CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9245 |
0.9281 |
0.0036 |
0.4% |
0.9282 |
| High |
0.9298 |
0.9308 |
0.0010 |
0.1% |
0.9350 |
| Low |
0.9242 |
0.9268 |
0.0026 |
0.3% |
0.9216 |
| Close |
0.9282 |
0.9297 |
0.0015 |
0.2% |
0.9253 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.6% |
0.0134 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
78,327 |
54,731 |
-23,596 |
-30.1% |
422,988 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9411 |
0.9394 |
0.9319 |
|
| R3 |
0.9371 |
0.9354 |
0.9308 |
|
| R2 |
0.9331 |
0.9331 |
0.9304 |
|
| R1 |
0.9314 |
0.9314 |
0.9301 |
0.9323 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9295 |
| S1 |
0.9274 |
0.9274 |
0.9293 |
0.9283 |
| S2 |
0.9251 |
0.9251 |
0.9290 |
|
| S3 |
0.9211 |
0.9234 |
0.9286 |
|
| S4 |
0.9171 |
0.9194 |
0.9275 |
|
|
| 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 |
0.9308 |
0.9216 |
0.0092 |
1.0% |
0.0040 |
0.4% |
88% |
True |
False |
63,337 |
| 10 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0053 |
0.6% |
60% |
False |
False |
77,560 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0054 |
0.6% |
36% |
False |
False |
77,717 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0055 |
0.6% |
34% |
False |
False |
71,302 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
51% |
False |
False |
55,307 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
53% |
False |
False |
41,540 |
| 100 |
0.9454 |
0.9018 |
0.0436 |
4.7% |
0.0055 |
0.6% |
64% |
False |
False |
33,259 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0049 |
0.5% |
76% |
False |
False |
27,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9413 |
|
1.618 |
0.9373 |
|
1.000 |
0.9348 |
|
0.618 |
0.9333 |
|
HIGH |
0.9308 |
|
0.618 |
0.9293 |
|
0.500 |
0.9288 |
|
0.382 |
0.9283 |
|
LOW |
0.9268 |
|
0.618 |
0.9243 |
|
1.000 |
0.9228 |
|
1.618 |
0.9203 |
|
2.618 |
0.9163 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9294 |
0.9287 |
| PP |
0.9291 |
0.9277 |
| S1 |
0.9288 |
0.9267 |
|