CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9245 |
0.0004 |
0.0% |
0.9282 |
| High |
0.9255 |
0.9298 |
0.0043 |
0.5% |
0.9350 |
| Low |
0.9226 |
0.9242 |
0.0016 |
0.2% |
0.9216 |
| Close |
0.9254 |
0.9282 |
0.0028 |
0.3% |
0.9253 |
| Range |
0.0029 |
0.0056 |
0.0027 |
93.1% |
0.0134 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
48,360 |
78,327 |
29,967 |
62.0% |
422,988 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9442 |
0.9418 |
0.9313 |
|
| R3 |
0.9386 |
0.9362 |
0.9297 |
|
| R2 |
0.9330 |
0.9330 |
0.9292 |
|
| R1 |
0.9306 |
0.9306 |
0.9287 |
0.9318 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9280 |
| S1 |
0.9250 |
0.9250 |
0.9277 |
0.9262 |
| S2 |
0.9218 |
0.9218 |
0.9272 |
|
| S3 |
0.9162 |
0.9194 |
0.9267 |
|
| S4 |
0.9106 |
0.9138 |
0.9251 |
|
|
| 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 |
0.9335 |
0.9216 |
0.0119 |
1.3% |
0.0052 |
0.6% |
55% |
False |
False |
73,350 |
| 10 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0054 |
0.6% |
49% |
False |
False |
81,537 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0054 |
0.6% |
30% |
False |
False |
77,896 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0056 |
0.6% |
28% |
False |
False |
71,750 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
46% |
False |
False |
54,401 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
49% |
False |
False |
40,858 |
| 100 |
0.9454 |
0.8949 |
0.0505 |
5.4% |
0.0055 |
0.6% |
66% |
False |
False |
32,712 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0049 |
0.5% |
73% |
False |
False |
27,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9536 |
|
2.618 |
0.9445 |
|
1.618 |
0.9389 |
|
1.000 |
0.9354 |
|
0.618 |
0.9333 |
|
HIGH |
0.9298 |
|
0.618 |
0.9277 |
|
0.500 |
0.9270 |
|
0.382 |
0.9263 |
|
LOW |
0.9242 |
|
0.618 |
0.9207 |
|
1.000 |
0.9186 |
|
1.618 |
0.9151 |
|
2.618 |
0.9095 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9275 |
| PP |
0.9274 |
0.9269 |
| S1 |
0.9270 |
0.9262 |
|