CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9293 |
0.9285 |
-0.0008 |
-0.1% |
0.9303 |
| High |
0.9310 |
0.9318 |
0.0008 |
0.1% |
0.9327 |
| Low |
0.9276 |
0.9258 |
-0.0018 |
-0.2% |
0.9221 |
| Close |
0.9285 |
0.9294 |
0.0009 |
0.1% |
0.9302 |
| Range |
0.0034 |
0.0060 |
0.0026 |
76.5% |
0.0106 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.7% |
0.0000 |
| Volume |
43,826 |
78,967 |
35,141 |
80.2% |
374,619 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9442 |
0.9327 |
|
| R3 |
0.9410 |
0.9382 |
0.9311 |
|
| R2 |
0.9350 |
0.9350 |
0.9305 |
|
| R1 |
0.9322 |
0.9322 |
0.9300 |
0.9336 |
| PP |
0.9290 |
0.9290 |
0.9290 |
0.9297 |
| S1 |
0.9262 |
0.9262 |
0.9289 |
0.9276 |
| S2 |
0.9230 |
0.9230 |
0.9283 |
|
| S3 |
0.9170 |
0.9202 |
0.9278 |
|
| S4 |
0.9110 |
0.9142 |
0.9261 |
|
|
| 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 |
0.9318 |
0.9221 |
0.0097 |
1.0% |
0.0050 |
0.5% |
75% |
True |
False |
77,931 |
| 10 |
0.9327 |
0.9221 |
0.0106 |
1.1% |
0.0045 |
0.5% |
69% |
False |
False |
69,491 |
| 20 |
0.9357 |
0.9216 |
0.0141 |
1.5% |
0.0051 |
0.5% |
55% |
False |
False |
78,018 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
33% |
False |
False |
73,801 |
| 60 |
0.9454 |
0.9165 |
0.0289 |
3.1% |
0.0054 |
0.6% |
45% |
False |
False |
64,490 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0054 |
0.6% |
50% |
False |
False |
48,548 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
52% |
False |
False |
38,869 |
| 120 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0052 |
0.6% |
73% |
False |
False |
32,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9573 |
|
2.618 |
0.9475 |
|
1.618 |
0.9415 |
|
1.000 |
0.9378 |
|
0.618 |
0.9355 |
|
HIGH |
0.9318 |
|
0.618 |
0.9295 |
|
0.500 |
0.9288 |
|
0.382 |
0.9281 |
|
LOW |
0.9258 |
|
0.618 |
0.9221 |
|
1.000 |
0.9198 |
|
1.618 |
0.9161 |
|
2.618 |
0.9101 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9292 |
0.9292 |
| PP |
0.9290 |
0.9290 |
| S1 |
0.9288 |
0.9288 |
|