CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9211 |
-0.0014 |
-0.2% |
0.9200 |
| High |
0.9242 |
0.9236 |
-0.0006 |
-0.1% |
0.9256 |
| Low |
0.9201 |
0.9159 |
-0.0042 |
-0.5% |
0.9170 |
| Close |
0.9215 |
0.9230 |
0.0015 |
0.2% |
0.9248 |
| Range |
0.0041 |
0.0077 |
0.0036 |
87.8% |
0.0086 |
| ATR |
0.0042 |
0.0045 |
0.0002 |
5.9% |
0.0000 |
| Volume |
532 |
963 |
431 |
81.0% |
1,605 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9439 |
0.9412 |
0.9272 |
|
| R3 |
0.9362 |
0.9335 |
0.9251 |
|
| R2 |
0.9285 |
0.9285 |
0.9244 |
|
| R1 |
0.9258 |
0.9258 |
0.9237 |
0.9272 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9215 |
| S1 |
0.9181 |
0.9181 |
0.9223 |
0.9195 |
| S2 |
0.9131 |
0.9131 |
0.9216 |
|
| S3 |
0.9054 |
0.9104 |
0.9209 |
|
| S4 |
0.8977 |
0.9027 |
0.9188 |
|
|
| 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 |
0.9159 |
0.0108 |
1.2% |
0.0042 |
0.5% |
66% |
False |
True |
482 |
| 10 |
0.9267 |
0.9159 |
0.0108 |
1.2% |
0.0039 |
0.4% |
66% |
False |
True |
411 |
| 20 |
0.9324 |
0.9159 |
0.0165 |
1.8% |
0.0044 |
0.5% |
43% |
False |
True |
372 |
| 40 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0042 |
0.5% |
30% |
False |
True |
260 |
| 60 |
0.9394 |
0.9122 |
0.0272 |
2.9% |
0.0035 |
0.4% |
40% |
False |
False |
181 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0030 |
0.3% |
47% |
False |
False |
137 |
| 100 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0025 |
0.3% |
51% |
False |
False |
110 |
| 120 |
0.9394 |
0.8773 |
0.0621 |
6.7% |
0.0022 |
0.2% |
74% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9563 |
|
2.618 |
0.9438 |
|
1.618 |
0.9361 |
|
1.000 |
0.9313 |
|
0.618 |
0.9284 |
|
HIGH |
0.9236 |
|
0.618 |
0.9207 |
|
0.500 |
0.9198 |
|
0.382 |
0.9188 |
|
LOW |
0.9159 |
|
0.618 |
0.9111 |
|
1.000 |
0.9082 |
|
1.618 |
0.9034 |
|
2.618 |
0.8957 |
|
4.250 |
0.8832 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9219 |
0.9224 |
| PP |
0.9208 |
0.9219 |
| S1 |
0.9198 |
0.9213 |
|