CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9157 |
0.9105 |
-0.0052 |
-0.6% |
0.9363 |
High |
0.9217 |
0.9110 |
-0.0107 |
-1.2% |
0.9370 |
Low |
0.9087 |
0.9030 |
-0.0057 |
-0.6% |
0.9030 |
Close |
0.9095 |
0.9042 |
-0.0053 |
-0.6% |
0.9042 |
Range |
0.0130 |
0.0080 |
-0.0050 |
-38.5% |
0.0340 |
ATR |
0.0069 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
Volume |
163,948 |
21,558 |
-142,390 |
-86.9% |
651,237 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9301 |
0.9251 |
0.9086 |
|
R3 |
0.9221 |
0.9171 |
0.9064 |
|
R2 |
0.9141 |
0.9141 |
0.9057 |
|
R1 |
0.9091 |
0.9091 |
0.9049 |
0.9076 |
PP |
0.9061 |
0.9061 |
0.9061 |
0.9053 |
S1 |
0.9011 |
0.9011 |
0.9035 |
0.8996 |
S2 |
0.8981 |
0.8981 |
0.9027 |
|
S3 |
0.8901 |
0.8931 |
0.9020 |
|
S4 |
0.8821 |
0.8851 |
0.8998 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0167 |
0.9945 |
0.9229 |
|
R3 |
0.9827 |
0.9605 |
0.9136 |
|
R2 |
0.9487 |
0.9487 |
0.9104 |
|
R1 |
0.9265 |
0.9265 |
0.9073 |
0.9206 |
PP |
0.9147 |
0.9147 |
0.9147 |
0.9118 |
S1 |
0.8925 |
0.8925 |
0.9011 |
0.8866 |
S2 |
0.8807 |
0.8807 |
0.8980 |
|
S3 |
0.8467 |
0.8585 |
0.8949 |
|
S4 |
0.8127 |
0.8245 |
0.8855 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9370 |
0.9030 |
0.0340 |
3.8% |
0.0102 |
1.1% |
4% |
False |
True |
130,247 |
10 |
0.9398 |
0.9030 |
0.0368 |
4.1% |
0.0085 |
0.9% |
3% |
False |
True |
117,646 |
20 |
0.9398 |
0.9030 |
0.0368 |
4.1% |
0.0065 |
0.7% |
3% |
False |
True |
94,703 |
40 |
0.9438 |
0.9030 |
0.0408 |
4.5% |
0.0059 |
0.7% |
3% |
False |
True |
86,210 |
60 |
0.9454 |
0.9030 |
0.0424 |
4.7% |
0.0058 |
0.6% |
3% |
False |
True |
79,103 |
80 |
0.9454 |
0.9030 |
0.0424 |
4.7% |
0.0058 |
0.6% |
3% |
False |
True |
65,156 |
100 |
0.9454 |
0.9030 |
0.0424 |
4.7% |
0.0057 |
0.6% |
3% |
False |
True |
52,173 |
120 |
0.9454 |
0.9018 |
0.0436 |
4.8% |
0.0056 |
0.6% |
6% |
False |
False |
43,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9450 |
2.618 |
0.9319 |
1.618 |
0.9239 |
1.000 |
0.9190 |
0.618 |
0.9159 |
HIGH |
0.9110 |
0.618 |
0.9079 |
0.500 |
0.9070 |
0.382 |
0.9061 |
LOW |
0.9030 |
0.618 |
0.8981 |
1.000 |
0.8950 |
1.618 |
0.8901 |
2.618 |
0.8821 |
4.250 |
0.8690 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9070 |
0.9124 |
PP |
0.9061 |
0.9096 |
S1 |
0.9051 |
0.9069 |
|