CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9248 |
0.9225 |
-0.0023 |
-0.2% |
0.9200 |
| High |
0.9267 |
0.9242 |
-0.0025 |
-0.3% |
0.9256 |
| Low |
0.9227 |
0.9201 |
-0.0026 |
-0.3% |
0.9170 |
| Close |
0.9234 |
0.9215 |
-0.0019 |
-0.2% |
0.9248 |
| Range |
0.0040 |
0.0041 |
0.0001 |
2.5% |
0.0086 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
237 |
532 |
295 |
124.5% |
1,605 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9342 |
0.9320 |
0.9238 |
|
| R3 |
0.9301 |
0.9279 |
0.9226 |
|
| R2 |
0.9260 |
0.9260 |
0.9223 |
|
| R1 |
0.9238 |
0.9238 |
0.9219 |
0.9229 |
| PP |
0.9219 |
0.9219 |
0.9219 |
0.9215 |
| S1 |
0.9197 |
0.9197 |
0.9211 |
0.9188 |
| S2 |
0.9178 |
0.9178 |
0.9207 |
|
| S3 |
0.9137 |
0.9156 |
0.9204 |
|
| S4 |
0.9096 |
0.9115 |
0.9192 |
|
|
| 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 |
0.9267 |
0.9201 |
0.0066 |
0.7% |
0.0034 |
0.4% |
21% |
False |
True |
389 |
| 10 |
0.9276 |
0.9165 |
0.0111 |
1.2% |
0.0041 |
0.4% |
45% |
False |
False |
389 |
| 20 |
0.9361 |
0.9165 |
0.0196 |
2.1% |
0.0042 |
0.5% |
26% |
False |
False |
336 |
| 40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0041 |
0.4% |
22% |
False |
False |
236 |
| 60 |
0.9394 |
0.9095 |
0.0299 |
3.2% |
0.0034 |
0.4% |
40% |
False |
False |
166 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0029 |
0.3% |
42% |
False |
False |
125 |
| 100 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0025 |
0.3% |
46% |
False |
False |
100 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0021 |
0.2% |
72% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9416 |
|
2.618 |
0.9349 |
|
1.618 |
0.9308 |
|
1.000 |
0.9283 |
|
0.618 |
0.9267 |
|
HIGH |
0.9242 |
|
0.618 |
0.9226 |
|
0.500 |
0.9222 |
|
0.382 |
0.9217 |
|
LOW |
0.9201 |
|
0.618 |
0.9176 |
|
1.000 |
0.9160 |
|
1.618 |
0.9135 |
|
2.618 |
0.9094 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9222 |
0.9234 |
| PP |
0.9219 |
0.9228 |
| S1 |
0.9217 |
0.9221 |
|