CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9283 |
0.9263 |
-0.0020 |
-0.2% |
0.9239 |
| High |
0.9293 |
0.9283 |
-0.0010 |
-0.1% |
0.9303 |
| Low |
0.9265 |
0.9203 |
-0.0062 |
-0.7% |
0.9200 |
| Close |
0.9266 |
0.9207 |
-0.0059 |
-0.6% |
0.9266 |
| Range |
0.0028 |
0.0080 |
0.0052 |
185.7% |
0.0103 |
| ATR |
0.0043 |
0.0045 |
0.0003 |
6.3% |
0.0000 |
| Volume |
1,388 |
3,549 |
2,161 |
155.7% |
5,040 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9419 |
0.9251 |
|
| R3 |
0.9391 |
0.9339 |
0.9229 |
|
| R2 |
0.9311 |
0.9311 |
0.9222 |
|
| R1 |
0.9259 |
0.9259 |
0.9214 |
0.9245 |
| PP |
0.9231 |
0.9231 |
0.9231 |
0.9224 |
| S1 |
0.9179 |
0.9179 |
0.9200 |
0.9165 |
| S2 |
0.9151 |
0.9151 |
0.9192 |
|
| S3 |
0.9071 |
0.9099 |
0.9185 |
|
| S4 |
0.8991 |
0.9019 |
0.9163 |
|
|
| 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% |
0.0050 |
0.5% |
7% |
False |
False |
1,573 |
| 10 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0047 |
0.5% |
33% |
False |
False |
1,164 |
| 20 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0046 |
0.5% |
33% |
False |
False |
757 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0043 |
0.5% |
23% |
False |
False |
493 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.6% |
0.0039 |
0.4% |
20% |
False |
False |
346 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0033 |
0.4% |
39% |
False |
False |
260 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0028 |
0.3% |
39% |
False |
False |
209 |
| 120 |
0.9394 |
0.8855 |
0.0539 |
5.9% |
0.0024 |
0.3% |
65% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9623 |
|
2.618 |
0.9492 |
|
1.618 |
0.9412 |
|
1.000 |
0.9363 |
|
0.618 |
0.9332 |
|
HIGH |
0.9283 |
|
0.618 |
0.9252 |
|
0.500 |
0.9243 |
|
0.382 |
0.9234 |
|
LOW |
0.9203 |
|
0.618 |
0.9154 |
|
1.000 |
0.9123 |
|
1.618 |
0.9074 |
|
2.618 |
0.8994 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9243 |
0.9253 |
| PP |
0.9231 |
0.9238 |
| S1 |
0.9219 |
0.9222 |
|