CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9157 |
-0.0043 |
-0.5% |
0.9318 |
| High |
0.9214 |
0.9217 |
0.0003 |
0.0% |
0.9398 |
| Low |
0.9110 |
0.9087 |
-0.0023 |
-0.3% |
0.9255 |
| Close |
0.9155 |
0.9095 |
-0.0060 |
-0.7% |
0.9371 |
| Range |
0.0104 |
0.0130 |
0.0026 |
25.0% |
0.0143 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
7.4% |
0.0000 |
| Volume |
175,063 |
163,948 |
-11,115 |
-6.3% |
460,114 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9439 |
0.9167 |
|
| R3 |
0.9393 |
0.9309 |
0.9131 |
|
| R2 |
0.9263 |
0.9263 |
0.9119 |
|
| R1 |
0.9179 |
0.9179 |
0.9107 |
0.9156 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9122 |
| S1 |
0.9049 |
0.9049 |
0.9083 |
0.9026 |
| S2 |
0.9003 |
0.9003 |
0.9071 |
|
| S3 |
0.8873 |
0.8919 |
0.9059 |
|
| S4 |
0.8743 |
0.8789 |
0.9024 |
|
|
| 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 |
0.9087 |
0.0311 |
3.4% |
0.0100 |
1.1% |
3% |
False |
True |
143,101 |
| 10 |
0.9398 |
0.9087 |
0.0311 |
3.4% |
0.0081 |
0.9% |
3% |
False |
True |
123,932 |
| 20 |
0.9398 |
0.9087 |
0.0311 |
3.4% |
0.0063 |
0.7% |
3% |
False |
True |
96,361 |
| 40 |
0.9438 |
0.9087 |
0.0351 |
3.9% |
0.0058 |
0.6% |
2% |
False |
True |
87,129 |
| 60 |
0.9454 |
0.9087 |
0.0367 |
4.0% |
0.0058 |
0.6% |
2% |
False |
True |
79,953 |
| 80 |
0.9454 |
0.9087 |
0.0367 |
4.0% |
0.0058 |
0.6% |
2% |
False |
True |
64,891 |
| 100 |
0.9454 |
0.9087 |
0.0367 |
4.0% |
0.0056 |
0.6% |
2% |
False |
True |
51,958 |
| 120 |
0.9454 |
0.8949 |
0.0505 |
5.6% |
0.0056 |
0.6% |
29% |
False |
False |
43,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9770 |
|
2.618 |
0.9557 |
|
1.618 |
0.9427 |
|
1.000 |
0.9347 |
|
0.618 |
0.9297 |
|
HIGH |
0.9217 |
|
0.618 |
0.9167 |
|
0.500 |
0.9152 |
|
0.382 |
0.9137 |
|
LOW |
0.9087 |
|
0.618 |
0.9007 |
|
1.000 |
0.8957 |
|
1.618 |
0.8877 |
|
2.618 |
0.8747 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9152 |
0.9186 |
| PP |
0.9133 |
0.9156 |
| S1 |
0.9114 |
0.9125 |
|