CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9363 |
0.9274 |
-0.0089 |
-1.0% |
0.9318 |
| High |
0.9370 |
0.9285 |
-0.0085 |
-0.9% |
0.9398 |
| Low |
0.9274 |
0.9184 |
-0.0090 |
-1.0% |
0.9255 |
| Close |
0.9286 |
0.9192 |
-0.0094 |
-1.0% |
0.9371 |
| Range |
0.0096 |
0.0101 |
0.0005 |
5.2% |
0.0143 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.5% |
0.0000 |
| Volume |
115,496 |
175,172 |
59,676 |
51.7% |
460,114 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9459 |
0.9248 |
|
| R3 |
0.9422 |
0.9358 |
0.9220 |
|
| R2 |
0.9321 |
0.9321 |
0.9211 |
|
| R1 |
0.9257 |
0.9257 |
0.9201 |
0.9239 |
| PP |
0.9220 |
0.9220 |
0.9220 |
0.9211 |
| S1 |
0.9156 |
0.9156 |
0.9183 |
0.9138 |
| S2 |
0.9119 |
0.9119 |
0.9173 |
|
| S3 |
0.9018 |
0.9055 |
0.9164 |
|
| S4 |
0.8917 |
0.8954 |
0.9136 |
|
|
| 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 |
0.9184 |
0.0214 |
2.3% |
0.0084 |
0.9% |
4% |
False |
True |
123,620 |
| 10 |
0.9398 |
0.9184 |
0.0214 |
2.3% |
0.0068 |
0.7% |
4% |
False |
True |
105,060 |
| 20 |
0.9398 |
0.9184 |
0.0214 |
2.3% |
0.0055 |
0.6% |
4% |
False |
True |
85,745 |
| 40 |
0.9438 |
0.9184 |
0.0254 |
2.8% |
0.0055 |
0.6% |
3% |
False |
True |
82,210 |
| 60 |
0.9454 |
0.9184 |
0.0270 |
2.9% |
0.0056 |
0.6% |
3% |
False |
True |
76,178 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.5% |
0.0056 |
0.6% |
18% |
False |
False |
60,663 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
22% |
False |
False |
48,571 |
| 120 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0055 |
0.6% |
53% |
False |
False |
40,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9714 |
|
2.618 |
0.9549 |
|
1.618 |
0.9448 |
|
1.000 |
0.9386 |
|
0.618 |
0.9347 |
|
HIGH |
0.9285 |
|
0.618 |
0.9246 |
|
0.500 |
0.9235 |
|
0.382 |
0.9223 |
|
LOW |
0.9184 |
|
0.618 |
0.9122 |
|
1.000 |
0.9083 |
|
1.618 |
0.9021 |
|
2.618 |
0.8920 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9291 |
| PP |
0.9220 |
0.9258 |
| S1 |
0.9206 |
0.9225 |
|