CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.8958 |
-0.0087 |
-1.0% |
0.9303 |
| High |
0.9048 |
0.8992 |
-0.0056 |
-0.6% |
0.9310 |
| Low |
0.8970 |
0.8927 |
-0.0043 |
-0.5% |
0.8970 |
| Close |
0.8983 |
0.8969 |
-0.0014 |
-0.2% |
0.8983 |
| Range |
0.0078 |
0.0065 |
-0.0013 |
-16.7% |
0.0340 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
122,227 |
105,452 |
-16,775 |
-13.7% |
346,253 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9158 |
0.9128 |
0.9005 |
|
| R3 |
0.9093 |
0.9063 |
0.8987 |
|
| R2 |
0.9028 |
0.9028 |
0.8981 |
|
| R1 |
0.8998 |
0.8998 |
0.8975 |
0.9013 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8970 |
| S1 |
0.8933 |
0.8933 |
0.8963 |
0.8948 |
| S2 |
0.8898 |
0.8898 |
0.8957 |
|
| S3 |
0.8833 |
0.8868 |
0.8951 |
|
| S4 |
0.8768 |
0.8803 |
0.8933 |
|
|
| 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 |
0.9226 |
0.8927 |
0.0299 |
3.3% |
0.0095 |
1.1% |
14% |
False |
True |
86,785 |
| 10 |
0.9338 |
0.8927 |
0.0411 |
4.6% |
0.0087 |
1.0% |
10% |
False |
True |
47,356 |
| 20 |
0.9338 |
0.8927 |
0.0411 |
4.6% |
0.0064 |
0.7% |
10% |
False |
True |
24,097 |
| 40 |
0.9364 |
0.8927 |
0.0437 |
4.9% |
0.0054 |
0.6% |
10% |
False |
True |
12,200 |
| 60 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0048 |
0.5% |
9% |
False |
True |
8,176 |
| 80 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0041 |
0.5% |
9% |
False |
True |
6,135 |
| 100 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0035 |
0.4% |
9% |
False |
True |
4,909 |
| 120 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0030 |
0.3% |
9% |
False |
True |
4,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9268 |
|
2.618 |
0.9162 |
|
1.618 |
0.9097 |
|
1.000 |
0.9057 |
|
0.618 |
0.9032 |
|
HIGH |
0.8992 |
|
0.618 |
0.8967 |
|
0.500 |
0.8960 |
|
0.382 |
0.8952 |
|
LOW |
0.8927 |
|
0.618 |
0.8887 |
|
1.000 |
0.8862 |
|
1.618 |
0.8822 |
|
2.618 |
0.8757 |
|
4.250 |
0.8651 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.9042 |
| PP |
0.8963 |
0.9017 |
| S1 |
0.8960 |
0.8993 |
|