CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9279 |
0.9303 |
0.0024 |
0.3% |
0.9263 |
| High |
0.9338 |
0.9310 |
-0.0028 |
-0.3% |
0.9338 |
| Low |
0.9270 |
0.9214 |
-0.0056 |
-0.6% |
0.9197 |
| Close |
0.9312 |
0.9227 |
-0.0085 |
-0.9% |
0.9312 |
| Range |
0.0068 |
0.0096 |
0.0028 |
41.2% |
0.0141 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
6.7% |
0.0000 |
| Volume |
7,472 |
17,778 |
10,306 |
137.9% |
21,859 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9479 |
0.9280 |
|
| R3 |
0.9442 |
0.9383 |
0.9253 |
|
| R2 |
0.9346 |
0.9346 |
0.9245 |
|
| R1 |
0.9287 |
0.9287 |
0.9236 |
0.9269 |
| PP |
0.9250 |
0.9250 |
0.9250 |
0.9241 |
| S1 |
0.9191 |
0.9191 |
0.9218 |
0.9173 |
| S2 |
0.9154 |
0.9154 |
0.9209 |
|
| S3 |
0.9058 |
0.9095 |
0.9201 |
|
| S4 |
0.8962 |
0.8999 |
0.9174 |
|
|
| 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% |
0.0079 |
0.9% |
21% |
False |
False |
7,927 |
| 10 |
0.9338 |
0.9197 |
0.0141 |
1.5% |
0.0059 |
0.6% |
21% |
False |
False |
4,467 |
| 20 |
0.9338 |
0.9159 |
0.0179 |
1.9% |
0.0049 |
0.5% |
38% |
False |
False |
2,481 |
| 40 |
0.9364 |
0.9159 |
0.0205 |
2.2% |
0.0047 |
0.5% |
33% |
False |
False |
1,376 |
| 60 |
0.9394 |
0.9159 |
0.0235 |
2.5% |
0.0043 |
0.5% |
29% |
False |
False |
947 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0037 |
0.4% |
46% |
False |
False |
711 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0031 |
0.3% |
46% |
False |
False |
570 |
| 120 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0027 |
0.3% |
68% |
False |
False |
475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9561 |
|
1.618 |
0.9465 |
|
1.000 |
0.9406 |
|
0.618 |
0.9369 |
|
HIGH |
0.9310 |
|
0.618 |
0.9273 |
|
0.500 |
0.9262 |
|
0.382 |
0.9251 |
|
LOW |
0.9214 |
|
0.618 |
0.9155 |
|
1.000 |
0.9118 |
|
1.618 |
0.9059 |
|
2.618 |
0.8963 |
|
4.250 |
0.8806 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9262 |
0.9276 |
| PP |
0.9250 |
0.9260 |
| S1 |
0.9239 |
0.9243 |
|