CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9335 |
0.9339 |
0.0004 |
0.0% |
0.9318 |
| High |
0.9387 |
0.9398 |
0.0011 |
0.1% |
0.9398 |
| Low |
0.9325 |
0.9328 |
0.0003 |
0.0% |
0.9255 |
| Close |
0.9345 |
0.9371 |
0.0026 |
0.3% |
0.9371 |
| Range |
0.0062 |
0.0070 |
0.0008 |
12.9% |
0.0143 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.2% |
0.0000 |
| Volume |
117,123 |
85,829 |
-31,294 |
-26.7% |
460,114 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9576 |
0.9543 |
0.9410 |
|
| R3 |
0.9506 |
0.9473 |
0.9390 |
|
| R2 |
0.9436 |
0.9436 |
0.9384 |
|
| R1 |
0.9403 |
0.9403 |
0.9377 |
0.9420 |
| PP |
0.9366 |
0.9366 |
0.9366 |
0.9374 |
| S1 |
0.9333 |
0.9333 |
0.9365 |
0.9350 |
| S2 |
0.9296 |
0.9296 |
0.9358 |
|
| S3 |
0.9226 |
0.9263 |
0.9352 |
|
| S4 |
0.9156 |
0.9193 |
0.9333 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9770 |
0.9714 |
0.9450 |
|
| R3 |
0.9627 |
0.9571 |
0.9410 |
|
| R2 |
0.9484 |
0.9484 |
0.9397 |
|
| R1 |
0.9428 |
0.9428 |
0.9384 |
0.9456 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9356 |
| S1 |
0.9285 |
0.9285 |
0.9358 |
0.9313 |
| S2 |
0.9198 |
0.9198 |
0.9345 |
|
| S3 |
0.9055 |
0.9142 |
0.9332 |
|
| S4 |
0.8912 |
0.8999 |
0.9292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9398 |
0.9255 |
0.0143 |
1.5% |
0.0067 |
0.7% |
81% |
True |
False |
105,044 |
| 10 |
0.9398 |
0.9255 |
0.0143 |
1.5% |
0.0055 |
0.6% |
81% |
True |
False |
87,976 |
| 20 |
0.9398 |
0.9216 |
0.0182 |
1.9% |
0.0049 |
0.5% |
85% |
True |
False |
77,975 |
| 40 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0051 |
0.5% |
70% |
False |
False |
77,185 |
| 60 |
0.9454 |
0.9216 |
0.0238 |
2.5% |
0.0055 |
0.6% |
65% |
False |
False |
74,048 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
74% |
False |
False |
57,040 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
75% |
False |
False |
45,667 |
| 120 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0054 |
0.6% |
85% |
False |
False |
38,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9696 |
|
2.618 |
0.9581 |
|
1.618 |
0.9511 |
|
1.000 |
0.9468 |
|
0.618 |
0.9441 |
|
HIGH |
0.9398 |
|
0.618 |
0.9371 |
|
0.500 |
0.9363 |
|
0.382 |
0.9355 |
|
LOW |
0.9328 |
|
0.618 |
0.9285 |
|
1.000 |
0.9258 |
|
1.618 |
0.9215 |
|
2.618 |
0.9145 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9368 |
0.9356 |
| PP |
0.9366 |
0.9341 |
| S1 |
0.9363 |
0.9327 |
|