CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9277 |
0.9279 |
0.0002 |
0.0% |
0.9263 |
| High |
0.9328 |
0.9338 |
0.0010 |
0.1% |
0.9338 |
| Low |
0.9266 |
0.9270 |
0.0004 |
0.0% |
0.9197 |
| Close |
0.9286 |
0.9312 |
0.0026 |
0.3% |
0.9312 |
| Range |
0.0062 |
0.0068 |
0.0006 |
9.7% |
0.0141 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.7% |
0.0000 |
| Volume |
5,150 |
7,472 |
2,322 |
45.1% |
21,859 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9479 |
0.9349 |
|
| R3 |
0.9443 |
0.9411 |
0.9331 |
|
| R2 |
0.9375 |
0.9375 |
0.9324 |
|
| R1 |
0.9343 |
0.9343 |
0.9318 |
0.9359 |
| PP |
0.9307 |
0.9307 |
0.9307 |
0.9315 |
| S1 |
0.9275 |
0.9275 |
0.9306 |
0.9291 |
| S2 |
0.9239 |
0.9239 |
0.9300 |
|
| S3 |
0.9171 |
0.9207 |
0.9293 |
|
| S4 |
0.9103 |
0.9139 |
0.9275 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9705 |
0.9650 |
0.9390 |
|
| R3 |
0.9564 |
0.9509 |
0.9351 |
|
| R2 |
0.9423 |
0.9423 |
0.9338 |
|
| R1 |
0.9368 |
0.9368 |
0.9325 |
0.9396 |
| PP |
0.9282 |
0.9282 |
0.9282 |
0.9296 |
| S1 |
0.9227 |
0.9227 |
0.9299 |
0.9255 |
| S2 |
0.9141 |
0.9141 |
0.9286 |
|
| S3 |
0.9000 |
0.9086 |
0.9273 |
|
| S4 |
0.8859 |
0.8945 |
0.9234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9338 |
0.9197 |
0.0141 |
1.5% |
0.0065 |
0.7% |
82% |
True |
False |
4,649 |
| 10 |
0.9338 |
0.9197 |
0.0141 |
1.5% |
0.0053 |
0.6% |
82% |
True |
False |
2,822 |
| 20 |
0.9338 |
0.9159 |
0.0179 |
1.9% |
0.0046 |
0.5% |
85% |
True |
False |
1,616 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0046 |
0.5% |
75% |
False |
False |
936 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0042 |
0.5% |
65% |
False |
False |
651 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0035 |
0.4% |
73% |
False |
False |
489 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0030 |
0.3% |
73% |
False |
False |
392 |
| 120 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0026 |
0.3% |
84% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9627 |
|
2.618 |
0.9516 |
|
1.618 |
0.9448 |
|
1.000 |
0.9406 |
|
0.618 |
0.9380 |
|
HIGH |
0.9338 |
|
0.618 |
0.9312 |
|
0.500 |
0.9304 |
|
0.382 |
0.9296 |
|
LOW |
0.9270 |
|
0.618 |
0.9228 |
|
1.000 |
0.9202 |
|
1.618 |
0.9160 |
|
2.618 |
0.9092 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9309 |
0.9297 |
| PP |
0.9307 |
0.9282 |
| S1 |
0.9304 |
0.9268 |
|