CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9297 |
0.9303 |
0.0006 |
0.1% |
0.9253 |
| High |
0.9316 |
0.9318 |
0.0002 |
0.0% |
0.9316 |
| Low |
0.9279 |
0.9291 |
0.0012 |
0.1% |
0.9226 |
| Close |
0.9306 |
0.9307 |
0.0001 |
0.0% |
0.9306 |
| Range |
0.0037 |
0.0027 |
-0.0010 |
-27.0% |
0.0090 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
64,449 |
43,632 |
-20,817 |
-32.3% |
289,360 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9374 |
0.9322 |
|
| R3 |
0.9359 |
0.9347 |
0.9314 |
|
| R2 |
0.9332 |
0.9332 |
0.9312 |
|
| R1 |
0.9320 |
0.9320 |
0.9309 |
0.9326 |
| PP |
0.9305 |
0.9305 |
0.9305 |
0.9309 |
| S1 |
0.9293 |
0.9293 |
0.9305 |
0.9299 |
| S2 |
0.9278 |
0.9278 |
0.9302 |
|
| S3 |
0.9251 |
0.9266 |
0.9300 |
|
| S4 |
0.9224 |
0.9239 |
0.9292 |
|
|
| 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 |
0.9318 |
0.9226 |
0.0092 |
1.0% |
0.0038 |
0.4% |
88% |
True |
False |
57,899 |
| 10 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0050 |
0.5% |
68% |
False |
False |
70,568 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0052 |
0.6% |
41% |
False |
False |
77,350 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0054 |
0.6% |
38% |
False |
False |
71,192 |
| 60 |
0.9454 |
0.9143 |
0.0311 |
3.3% |
0.0055 |
0.6% |
53% |
False |
False |
57,058 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
56% |
False |
False |
42,888 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
58% |
False |
False |
34,339 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0050 |
0.5% |
77% |
False |
False |
28,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9433 |
|
2.618 |
0.9389 |
|
1.618 |
0.9362 |
|
1.000 |
0.9345 |
|
0.618 |
0.9335 |
|
HIGH |
0.9318 |
|
0.618 |
0.9308 |
|
0.500 |
0.9305 |
|
0.382 |
0.9301 |
|
LOW |
0.9291 |
|
0.618 |
0.9274 |
|
1.000 |
0.9264 |
|
1.618 |
0.9247 |
|
2.618 |
0.9220 |
|
4.250 |
0.9176 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9306 |
0.9302 |
| PP |
0.9305 |
0.9298 |
| S1 |
0.9305 |
0.9293 |
|