CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9267 |
0.9335 |
0.0068 |
0.7% |
0.9293 |
| High |
0.9344 |
0.9387 |
0.0043 |
0.5% |
0.9364 |
| Low |
0.9255 |
0.9325 |
0.0070 |
0.8% |
0.9258 |
| Close |
0.9338 |
0.9345 |
0.0007 |
0.1% |
0.9325 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0106 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
124,480 |
117,123 |
-7,357 |
-5.9% |
343,645 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9504 |
0.9379 |
|
| R3 |
0.9476 |
0.9442 |
0.9362 |
|
| R2 |
0.9414 |
0.9414 |
0.9356 |
|
| R1 |
0.9380 |
0.9380 |
0.9351 |
0.9397 |
| PP |
0.9352 |
0.9352 |
0.9352 |
0.9361 |
| S1 |
0.9318 |
0.9318 |
0.9339 |
0.9335 |
| S2 |
0.9290 |
0.9290 |
0.9334 |
|
| S3 |
0.9228 |
0.9256 |
0.9328 |
|
| S4 |
0.9166 |
0.9194 |
0.9311 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9585 |
0.9383 |
|
| R3 |
0.9528 |
0.9479 |
0.9354 |
|
| R2 |
0.9422 |
0.9422 |
0.9344 |
|
| R1 |
0.9373 |
0.9373 |
0.9335 |
0.9398 |
| PP |
0.9316 |
0.9316 |
0.9316 |
0.9328 |
| S1 |
0.9267 |
0.9267 |
0.9315 |
0.9292 |
| S2 |
0.9210 |
0.9210 |
0.9306 |
|
| S3 |
0.9104 |
0.9161 |
0.9296 |
|
| S4 |
0.8998 |
0.9055 |
0.9267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9387 |
0.9255 |
0.0132 |
1.4% |
0.0062 |
0.7% |
68% |
True |
False |
104,763 |
| 10 |
0.9387 |
0.9221 |
0.0166 |
1.8% |
0.0056 |
0.6% |
75% |
True |
False |
87,231 |
| 20 |
0.9387 |
0.9216 |
0.0171 |
1.8% |
0.0051 |
0.5% |
75% |
True |
False |
78,923 |
| 40 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0052 |
0.6% |
58% |
False |
False |
77,041 |
| 60 |
0.9454 |
0.9216 |
0.0238 |
2.5% |
0.0055 |
0.6% |
54% |
False |
False |
73,619 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
66% |
False |
False |
55,968 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
67% |
False |
False |
44,810 |
| 120 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0054 |
0.6% |
80% |
False |
False |
37,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9549 |
|
1.618 |
0.9487 |
|
1.000 |
0.9449 |
|
0.618 |
0.9425 |
|
HIGH |
0.9387 |
|
0.618 |
0.9363 |
|
0.500 |
0.9356 |
|
0.382 |
0.9349 |
|
LOW |
0.9325 |
|
0.618 |
0.9287 |
|
1.000 |
0.9263 |
|
1.618 |
0.9225 |
|
2.618 |
0.9163 |
|
4.250 |
0.9062 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9356 |
0.9337 |
| PP |
0.9352 |
0.9329 |
| S1 |
0.9349 |
0.9321 |
|