CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9339 |
0.9363 |
0.0024 |
0.3% |
0.9318 |
| High |
0.9398 |
0.9370 |
-0.0028 |
-0.3% |
0.9398 |
| Low |
0.9328 |
0.9274 |
-0.0054 |
-0.6% |
0.9255 |
| Close |
0.9371 |
0.9286 |
-0.0085 |
-0.9% |
0.9371 |
| Range |
0.0070 |
0.0096 |
0.0026 |
37.1% |
0.0143 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.5% |
0.0000 |
| Volume |
85,829 |
115,496 |
29,667 |
34.6% |
460,114 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9538 |
0.9339 |
|
| R3 |
0.9502 |
0.9442 |
0.9312 |
|
| R2 |
0.9406 |
0.9406 |
0.9304 |
|
| R1 |
0.9346 |
0.9346 |
0.9295 |
0.9328 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9301 |
| S1 |
0.9250 |
0.9250 |
0.9277 |
0.9232 |
| S2 |
0.9214 |
0.9214 |
0.9268 |
|
| S3 |
0.9118 |
0.9154 |
0.9260 |
|
| S4 |
0.9022 |
0.9058 |
0.9233 |
|
|
| 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% |
0.0080 |
0.9% |
22% |
False |
False |
115,122 |
| 10 |
0.9398 |
0.9255 |
0.0143 |
1.5% |
0.0061 |
0.7% |
22% |
False |
False |
91,925 |
| 20 |
0.9398 |
0.9221 |
0.0177 |
1.9% |
0.0051 |
0.6% |
37% |
False |
False |
79,161 |
| 40 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0053 |
0.6% |
32% |
False |
False |
78,692 |
| 60 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0055 |
0.6% |
29% |
False |
False |
74,536 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
47% |
False |
False |
58,481 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
50% |
False |
False |
46,821 |
| 120 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0055 |
0.6% |
70% |
False |
False |
39,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9621 |
|
1.618 |
0.9525 |
|
1.000 |
0.9466 |
|
0.618 |
0.9429 |
|
HIGH |
0.9370 |
|
0.618 |
0.9333 |
|
0.500 |
0.9322 |
|
0.382 |
0.9311 |
|
LOW |
0.9274 |
|
0.618 |
0.9215 |
|
1.000 |
0.9178 |
|
1.618 |
0.9119 |
|
2.618 |
0.9023 |
|
4.250 |
0.8866 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9322 |
0.9336 |
| PP |
0.9310 |
0.9319 |
| S1 |
0.9298 |
0.9303 |
|