CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9285 |
0.9295 |
0.0010 |
0.1% |
0.9303 |
| High |
0.9318 |
0.9339 |
0.0021 |
0.2% |
0.9327 |
| Low |
0.9258 |
0.9293 |
0.0035 |
0.4% |
0.9221 |
| Close |
0.9294 |
0.9328 |
0.0034 |
0.4% |
0.9302 |
| Range |
0.0060 |
0.0046 |
-0.0014 |
-23.3% |
0.0106 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
78,967 |
71,318 |
-7,649 |
-9.7% |
374,619 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9458 |
0.9439 |
0.9353 |
|
| R3 |
0.9412 |
0.9393 |
0.9341 |
|
| R2 |
0.9366 |
0.9366 |
0.9336 |
|
| R1 |
0.9347 |
0.9347 |
0.9332 |
0.9357 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9325 |
| S1 |
0.9301 |
0.9301 |
0.9324 |
0.9311 |
| S2 |
0.9274 |
0.9274 |
0.9320 |
|
| S3 |
0.9228 |
0.9255 |
0.9315 |
|
| S4 |
0.9182 |
0.9209 |
0.9303 |
|
|
| 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 |
0.9339 |
0.9221 |
0.0118 |
1.3% |
0.0050 |
0.5% |
91% |
True |
False |
69,699 |
| 10 |
0.9339 |
0.9221 |
0.0118 |
1.3% |
0.0044 |
0.5% |
91% |
True |
False |
68,791 |
| 20 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0049 |
0.5% |
84% |
False |
False |
75,164 |
| 40 |
0.9448 |
0.9216 |
0.0232 |
2.5% |
0.0052 |
0.6% |
48% |
False |
False |
73,285 |
| 60 |
0.9454 |
0.9188 |
0.0266 |
2.9% |
0.0054 |
0.6% |
53% |
False |
False |
65,633 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0054 |
0.6% |
60% |
False |
False |
49,435 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
62% |
False |
False |
39,581 |
| 120 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0052 |
0.6% |
79% |
False |
False |
32,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9535 |
|
2.618 |
0.9459 |
|
1.618 |
0.9413 |
|
1.000 |
0.9385 |
|
0.618 |
0.9367 |
|
HIGH |
0.9339 |
|
0.618 |
0.9321 |
|
0.500 |
0.9316 |
|
0.382 |
0.9311 |
|
LOW |
0.9293 |
|
0.618 |
0.9265 |
|
1.000 |
0.9247 |
|
1.618 |
0.9219 |
|
2.618 |
0.9173 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9324 |
0.9318 |
| PP |
0.9320 |
0.9308 |
| S1 |
0.9316 |
0.9299 |
|