CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9102 |
0.9045 |
-0.0057 |
-0.6% |
0.9303 |
High |
0.9156 |
0.9048 |
-0.0108 |
-1.2% |
0.9310 |
Low |
0.9028 |
0.8970 |
-0.0058 |
-0.6% |
0.8970 |
Close |
0.9035 |
0.8983 |
-0.0052 |
-0.6% |
0.8983 |
Range |
0.0128 |
0.0078 |
-0.0050 |
-39.1% |
0.0340 |
ATR |
0.0066 |
0.0066 |
0.0001 |
1.4% |
0.0000 |
Volume |
77,573 |
122,227 |
44,654 |
57.6% |
346,253 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9234 |
0.9187 |
0.9026 |
|
R3 |
0.9156 |
0.9109 |
0.9004 |
|
R2 |
0.9078 |
0.9078 |
0.8997 |
|
R1 |
0.9031 |
0.9031 |
0.8990 |
0.9016 |
PP |
0.9000 |
0.9000 |
0.9000 |
0.8993 |
S1 |
0.8953 |
0.8953 |
0.8976 |
0.8938 |
S2 |
0.8922 |
0.8922 |
0.8969 |
|
S3 |
0.8844 |
0.8875 |
0.8962 |
|
S4 |
0.8766 |
0.8797 |
0.8940 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0108 |
0.9885 |
0.9170 |
|
R3 |
0.9768 |
0.9545 |
0.9077 |
|
R2 |
0.9428 |
0.9428 |
0.9045 |
|
R1 |
0.9205 |
0.9205 |
0.9014 |
0.9147 |
PP |
0.9088 |
0.9088 |
0.9088 |
0.9058 |
S1 |
0.8865 |
0.8865 |
0.8952 |
0.8807 |
S2 |
0.8748 |
0.8748 |
0.8921 |
|
S3 |
0.8408 |
0.8525 |
0.8890 |
|
S4 |
0.8068 |
0.8185 |
0.8796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9310 |
0.8970 |
0.0340 |
3.8% |
0.0101 |
1.1% |
4% |
False |
True |
69,250 |
10 |
0.9338 |
0.8970 |
0.0368 |
4.1% |
0.0083 |
0.9% |
4% |
False |
True |
36,950 |
20 |
0.9338 |
0.8970 |
0.0368 |
4.1% |
0.0062 |
0.7% |
4% |
False |
True |
18,844 |
40 |
0.9364 |
0.8970 |
0.0394 |
4.4% |
0.0054 |
0.6% |
3% |
False |
True |
9,567 |
60 |
0.9394 |
0.8970 |
0.0424 |
4.7% |
0.0048 |
0.5% |
3% |
False |
True |
6,420 |
80 |
0.9394 |
0.8970 |
0.0424 |
4.7% |
0.0040 |
0.4% |
3% |
False |
True |
4,817 |
100 |
0.9394 |
0.8970 |
0.0424 |
4.7% |
0.0035 |
0.4% |
3% |
False |
True |
3,854 |
120 |
0.9394 |
0.8970 |
0.0424 |
4.7% |
0.0030 |
0.3% |
3% |
False |
True |
3,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9380 |
2.618 |
0.9252 |
1.618 |
0.9174 |
1.000 |
0.9126 |
0.618 |
0.9096 |
HIGH |
0.9048 |
0.618 |
0.9018 |
0.500 |
0.9009 |
0.382 |
0.9000 |
LOW |
0.8970 |
0.618 |
0.8922 |
1.000 |
0.8892 |
1.618 |
0.8844 |
2.618 |
0.8766 |
4.250 |
0.8639 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9009 |
0.9063 |
PP |
0.9000 |
0.9036 |
S1 |
0.8992 |
0.9010 |
|