CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9303 |
0.9216 |
-0.0087 |
-0.9% |
0.9263 |
| High |
0.9310 |
0.9226 |
-0.0084 |
-0.9% |
0.9338 |
| Low |
0.9214 |
0.9126 |
-0.0088 |
-1.0% |
0.9197 |
| Close |
0.9227 |
0.9133 |
-0.0094 |
-1.0% |
0.9312 |
| Range |
0.0096 |
0.0100 |
0.0004 |
4.2% |
0.0141 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
6.2% |
0.0000 |
| Volume |
17,778 |
60,238 |
42,460 |
238.8% |
21,859 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9397 |
0.9188 |
|
| R3 |
0.9362 |
0.9297 |
0.9161 |
|
| R2 |
0.9262 |
0.9262 |
0.9151 |
|
| R1 |
0.9197 |
0.9197 |
0.9142 |
0.9180 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9153 |
| S1 |
0.9097 |
0.9097 |
0.9124 |
0.9080 |
| S2 |
0.9062 |
0.9062 |
0.9115 |
|
| S3 |
0.8962 |
0.8997 |
0.9106 |
|
| S4 |
0.8862 |
0.8897 |
0.9078 |
|
|
| 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 |
0.9126 |
0.0212 |
2.3% |
0.0083 |
0.9% |
3% |
False |
True |
19,265 |
| 10 |
0.9338 |
0.9126 |
0.0212 |
2.3% |
0.0066 |
0.7% |
3% |
False |
True |
10,419 |
| 20 |
0.9338 |
0.9126 |
0.0212 |
2.3% |
0.0053 |
0.6% |
3% |
False |
True |
5,471 |
| 40 |
0.9364 |
0.9126 |
0.0238 |
2.6% |
0.0049 |
0.5% |
3% |
False |
True |
2,880 |
| 60 |
0.9394 |
0.9126 |
0.0268 |
2.9% |
0.0044 |
0.5% |
3% |
False |
True |
1,950 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.4% |
0.0038 |
0.4% |
15% |
False |
False |
1,464 |
| 100 |
0.9394 |
0.9087 |
0.0307 |
3.4% |
0.0032 |
0.3% |
15% |
False |
False |
1,172 |
| 120 |
0.9394 |
0.8875 |
0.0519 |
5.7% |
0.0027 |
0.3% |
50% |
False |
False |
977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9488 |
|
1.618 |
0.9388 |
|
1.000 |
0.9326 |
|
0.618 |
0.9288 |
|
HIGH |
0.9226 |
|
0.618 |
0.9188 |
|
0.500 |
0.9176 |
|
0.382 |
0.9164 |
|
LOW |
0.9126 |
|
0.618 |
0.9064 |
|
1.000 |
0.9026 |
|
1.618 |
0.8964 |
|
2.618 |
0.8864 |
|
4.250 |
0.8701 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9232 |
| PP |
0.9162 |
0.9199 |
| S1 |
0.9147 |
0.9166 |
|