CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9266 |
0.9283 |
0.0017 |
0.2% |
0.9239 |
| High |
0.9303 |
0.9293 |
-0.0010 |
-0.1% |
0.9303 |
| Low |
0.9265 |
0.9265 |
0.0000 |
0.0% |
0.9200 |
| Close |
0.9286 |
0.9266 |
-0.0020 |
-0.2% |
0.9266 |
| Range |
0.0038 |
0.0028 |
-0.0010 |
-26.3% |
0.0103 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
938 |
1,388 |
450 |
48.0% |
5,040 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9359 |
0.9340 |
0.9281 |
|
| R3 |
0.9331 |
0.9312 |
0.9274 |
|
| R2 |
0.9303 |
0.9303 |
0.9271 |
|
| R1 |
0.9284 |
0.9284 |
0.9269 |
0.9280 |
| PP |
0.9275 |
0.9275 |
0.9275 |
0.9272 |
| S1 |
0.9256 |
0.9256 |
0.9263 |
0.9252 |
| S2 |
0.9247 |
0.9247 |
0.9261 |
|
| S3 |
0.9219 |
0.9228 |
0.9258 |
|
| S4 |
0.9191 |
0.9200 |
0.9251 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9565 |
0.9519 |
0.9323 |
|
| R3 |
0.9462 |
0.9416 |
0.9294 |
|
| R2 |
0.9359 |
0.9359 |
0.9285 |
|
| R1 |
0.9313 |
0.9313 |
0.9275 |
0.9336 |
| PP |
0.9256 |
0.9256 |
0.9256 |
0.9268 |
| S1 |
0.9210 |
0.9210 |
0.9257 |
0.9233 |
| S2 |
0.9153 |
0.9153 |
0.9247 |
|
| S3 |
0.9050 |
0.9107 |
0.9238 |
|
| S4 |
0.8947 |
0.9004 |
0.9209 |
|
|
| 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% |
0.0040 |
0.4% |
64% |
False |
False |
1,008 |
| 10 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0041 |
0.4% |
74% |
False |
False |
839 |
| 20 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0044 |
0.5% |
74% |
False |
False |
606 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0041 |
0.4% |
52% |
False |
False |
413 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0038 |
0.4% |
46% |
False |
False |
287 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0032 |
0.3% |
58% |
False |
False |
216 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
58% |
False |
False |
174 |
| 120 |
0.9394 |
0.8817 |
0.0577 |
6.2% |
0.0024 |
0.3% |
78% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9366 |
|
1.618 |
0.9338 |
|
1.000 |
0.9321 |
|
0.618 |
0.9310 |
|
HIGH |
0.9293 |
|
0.618 |
0.9282 |
|
0.500 |
0.9279 |
|
0.382 |
0.9276 |
|
LOW |
0.9265 |
|
0.618 |
0.9248 |
|
1.000 |
0.9237 |
|
1.618 |
0.9220 |
|
2.618 |
0.9192 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9279 |
0.9269 |
| PP |
0.9275 |
0.9268 |
| S1 |
0.9270 |
0.9267 |
|