CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9281 |
0.9297 |
0.0016 |
0.2% |
0.9253 |
| High |
0.9308 |
0.9316 |
0.0008 |
0.1% |
0.9316 |
| Low |
0.9268 |
0.9279 |
0.0011 |
0.1% |
0.9226 |
| Close |
0.9297 |
0.9306 |
0.0009 |
0.1% |
0.9306 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-7.5% |
0.0090 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
54,731 |
64,449 |
9,718 |
17.8% |
289,360 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9411 |
0.9396 |
0.9326 |
|
| R3 |
0.9374 |
0.9359 |
0.9316 |
|
| R2 |
0.9337 |
0.9337 |
0.9313 |
|
| R1 |
0.9322 |
0.9322 |
0.9309 |
0.9330 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9304 |
| S1 |
0.9285 |
0.9285 |
0.9303 |
0.9293 |
| S2 |
0.9263 |
0.9263 |
0.9299 |
|
| S3 |
0.9226 |
0.9248 |
0.9296 |
|
| S4 |
0.9189 |
0.9211 |
0.9286 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9519 |
0.9356 |
|
| R3 |
0.9463 |
0.9429 |
0.9331 |
|
| R2 |
0.9373 |
0.9373 |
0.9323 |
|
| R1 |
0.9339 |
0.9339 |
0.9314 |
0.9356 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9291 |
| S1 |
0.9249 |
0.9249 |
0.9298 |
0.9266 |
| S2 |
0.9193 |
0.9193 |
0.9290 |
|
| S3 |
0.9103 |
0.9159 |
0.9281 |
|
| S4 |
0.9013 |
0.9069 |
0.9257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9316 |
0.9226 |
0.0090 |
1.0% |
0.0038 |
0.4% |
89% |
True |
False |
57,872 |
| 10 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0050 |
0.5% |
67% |
False |
False |
71,234 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0052 |
0.6% |
41% |
False |
False |
77,186 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0054 |
0.6% |
38% |
False |
False |
71,268 |
| 60 |
0.9454 |
0.9143 |
0.0311 |
3.3% |
0.0056 |
0.6% |
52% |
False |
False |
56,359 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
56% |
False |
False |
42,345 |
| 100 |
0.9454 |
0.9049 |
0.0405 |
4.4% |
0.0054 |
0.6% |
63% |
False |
False |
33,903 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0049 |
0.5% |
77% |
False |
False |
28,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9413 |
|
1.618 |
0.9376 |
|
1.000 |
0.9353 |
|
0.618 |
0.9339 |
|
HIGH |
0.9316 |
|
0.618 |
0.9302 |
|
0.500 |
0.9298 |
|
0.382 |
0.9293 |
|
LOW |
0.9279 |
|
0.618 |
0.9256 |
|
1.000 |
0.9242 |
|
1.618 |
0.9219 |
|
2.618 |
0.9182 |
|
4.250 |
0.9122 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9303 |
0.9297 |
| PP |
0.9300 |
0.9288 |
| S1 |
0.9298 |
0.9279 |
|