CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9232 |
0.9239 |
0.0007 |
0.1% |
0.9245 |
| High |
0.9256 |
0.9250 |
-0.0006 |
-0.1% |
0.9267 |
| Low |
0.9223 |
0.9219 |
-0.0004 |
0.0% |
0.9159 |
| Close |
0.9244 |
0.9227 |
-0.0017 |
-0.2% |
0.9244 |
| Range |
0.0033 |
0.0031 |
-0.0002 |
-6.1% |
0.0108 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,324 |
724 |
-600 |
-45.3% |
3,354 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9307 |
0.9244 |
|
| R3 |
0.9294 |
0.9276 |
0.9236 |
|
| R2 |
0.9263 |
0.9263 |
0.9233 |
|
| R1 |
0.9245 |
0.9245 |
0.9230 |
0.9239 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9229 |
| S1 |
0.9214 |
0.9214 |
0.9224 |
0.9208 |
| S2 |
0.9201 |
0.9201 |
0.9221 |
|
| S3 |
0.9170 |
0.9183 |
0.9218 |
|
| S4 |
0.9139 |
0.9152 |
0.9210 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9504 |
0.9303 |
|
| R3 |
0.9439 |
0.9396 |
0.9274 |
|
| R2 |
0.9331 |
0.9331 |
0.9264 |
|
| R1 |
0.9288 |
0.9288 |
0.9254 |
0.9256 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9207 |
| S1 |
0.9180 |
0.9180 |
0.9234 |
0.9148 |
| S2 |
0.9115 |
0.9115 |
0.9224 |
|
| S3 |
0.9007 |
0.9072 |
0.9214 |
|
| S4 |
0.8899 |
0.8964 |
0.9185 |
|
|
| 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% |
0.0044 |
0.5% |
63% |
False |
False |
756 |
| 10 |
0.9267 |
0.9159 |
0.0108 |
1.2% |
0.0039 |
0.4% |
63% |
False |
False |
524 |
| 20 |
0.9321 |
0.9159 |
0.0162 |
1.8% |
0.0045 |
0.5% |
42% |
False |
False |
460 |
| 40 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0043 |
0.5% |
29% |
False |
False |
310 |
| 60 |
0.9394 |
0.9122 |
0.0272 |
2.9% |
0.0036 |
0.4% |
39% |
False |
False |
216 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0030 |
0.3% |
46% |
False |
False |
163 |
| 100 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0026 |
0.3% |
50% |
False |
False |
130 |
| 120 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0022 |
0.2% |
72% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9382 |
|
2.618 |
0.9331 |
|
1.618 |
0.9300 |
|
1.000 |
0.9281 |
|
0.618 |
0.9269 |
|
HIGH |
0.9250 |
|
0.618 |
0.9238 |
|
0.500 |
0.9235 |
|
0.382 |
0.9231 |
|
LOW |
0.9219 |
|
0.618 |
0.9200 |
|
1.000 |
0.9188 |
|
1.618 |
0.9169 |
|
2.618 |
0.9138 |
|
4.250 |
0.9087 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9221 |
| PP |
0.9232 |
0.9214 |
| S1 |
0.9230 |
0.9208 |
|