CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9235 |
0.0013 |
0.1% |
0.9245 |
| High |
0.9258 |
0.9280 |
0.0022 |
0.2% |
0.9267 |
| Low |
0.9200 |
0.9235 |
0.0035 |
0.4% |
0.9159 |
| Close |
0.9235 |
0.9269 |
0.0034 |
0.4% |
0.9244 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-22.4% |
0.0108 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.1% |
0.0000 |
| Volume |
759 |
1,231 |
472 |
62.2% |
3,354 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9378 |
0.9294 |
|
| R3 |
0.9351 |
0.9333 |
0.9281 |
|
| R2 |
0.9306 |
0.9306 |
0.9277 |
|
| R1 |
0.9288 |
0.9288 |
0.9273 |
0.9297 |
| PP |
0.9261 |
0.9261 |
0.9261 |
0.9266 |
| S1 |
0.9243 |
0.9243 |
0.9265 |
0.9252 |
| S2 |
0.9216 |
0.9216 |
0.9261 |
|
| S3 |
0.9171 |
0.9198 |
0.9257 |
|
| S4 |
0.9126 |
0.9153 |
0.9244 |
|
|
| 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 |
0.9280 |
0.9159 |
0.0121 |
1.3% |
0.0049 |
0.5% |
91% |
True |
False |
1,000 |
| 10 |
0.9280 |
0.9159 |
0.0121 |
1.3% |
0.0042 |
0.4% |
91% |
True |
False |
694 |
| 20 |
0.9290 |
0.9159 |
0.0131 |
1.4% |
0.0045 |
0.5% |
84% |
False |
False |
551 |
| 40 |
0.9376 |
0.9159 |
0.0217 |
2.3% |
0.0042 |
0.5% |
51% |
False |
False |
359 |
| 60 |
0.9394 |
0.9145 |
0.0249 |
2.7% |
0.0037 |
0.4% |
50% |
False |
False |
249 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0031 |
0.3% |
59% |
False |
False |
187 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
59% |
False |
False |
150 |
| 120 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0023 |
0.2% |
79% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9471 |
|
2.618 |
0.9398 |
|
1.618 |
0.9353 |
|
1.000 |
0.9325 |
|
0.618 |
0.9308 |
|
HIGH |
0.9280 |
|
0.618 |
0.9263 |
|
0.500 |
0.9258 |
|
0.382 |
0.9252 |
|
LOW |
0.9235 |
|
0.618 |
0.9207 |
|
1.000 |
0.9190 |
|
1.618 |
0.9162 |
|
2.618 |
0.9117 |
|
4.250 |
0.9044 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9259 |
| PP |
0.9261 |
0.9250 |
| S1 |
0.9258 |
0.9240 |
|