CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9216 |
0.9142 |
-0.0074 |
-0.8% |
0.9263 |
High |
0.9226 |
0.9155 |
-0.0071 |
-0.8% |
0.9338 |
Low |
0.9126 |
0.9050 |
-0.0076 |
-0.8% |
0.9197 |
Close |
0.9133 |
0.9095 |
-0.0038 |
-0.4% |
0.9312 |
Range |
0.0100 |
0.0105 |
0.0005 |
5.0% |
0.0141 |
ATR |
0.0057 |
0.0061 |
0.0003 |
5.9% |
0.0000 |
Volume |
60,238 |
68,437 |
8,199 |
13.6% |
21,859 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9415 |
0.9360 |
0.9153 |
|
R3 |
0.9310 |
0.9255 |
0.9124 |
|
R2 |
0.9205 |
0.9205 |
0.9114 |
|
R1 |
0.9150 |
0.9150 |
0.9105 |
0.9125 |
PP |
0.9100 |
0.9100 |
0.9100 |
0.9088 |
S1 |
0.9045 |
0.9045 |
0.9085 |
0.9020 |
S2 |
0.8995 |
0.8995 |
0.9076 |
|
S3 |
0.8890 |
0.8940 |
0.9066 |
|
S4 |
0.8785 |
0.8835 |
0.9037 |
|
|
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 |
0.9050 |
0.0288 |
3.2% |
0.0086 |
0.9% |
16% |
False |
True |
31,815 |
10 |
0.9338 |
0.9050 |
0.0288 |
3.2% |
0.0071 |
0.8% |
16% |
False |
True |
17,186 |
20 |
0.9338 |
0.9050 |
0.0288 |
3.2% |
0.0057 |
0.6% |
16% |
False |
True |
8,890 |
40 |
0.9364 |
0.9050 |
0.0314 |
3.5% |
0.0051 |
0.6% |
14% |
False |
True |
4,579 |
60 |
0.9394 |
0.9050 |
0.0344 |
3.8% |
0.0046 |
0.5% |
13% |
False |
True |
3,090 |
80 |
0.9394 |
0.9050 |
0.0344 |
3.8% |
0.0039 |
0.4% |
13% |
False |
True |
2,320 |
100 |
0.9394 |
0.9050 |
0.0344 |
3.8% |
0.0033 |
0.4% |
13% |
False |
True |
1,856 |
120 |
0.9394 |
0.8924 |
0.0470 |
5.2% |
0.0028 |
0.3% |
36% |
False |
False |
1,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9601 |
2.618 |
0.9430 |
1.618 |
0.9325 |
1.000 |
0.9260 |
0.618 |
0.9220 |
HIGH |
0.9155 |
0.618 |
0.9115 |
0.500 |
0.9103 |
0.382 |
0.9090 |
LOW |
0.9050 |
0.618 |
0.8985 |
1.000 |
0.8945 |
1.618 |
0.8880 |
2.618 |
0.8775 |
4.250 |
0.8604 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9103 |
0.9180 |
PP |
0.9100 |
0.9152 |
S1 |
0.9098 |
0.9123 |
|