CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9306 |
0.9283 |
-0.0023 |
-0.2% |
0.9253 |
| High |
0.9327 |
0.9301 |
-0.0026 |
-0.3% |
0.9316 |
| Low |
0.9284 |
0.9258 |
-0.0026 |
-0.3% |
0.9226 |
| Close |
0.9292 |
0.9273 |
-0.0019 |
-0.2% |
0.9306 |
| Range |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0090 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
64,125 |
112,474 |
48,349 |
75.4% |
289,360 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9406 |
0.9383 |
0.9297 |
|
| R3 |
0.9363 |
0.9340 |
0.9285 |
|
| R2 |
0.9320 |
0.9320 |
0.9281 |
|
| R1 |
0.9297 |
0.9297 |
0.9277 |
0.9287 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9273 |
| S1 |
0.9254 |
0.9254 |
0.9269 |
0.9244 |
| S2 |
0.9234 |
0.9234 |
0.9265 |
|
| S3 |
0.9191 |
0.9211 |
0.9261 |
|
| S4 |
0.9148 |
0.9168 |
0.9249 |
|
|
| 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 |
0.9327 |
0.9258 |
0.0069 |
0.7% |
0.0038 |
0.4% |
22% |
False |
True |
67,882 |
| 10 |
0.9335 |
0.9216 |
0.0119 |
1.3% |
0.0045 |
0.5% |
48% |
False |
False |
70,616 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0049 |
0.5% |
26% |
False |
False |
76,853 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
24% |
False |
False |
72,622 |
| 60 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0055 |
0.6% |
42% |
False |
False |
59,978 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
46% |
False |
False |
45,091 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
48% |
False |
False |
36,101 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0050 |
0.5% |
72% |
False |
False |
30,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9484 |
|
2.618 |
0.9414 |
|
1.618 |
0.9371 |
|
1.000 |
0.9344 |
|
0.618 |
0.9328 |
|
HIGH |
0.9301 |
|
0.618 |
0.9285 |
|
0.500 |
0.9280 |
|
0.382 |
0.9274 |
|
LOW |
0.9258 |
|
0.618 |
0.9231 |
|
1.000 |
0.9215 |
|
1.618 |
0.9188 |
|
2.618 |
0.9145 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9280 |
0.9293 |
| PP |
0.9277 |
0.9286 |
| S1 |
0.9275 |
0.9280 |
|