CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.8975 |
0.0017 |
0.2% |
0.9303 |
| High |
0.8992 |
0.9055 |
0.0063 |
0.7% |
0.9310 |
| Low |
0.8927 |
0.8931 |
0.0004 |
0.0% |
0.8970 |
| Close |
0.8969 |
0.9034 |
0.0065 |
0.7% |
0.8983 |
| Range |
0.0065 |
0.0124 |
0.0059 |
90.8% |
0.0340 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
6.2% |
0.0000 |
| Volume |
105,452 |
137,973 |
32,521 |
30.8% |
346,253 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9330 |
0.9102 |
|
| R3 |
0.9255 |
0.9206 |
0.9068 |
|
| R2 |
0.9131 |
0.9131 |
0.9057 |
|
| R1 |
0.9082 |
0.9082 |
0.9045 |
0.9107 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.9019 |
| S1 |
0.8958 |
0.8958 |
0.9023 |
0.8983 |
| S2 |
0.8883 |
0.8883 |
0.9011 |
|
| S3 |
0.8759 |
0.8834 |
0.9000 |
|
| S4 |
0.8635 |
0.8710 |
0.8966 |
|
|
| 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 |
0.9156 |
0.8927 |
0.0229 |
2.5% |
0.0100 |
1.1% |
47% |
False |
False |
102,332 |
| 10 |
0.9338 |
0.8927 |
0.0411 |
4.5% |
0.0091 |
1.0% |
26% |
False |
False |
60,798 |
| 20 |
0.9338 |
0.8927 |
0.0411 |
4.5% |
0.0069 |
0.8% |
26% |
False |
False |
30,981 |
| 40 |
0.9364 |
0.8927 |
0.0437 |
4.8% |
0.0057 |
0.6% |
24% |
False |
False |
15,647 |
| 60 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0050 |
0.6% |
23% |
False |
False |
10,476 |
| 80 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0042 |
0.5% |
23% |
False |
False |
7,860 |
| 100 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0036 |
0.4% |
23% |
False |
False |
6,289 |
| 120 |
0.9394 |
0.8927 |
0.0467 |
5.2% |
0.0032 |
0.3% |
23% |
False |
False |
5,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9582 |
|
2.618 |
0.9380 |
|
1.618 |
0.9256 |
|
1.000 |
0.9179 |
|
0.618 |
0.9132 |
|
HIGH |
0.9055 |
|
0.618 |
0.9008 |
|
0.500 |
0.8993 |
|
0.382 |
0.8978 |
|
LOW |
0.8931 |
|
0.618 |
0.8854 |
|
1.000 |
0.8807 |
|
1.618 |
0.8730 |
|
2.618 |
0.8606 |
|
4.250 |
0.8404 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9020 |
0.9020 |
| PP |
0.9007 |
0.9005 |
| S1 |
0.8993 |
0.8991 |
|