CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9211 |
0.9277 |
0.0066 |
0.7% |
0.9239 |
| High |
0.9285 |
0.9328 |
0.0043 |
0.5% |
0.9303 |
| Low |
0.9197 |
0.9266 |
0.0069 |
0.8% |
0.9200 |
| Close |
0.9279 |
0.9286 |
0.0007 |
0.1% |
0.9266 |
| Range |
0.0088 |
0.0062 |
-0.0026 |
-29.5% |
0.0103 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
5,688 |
5,150 |
-538 |
-9.5% |
5,040 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9479 |
0.9445 |
0.9320 |
|
| R3 |
0.9417 |
0.9383 |
0.9303 |
|
| R2 |
0.9355 |
0.9355 |
0.9297 |
|
| R1 |
0.9321 |
0.9321 |
0.9292 |
0.9338 |
| PP |
0.9293 |
0.9293 |
0.9293 |
0.9302 |
| S1 |
0.9259 |
0.9259 |
0.9280 |
0.9276 |
| S2 |
0.9231 |
0.9231 |
0.9275 |
|
| S3 |
0.9169 |
0.9197 |
0.9269 |
|
| S4 |
0.9107 |
0.9135 |
0.9252 |
|
|
| 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 |
0.9328 |
0.9197 |
0.0131 |
1.4% |
0.0059 |
0.6% |
68% |
True |
False |
3,342 |
| 10 |
0.9328 |
0.9159 |
0.0169 |
1.8% |
0.0054 |
0.6% |
75% |
True |
False |
2,171 |
| 20 |
0.9328 |
0.9159 |
0.0169 |
1.8% |
0.0047 |
0.5% |
75% |
True |
False |
1,280 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0045 |
0.5% |
62% |
False |
False |
751 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0042 |
0.4% |
54% |
False |
False |
527 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0035 |
0.4% |
65% |
False |
False |
396 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0029 |
0.3% |
65% |
False |
False |
317 |
| 120 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0026 |
0.3% |
79% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9592 |
|
2.618 |
0.9490 |
|
1.618 |
0.9428 |
|
1.000 |
0.9390 |
|
0.618 |
0.9366 |
|
HIGH |
0.9328 |
|
0.618 |
0.9304 |
|
0.500 |
0.9297 |
|
0.382 |
0.9290 |
|
LOW |
0.9266 |
|
0.618 |
0.9228 |
|
1.000 |
0.9204 |
|
1.618 |
0.9166 |
|
2.618 |
0.9104 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9278 |
| PP |
0.9293 |
0.9270 |
| S1 |
0.9290 |
0.9263 |
|