0.2% |
0.9253 |
| Range |
0.0028 |
0.0029 |
0.0001 |
3.6% |
0.0134 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
43,493 |
48,360 |
4,867 |
11.2% |
422,988 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9332 |
0.9322 |
0.9270 |
|
| R3 |
0.9303 |
0.9293 |
0.9262 |
|
| R2 |
0.9274 |
0.9274 |
0.9259 |
|
| R1 |
0.9264 |
0.9264 |
0.9257 |
0.9269 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9248 |
| S1 |
0.9235 |
0.9235 |
0.9251 |
0.9240 |
| S2 |
0.9216 |
0.9216 |
0.9249 |
|
| S3 |
0.9187 |
0.9206 |
0.9246 |
|
| S4 |
0.9158 |
0.9177 |
0.9238 |
|
|
| 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% |
0.0058 |
0.6% |
28% |
False |
False |
75,751 |
| 10 |
0.9357 |
0.9216 |
0.0141 |
1.5% |
0.0057 |
0.6% |
27% |
False |
False |
86,546 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0054 |
0.6% |
17% |
False |
False |
76,986 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0057 |
0.6% |
16% |
False |
False |
71,445 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
37% |
False |
False |
53,097 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
40% |
False |
False |
39,880 |
| 100 |
0.9454 |
0.8938 |
0.0516 |
5.6% |
0.0055 |
0.6% |
61% |
False |
False |
31,929 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0048 |
0.5% |
69% |
False |
False |
26,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9378 |
|
2.618 |
0.9331 |
|
1.618 |
0.9302 |
|
1.000 |
0.9284 |
|
0.618 |
0.9273 |
|
HIGH |
0.9255 |
|
0.618 |
0.9244 |
|
0.500 |
0.9241 |
|
0.382 |
0.9237 |
|
LOW |
0.9226 |
|
0.618 |
0.9208 |
|
1.000 |
0.9197 |
|
1.618 |
0.9179 |
|
2.618 |
0.9150 |
|
4.250 |
0.9103 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9250 |
| PP |
0.9245 |
0.9245 |
| S1 |
0.9241 |
0.9241 |
|