CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9269 |
0.9289 |
0.0020 |
0.2% |
0.9303 |
| High |
0.9296 |
0.9315 |
0.0019 |
0.2% |
0.9327 |
| Low |
0.9221 |
0.9279 |
0.0058 |
0.6% |
0.9221 |
| Close |
0.9288 |
0.9302 |
0.0014 |
0.2% |
0.9302 |
| Range |
0.0075 |
0.0036 |
-0.0039 |
-52.0% |
0.0106 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
78,379 |
76,009 |
-2,370 |
-3.0% |
374,619 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9390 |
0.9322 |
|
| R3 |
0.9371 |
0.9354 |
0.9312 |
|
| R2 |
0.9335 |
0.9335 |
0.9309 |
|
| R1 |
0.9318 |
0.9318 |
0.9305 |
0.9327 |
| PP |
0.9299 |
0.9299 |
0.9299 |
0.9303 |
| S1 |
0.9282 |
0.9282 |
0.9299 |
0.9291 |
| S2 |
0.9263 |
0.9263 |
0.9295 |
|
| S3 |
0.9227 |
0.9246 |
0.9292 |
|
| S4 |
0.9191 |
0.9210 |
0.9282 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9601 |
0.9558 |
0.9360 |
|
| R3 |
0.9495 |
0.9452 |
0.9331 |
|
| R2 |
0.9389 |
0.9389 |
0.9321 |
|
| R1 |
0.9346 |
0.9346 |
0.9312 |
0.9315 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9268 |
| S1 |
0.9240 |
0.9240 |
0.9292 |
0.9209 |
| S2 |
0.9177 |
0.9177 |
0.9283 |
|
| S3 |
0.9071 |
0.9134 |
0.9273 |
|
| S4 |
0.8965 |
0.9028 |
0.9244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9327 |
0.9221 |
0.0106 |
1.1% |
0.0045 |
0.5% |
76% |
False |
False |
74,923 |
| 10 |
0.9327 |
0.9221 |
0.0106 |
1.1% |
0.0041 |
0.4% |
76% |
False |
False |
66,397 |
| 20 |
0.9386 |
0.9216 |
0.0170 |
1.8% |
0.0050 |
0.5% |
51% |
False |
False |
77,396 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
36% |
False |
False |
73,687 |
| 60 |
0.9454 |
0.9165 |
0.0289 |
3.1% |
0.0054 |
0.6% |
47% |
False |
False |
62,508 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
54% |
False |
False |
47,018 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
56% |
False |
False |
37,644 |
| 120 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0051 |
0.6% |
75% |
False |
False |
31,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9409 |
|
1.618 |
0.9373 |
|
1.000 |
0.9351 |
|
0.618 |
0.9337 |
|
HIGH |
0.9315 |
|
0.618 |
0.9301 |
|
0.500 |
0.9297 |
|
0.382 |
0.9293 |
|
LOW |
0.9279 |
|
0.618 |
0.9257 |
|
1.000 |
0.9243 |
|
1.618 |
0.9221 |
|
2.618 |
0.9185 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9300 |
0.9291 |
| PP |
0.9299 |
0.9279 |
| S1 |
0.9297 |
0.9268 |
|