CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9142 |
0.9102 |
-0.0040 |
-0.4% |
0.9263 |
| High |
0.9155 |
0.9156 |
0.0001 |
0.0% |
0.9338 |
| Low |
0.9050 |
0.9028 |
-0.0022 |
-0.2% |
0.9197 |
| Close |
0.9095 |
0.9035 |
-0.0060 |
-0.7% |
0.9312 |
| Range |
0.0105 |
0.0128 |
0.0023 |
21.9% |
0.0141 |
| ATR |
0.0061 |
0.0066 |
0.0005 |
7.9% |
0.0000 |
| Volume |
68,437 |
77,573 |
9,136 |
13.3% |
21,859 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9374 |
0.9105 |
|
| R3 |
0.9329 |
0.9246 |
0.9070 |
|
| R2 |
0.9201 |
0.9201 |
0.9058 |
|
| R1 |
0.9118 |
0.9118 |
0.9047 |
0.9096 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9062 |
| S1 |
0.8990 |
0.8990 |
0.9023 |
0.8968 |
| S2 |
0.8945 |
0.8945 |
0.9012 |
|
| S3 |
0.8817 |
0.8862 |
0.9000 |
|
| S4 |
0.8689 |
0.8734 |
0.8965 |
|
|
| 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 |
0.9028 |
0.0310 |
3.4% |
0.0099 |
1.1% |
2% |
False |
True |
46,299 |
| 10 |
0.9338 |
0.9028 |
0.0310 |
3.4% |
0.0079 |
0.9% |
2% |
False |
True |
24,821 |
| 20 |
0.9338 |
0.9028 |
0.0310 |
3.4% |
0.0060 |
0.7% |
2% |
False |
True |
12,757 |
| 40 |
0.9364 |
0.9028 |
0.0336 |
3.7% |
0.0053 |
0.6% |
2% |
False |
True |
6,515 |
| 60 |
0.9394 |
0.9028 |
0.0366 |
4.1% |
0.0047 |
0.5% |
2% |
False |
True |
4,383 |
| 80 |
0.9394 |
0.9028 |
0.0366 |
4.1% |
0.0040 |
0.4% |
2% |
False |
True |
3,290 |
| 100 |
0.9394 |
0.9028 |
0.0366 |
4.1% |
0.0034 |
0.4% |
2% |
False |
True |
2,632 |
| 120 |
0.9394 |
0.8964 |
0.0430 |
4.8% |
0.0029 |
0.3% |
17% |
False |
False |
2,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9700 |
|
2.618 |
0.9491 |
|
1.618 |
0.9363 |
|
1.000 |
0.9284 |
|
0.618 |
0.9235 |
|
HIGH |
0.9156 |
|
0.618 |
0.9107 |
|
0.500 |
0.9092 |
|
0.382 |
0.9077 |
|
LOW |
0.9028 |
|
0.618 |
0.8949 |
|
1.000 |
0.8900 |
|
1.618 |
0.8821 |
|
2.618 |
0.8693 |
|
4.250 |
0.8484 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9127 |
| PP |
0.9073 |
0.9096 |
| S1 |
0.9054 |
0.9066 |
|