CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9235 |
0.9266 |
0.0031 |
0.3% |
0.9245 |
| High |
0.9280 |
0.9303 |
0.0023 |
0.2% |
0.9267 |
| Low |
0.9235 |
0.9265 |
0.0030 |
0.3% |
0.9159 |
| Close |
0.9269 |
0.9286 |
0.0017 |
0.2% |
0.9244 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0108 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
1,231 |
938 |
-293 |
-23.8% |
3,354 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9380 |
0.9307 |
|
| R3 |
0.9361 |
0.9342 |
0.9296 |
|
| R2 |
0.9323 |
0.9323 |
0.9293 |
|
| R1 |
0.9304 |
0.9304 |
0.9289 |
0.9314 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9289 |
| S1 |
0.9266 |
0.9266 |
0.9283 |
0.9276 |
| S2 |
0.9247 |
0.9247 |
0.9279 |
|
| S3 |
0.9209 |
0.9228 |
0.9276 |
|
| S4 |
0.9171 |
0.9190 |
0.9265 |
|
|
| 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 |
0.9303 |
0.9200 |
0.0103 |
1.1% |
0.0041 |
0.4% |
83% |
True |
False |
995 |
| 10 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0042 |
0.4% |
88% |
True |
False |
738 |
| 20 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0045 |
0.5% |
88% |
True |
False |
557 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0042 |
0.5% |
62% |
False |
False |
380 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0038 |
0.4% |
54% |
False |
False |
264 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0032 |
0.3% |
65% |
False |
False |
199 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
65% |
False |
False |
160 |
| 120 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0023 |
0.3% |
82% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9465 |
|
2.618 |
0.9402 |
|
1.618 |
0.9364 |
|
1.000 |
0.9341 |
|
0.618 |
0.9326 |
|
HIGH |
0.9303 |
|
0.618 |
0.9288 |
|
0.500 |
0.9284 |
|
0.382 |
0.9280 |
|
LOW |
0.9265 |
|
0.618 |
0.9242 |
|
1.000 |
0.9227 |
|
1.618 |
0.9204 |
|
2.618 |
0.9166 |
|
4.250 |
0.9104 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9285 |
0.9275 |
| PP |
0.9285 |
0.9263 |
| S1 |
0.9284 |
0.9252 |
|