CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9295 |
0.9323 |
0.0028 |
0.3% |
0.9303 |
| High |
0.9339 |
0.9364 |
0.0025 |
0.3% |
0.9327 |
| Low |
0.9293 |
0.9322 |
0.0029 |
0.3% |
0.9221 |
| Close |
0.9328 |
0.9345 |
0.0017 |
0.2% |
0.9302 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0106 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
71,318 |
84,424 |
13,106 |
18.4% |
374,619 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9449 |
0.9368 |
|
| R3 |
0.9428 |
0.9407 |
0.9357 |
|
| R2 |
0.9386 |
0.9386 |
0.9353 |
|
| R1 |
0.9365 |
0.9365 |
0.9349 |
0.9376 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9349 |
| S1 |
0.9323 |
0.9323 |
0.9341 |
0.9334 |
| S2 |
0.9302 |
0.9302 |
0.9337 |
|
| S3 |
0.9260 |
0.9281 |
0.9333 |
|
| S4 |
0.9218 |
0.9239 |
0.9322 |
|
|
| 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 |
0.9364 |
0.9258 |
0.0106 |
1.1% |
0.0044 |
0.5% |
82% |
True |
False |
70,908 |
| 10 |
0.9364 |
0.9221 |
0.0143 |
1.5% |
0.0044 |
0.5% |
87% |
True |
False |
71,760 |
| 20 |
0.9364 |
0.9216 |
0.0148 |
1.6% |
0.0049 |
0.5% |
87% |
True |
False |
74,660 |
| 40 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0052 |
0.6% |
58% |
False |
False |
73,580 |
| 60 |
0.9454 |
0.9194 |
0.0260 |
2.8% |
0.0054 |
0.6% |
58% |
False |
False |
67,020 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0053 |
0.6% |
66% |
False |
False |
50,489 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
67% |
False |
False |
40,424 |
| 120 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0052 |
0.6% |
82% |
False |
False |
33,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9474 |
|
1.618 |
0.9432 |
|
1.000 |
0.9406 |
|
0.618 |
0.9390 |
|
HIGH |
0.9364 |
|
0.618 |
0.9348 |
|
0.500 |
0.9343 |
|
0.382 |
0.9338 |
|
LOW |
0.9322 |
|
0.618 |
0.9296 |
|
1.000 |
0.9280 |
|
1.618 |
0.9254 |
|
2.618 |
0.9212 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9344 |
0.9334 |
| PP |
0.9344 |
0.9322 |
| S1 |
0.9343 |
0.9311 |
|