CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9224 |
0.0038 |
0.4% |
0.9220 |
| High |
0.9238 |
0.9248 |
0.0010 |
0.1% |
0.9290 |
| Low |
0.9186 |
0.9210 |
0.0024 |
0.3% |
0.9165 |
| Close |
0.9224 |
0.9238 |
0.0014 |
0.2% |
0.9196 |
| Range |
0.0052 |
0.0038 |
-0.0014 |
-26.9% |
0.0125 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
218 |
495 |
277 |
127.1% |
2,122 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9346 |
0.9330 |
0.9259 |
|
| R3 |
0.9308 |
0.9292 |
0.9248 |
|
| R2 |
0.9270 |
0.9270 |
0.9245 |
|
| R1 |
0.9254 |
0.9254 |
0.9241 |
0.9262 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9236 |
| S1 |
0.9216 |
0.9216 |
0.9235 |
0.9224 |
| S2 |
0.9194 |
0.9194 |
0.9231 |
|
| S3 |
0.9156 |
0.9178 |
0.9228 |
|
| S4 |
0.9118 |
0.9140 |
0.9217 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9519 |
0.9265 |
|
| R3 |
0.9467 |
0.9394 |
0.9230 |
|
| R2 |
0.9342 |
0.9342 |
0.9219 |
|
| R1 |
0.9269 |
0.9269 |
0.9207 |
0.9243 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9204 |
| S1 |
0.9144 |
0.9144 |
0.9185 |
0.9118 |
| S2 |
0.9092 |
0.9092 |
0.9173 |
|
| S3 |
0.8967 |
0.9019 |
0.9162 |
|
| S4 |
0.8842 |
0.8894 |
0.9127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9248 |
0.9165 |
0.0083 |
0.9% |
0.0036 |
0.4% |
88% |
True |
False |
340 |
| 10 |
0.9290 |
0.9165 |
0.0125 |
1.4% |
0.0049 |
0.5% |
58% |
False |
False |
376 |
| 20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0046 |
0.5% |
37% |
False |
False |
289 |
| 40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0040 |
0.4% |
32% |
False |
False |
207 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0033 |
0.4% |
49% |
False |
False |
142 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0028 |
0.3% |
49% |
False |
False |
107 |
| 100 |
0.9394 |
0.8993 |
0.0401 |
4.3% |
0.0024 |
0.3% |
61% |
False |
False |
86 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0020 |
0.2% |
76% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9410 |
|
2.618 |
0.9347 |
|
1.618 |
0.9309 |
|
1.000 |
0.9286 |
|
0.618 |
0.9271 |
|
HIGH |
0.9248 |
|
0.618 |
0.9233 |
|
0.500 |
0.9229 |
|
0.382 |
0.9225 |
|
LOW |
0.9210 |
|
0.618 |
0.9187 |
|
1.000 |
0.9172 |
|
1.618 |
0.9149 |
|
2.618 |
0.9111 |
|
4.250 |
0.9049 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9228 |
| PP |
0.9232 |
0.9219 |
| S1 |
0.9229 |
0.9209 |
|