CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9245 |
0.0004 |
0.0% |
0.9200 |
| High |
0.9256 |
0.9255 |
-0.0001 |
0.0% |
0.9256 |
| Low |
0.9222 |
0.9236 |
0.0014 |
0.2% |
0.9170 |
| Close |
0.9248 |
0.9249 |
0.0001 |
0.0% |
0.9248 |
| Range |
0.0034 |
0.0019 |
-0.0015 |
-44.1% |
0.0086 |
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
383 |
298 |
-85 |
-22.2% |
1,605 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9295 |
0.9259 |
|
| R3 |
0.9285 |
0.9276 |
0.9254 |
|
| R2 |
0.9266 |
0.9266 |
0.9252 |
|
| R1 |
0.9257 |
0.9257 |
0.9251 |
0.9262 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9249 |
| S1 |
0.9238 |
0.9238 |
0.9247 |
0.9243 |
| S2 |
0.9228 |
0.9228 |
0.9246 |
|
| S3 |
0.9209 |
0.9219 |
0.9244 |
|
| S4 |
0.9190 |
0.9200 |
0.9239 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9451 |
0.9295 |
|
| R3 |
0.9397 |
0.9365 |
0.9272 |
|
| R2 |
0.9311 |
0.9311 |
0.9264 |
|
| R1 |
0.9279 |
0.9279 |
0.9256 |
0.9295 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9233 |
| S1 |
0.9193 |
0.9193 |
0.9240 |
0.9209 |
| S2 |
0.9139 |
0.9139 |
0.9232 |
|
| S3 |
0.9053 |
0.9107 |
0.9224 |
|
| S4 |
0.8967 |
0.9021 |
0.9201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9256 |
0.9170 |
0.0086 |
0.9% |
0.0034 |
0.4% |
92% |
False |
False |
293 |
| 10 |
0.9290 |
0.9165 |
0.0125 |
1.4% |
0.0046 |
0.5% |
67% |
False |
False |
350 |
| 20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0044 |
0.5% |
42% |
False |
False |
312 |
| 40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0040 |
0.4% |
37% |
False |
False |
223 |
| 60 |
0.9394 |
0.9095 |
0.0299 |
3.2% |
0.0033 |
0.4% |
52% |
False |
False |
153 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0028 |
0.3% |
53% |
False |
False |
115 |
| 100 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0024 |
0.3% |
56% |
False |
False |
93 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0020 |
0.2% |
77% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9336 |
|
2.618 |
0.9305 |
|
1.618 |
0.9286 |
|
1.000 |
0.9274 |
|
0.618 |
0.9267 |
|
HIGH |
0.9255 |
|
0.618 |
0.9248 |
|
0.500 |
0.9246 |
|
0.382 |
0.9243 |
|
LOW |
0.9236 |
|
0.618 |
0.9224 |
|
1.000 |
0.9217 |
|
1.618 |
0.9205 |
|
2.618 |
0.9186 |
|
4.250 |
0.9155 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9248 |
0.9244 |
| PP |
0.9247 |
0.9238 |
| S1 |
0.9246 |
0.9233 |
|