CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9289 |
0.9293 |
0.0004 |
0.0% |
0.9303 |
| High |
0.9315 |
0.9310 |
-0.0005 |
-0.1% |
0.9327 |
| Low |
0.9279 |
0.9276 |
-0.0003 |
0.0% |
0.9221 |
| Close |
0.9302 |
0.9285 |
-0.0017 |
-0.2% |
0.9302 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-5.6% |
0.0106 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
76,009 |
43,826 |
-32,183 |
-42.3% |
374,619 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9373 |
0.9304 |
|
| R3 |
0.9358 |
0.9339 |
0.9294 |
|
| R2 |
0.9324 |
0.9324 |
0.9291 |
|
| R1 |
0.9305 |
0.9305 |
0.9288 |
0.9298 |
| PP |
0.9290 |
0.9290 |
0.9290 |
0.9287 |
| S1 |
0.9271 |
0.9271 |
0.9282 |
0.9264 |
| S2 |
0.9256 |
0.9256 |
0.9279 |
|
| S3 |
0.9222 |
0.9237 |
0.9276 |
|
| S4 |
0.9188 |
0.9203 |
0.9266 |
|
|
| 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% |
0.0046 |
0.5% |
60% |
False |
False |
74,962 |
| 10 |
0.9327 |
0.9221 |
0.0106 |
1.1% |
0.0042 |
0.5% |
60% |
False |
False |
66,431 |
| 20 |
0.9386 |
0.9216 |
0.0170 |
1.8% |
0.0050 |
0.5% |
41% |
False |
False |
77,450 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
29% |
False |
False |
73,370 |
| 60 |
0.9454 |
0.9165 |
0.0289 |
3.1% |
0.0054 |
0.6% |
42% |
False |
False |
63,218 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
49% |
False |
False |
47,563 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
51% |
False |
False |
38,081 |
| 120 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0051 |
0.6% |
72% |
False |
False |
31,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9455 |
|
2.618 |
0.9399 |
|
1.618 |
0.9365 |
|
1.000 |
0.9344 |
|
0.618 |
0.9331 |
|
HIGH |
0.9310 |
|
0.618 |
0.9297 |
|
0.500 |
0.9293 |
|
0.382 |
0.9289 |
|
LOW |
0.9276 |
|
0.618 |
0.9255 |
|
1.000 |
0.9242 |
|
1.618 |
0.9221 |
|
2.618 |
0.9187 |
|
4.250 |
0.9132 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9293 |
0.9279 |
| PP |
0.9290 |
0.9274 |
| S1 |
0.9288 |
0.9268 |
|