CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9263 |
0.9211 |
-0.0052 |
-0.6% |
0.9239 |
| High |
0.9283 |
0.9285 |
0.0002 |
0.0% |
0.9303 |
| Low |
0.9203 |
0.9197 |
-0.0006 |
-0.1% |
0.9200 |
| Close |
0.9207 |
0.9279 |
0.0072 |
0.8% |
0.9266 |
| Range |
0.0080 |
0.0088 |
0.0008 |
10.0% |
0.0103 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0000 |
| Volume |
3,549 |
5,688 |
2,139 |
60.3% |
5,040 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9518 |
0.9486 |
0.9327 |
|
| R3 |
0.9430 |
0.9398 |
0.9303 |
|
| R2 |
0.9342 |
0.9342 |
0.9295 |
|
| R1 |
0.9310 |
0.9310 |
0.9287 |
0.9326 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9262 |
| S1 |
0.9222 |
0.9222 |
0.9271 |
0.9238 |
| S2 |
0.9166 |
0.9166 |
0.9263 |
|
| S3 |
0.9078 |
0.9134 |
0.9255 |
|
| S4 |
0.8990 |
0.9046 |
0.9231 |
|
|
| 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 |
0.9197 |
0.0106 |
1.1% |
0.0056 |
0.6% |
77% |
False |
True |
2,558 |
| 10 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0052 |
0.6% |
83% |
False |
False |
1,709 |
| 20 |
0.9303 |
0.9159 |
0.0144 |
1.6% |
0.0048 |
0.5% |
83% |
False |
False |
1,039 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0044 |
0.5% |
59% |
False |
False |
631 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0041 |
0.4% |
51% |
False |
False |
441 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0034 |
0.4% |
63% |
False |
False |
332 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0029 |
0.3% |
63% |
False |
False |
266 |
| 120 |
0.9394 |
0.8858 |
0.0536 |
5.8% |
0.0025 |
0.3% |
79% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9515 |
|
1.618 |
0.9427 |
|
1.000 |
0.9373 |
|
0.618 |
0.9339 |
|
HIGH |
0.9285 |
|
0.618 |
0.9251 |
|
0.500 |
0.9241 |
|
0.382 |
0.9231 |
|
LOW |
0.9197 |
|
0.618 |
0.9143 |
|
1.000 |
0.9109 |
|
1.618 |
0.9055 |
|
2.618 |
0.8967 |
|
4.250 |
0.8823 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9266 |
0.9268 |
| PP |
0.9254 |
0.9256 |
| S1 |
0.9241 |
0.9245 |
|