CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9105 |
0.9012 |
-0.0093 |
-1.0% |
0.9363 |
| High |
0.9110 |
0.9047 |
-0.0063 |
-0.7% |
0.9370 |
| Low |
0.9030 |
0.8985 |
-0.0045 |
-0.5% |
0.9030 |
| Close |
0.9042 |
0.9039 |
-0.0003 |
0.0% |
0.9042 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-22.5% |
0.0340 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
21,558 |
1,033 |
-20,525 |
-95.2% |
651,237 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9210 |
0.9186 |
0.9073 |
|
| R3 |
0.9148 |
0.9124 |
0.9056 |
|
| R2 |
0.9086 |
0.9086 |
0.9050 |
|
| R1 |
0.9062 |
0.9062 |
0.9045 |
0.9074 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9030 |
| S1 |
0.9000 |
0.9000 |
0.9033 |
0.9012 |
| S2 |
0.8962 |
0.8962 |
0.9028 |
|
| S3 |
0.8900 |
0.8938 |
0.9022 |
|
| S4 |
0.8838 |
0.8876 |
0.9005 |
|
|
| 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 |
0.9285 |
0.8985 |
0.0300 |
3.3% |
0.0095 |
1.1% |
18% |
False |
True |
107,354 |
| 10 |
0.9398 |
0.8985 |
0.0413 |
4.6% |
0.0088 |
1.0% |
13% |
False |
True |
111,238 |
| 20 |
0.9398 |
0.8985 |
0.0413 |
4.6% |
0.0066 |
0.7% |
13% |
False |
True |
91,532 |
| 40 |
0.9438 |
0.8985 |
0.0453 |
5.0% |
0.0059 |
0.7% |
12% |
False |
True |
84,359 |
| 60 |
0.9454 |
0.8985 |
0.0469 |
5.2% |
0.0058 |
0.6% |
12% |
False |
True |
78,023 |
| 80 |
0.9454 |
0.8985 |
0.0469 |
5.2% |
0.0058 |
0.6% |
12% |
False |
True |
65,152 |
| 100 |
0.9454 |
0.8985 |
0.0469 |
5.2% |
0.0057 |
0.6% |
12% |
False |
True |
52,182 |
| 120 |
0.9454 |
0.8985 |
0.0469 |
5.2% |
0.0056 |
0.6% |
12% |
False |
True |
43,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9311 |
|
2.618 |
0.9209 |
|
1.618 |
0.9147 |
|
1.000 |
0.9109 |
|
0.618 |
0.9085 |
|
HIGH |
0.9047 |
|
0.618 |
0.9023 |
|
0.500 |
0.9016 |
|
0.382 |
0.9009 |
|
LOW |
0.8985 |
|
0.618 |
0.8947 |
|
1.000 |
0.8923 |
|
1.618 |
0.8885 |
|
2.618 |
0.8823 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9031 |
0.9101 |
| PP |
0.9024 |
0.9080 |
| S1 |
0.9016 |
0.9060 |
|