CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9274 |
0.9200 |
-0.0074 |
-0.8% |
0.9318 |
High |
0.9285 |
0.9214 |
-0.0071 |
-0.8% |
0.9398 |
Low |
0.9184 |
0.9110 |
-0.0074 |
-0.8% |
0.9255 |
Close |
0.9192 |
0.9155 |
-0.0037 |
-0.4% |
0.9371 |
Range |
0.0101 |
0.0104 |
0.0003 |
3.0% |
0.0143 |
ATR |
0.0061 |
0.0064 |
0.0003 |
5.1% |
0.0000 |
Volume |
175,172 |
175,063 |
-109 |
-0.1% |
460,114 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9472 |
0.9417 |
0.9212 |
|
R3 |
0.9368 |
0.9313 |
0.9184 |
|
R2 |
0.9264 |
0.9264 |
0.9174 |
|
R1 |
0.9209 |
0.9209 |
0.9165 |
0.9185 |
PP |
0.9160 |
0.9160 |
0.9160 |
0.9147 |
S1 |
0.9105 |
0.9105 |
0.9145 |
0.9081 |
S2 |
0.9056 |
0.9056 |
0.9136 |
|
S3 |
0.8952 |
0.9001 |
0.9126 |
|
S4 |
0.8848 |
0.8897 |
0.9098 |
|
|
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 |
0.9110 |
0.0288 |
3.1% |
0.0087 |
0.9% |
16% |
False |
True |
133,736 |
10 |
0.9398 |
0.9110 |
0.0288 |
3.1% |
0.0073 |
0.8% |
16% |
False |
True |
114,669 |
20 |
0.9398 |
0.9110 |
0.0288 |
3.1% |
0.0059 |
0.6% |
16% |
False |
True |
92,080 |
40 |
0.9438 |
0.9110 |
0.0328 |
3.6% |
0.0056 |
0.6% |
14% |
False |
True |
84,533 |
60 |
0.9454 |
0.9110 |
0.0344 |
3.8% |
0.0057 |
0.6% |
13% |
False |
True |
78,323 |
80 |
0.9454 |
0.9110 |
0.0344 |
3.8% |
0.0057 |
0.6% |
13% |
False |
True |
62,843 |
100 |
0.9454 |
0.9110 |
0.0344 |
3.8% |
0.0055 |
0.6% |
13% |
False |
True |
50,320 |
120 |
0.9454 |
0.8938 |
0.0516 |
5.6% |
0.0056 |
0.6% |
42% |
False |
False |
41,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9656 |
2.618 |
0.9486 |
1.618 |
0.9382 |
1.000 |
0.9318 |
0.618 |
0.9278 |
HIGH |
0.9214 |
0.618 |
0.9174 |
0.500 |
0.9162 |
0.382 |
0.9150 |
LOW |
0.9110 |
0.618 |
0.9046 |
1.000 |
0.9006 |
1.618 |
0.8942 |
2.618 |
0.8838 |
4.250 |
0.8668 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9162 |
0.9240 |
PP |
0.9160 |
0.9212 |
S1 |
0.9157 |
0.9183 |
|