CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8975 |
0.9030 |
0.0055 |
0.6% |
0.9303 |
| High |
0.9055 |
0.9030 |
-0.0025 |
-0.3% |
0.9310 |
| Low |
0.8931 |
0.8896 |
-0.0035 |
-0.4% |
0.8970 |
| Close |
0.9034 |
0.8948 |
-0.0086 |
-1.0% |
0.8983 |
| Range |
0.0124 |
0.0134 |
0.0010 |
8.1% |
0.0340 |
| ATR |
0.0070 |
0.0075 |
0.0005 |
6.8% |
0.0000 |
| Volume |
137,973 |
160,218 |
22,245 |
16.1% |
346,253 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9288 |
0.9022 |
|
| R3 |
0.9226 |
0.9154 |
0.8985 |
|
| R2 |
0.9092 |
0.9092 |
0.8973 |
|
| R1 |
0.9020 |
0.9020 |
0.8960 |
0.8989 |
| PP |
0.8958 |
0.8958 |
0.8958 |
0.8943 |
| S1 |
0.8886 |
0.8886 |
0.8936 |
0.8855 |
| S2 |
0.8824 |
0.8824 |
0.8923 |
|
| S3 |
0.8690 |
0.8752 |
0.8911 |
|
| S4 |
0.8556 |
0.8618 |
0.8874 |
|
|
| 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 |
0.8896 |
0.0260 |
2.9% |
0.0106 |
1.2% |
20% |
False |
True |
120,688 |
| 10 |
0.9338 |
0.8896 |
0.0442 |
4.9% |
0.0096 |
1.1% |
12% |
False |
True |
76,251 |
| 20 |
0.9338 |
0.8896 |
0.0442 |
4.9% |
0.0074 |
0.8% |
12% |
False |
True |
38,980 |
| 40 |
0.9364 |
0.8896 |
0.0468 |
5.2% |
0.0059 |
0.7% |
11% |
False |
True |
19,652 |
| 60 |
0.9394 |
0.8896 |
0.0498 |
5.6% |
0.0052 |
0.6% |
10% |
False |
True |
13,143 |
| 80 |
0.9394 |
0.8896 |
0.0498 |
5.6% |
0.0044 |
0.5% |
10% |
False |
True |
9,863 |
| 100 |
0.9394 |
0.8896 |
0.0498 |
5.6% |
0.0038 |
0.4% |
10% |
False |
True |
7,891 |
| 120 |
0.9394 |
0.8896 |
0.0498 |
5.6% |
0.0032 |
0.4% |
10% |
False |
True |
6,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9381 |
|
1.618 |
0.9247 |
|
1.000 |
0.9164 |
|
0.618 |
0.9113 |
|
HIGH |
0.9030 |
|
0.618 |
0.8979 |
|
0.500 |
0.8963 |
|
0.382 |
0.8947 |
|
LOW |
0.8896 |
|
0.618 |
0.8813 |
|
1.000 |
0.8762 |
|
1.618 |
0.8679 |
|
2.618 |
0.8545 |
|
4.250 |
0.8327 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8963 |
0.8976 |
| PP |
0.8958 |
0.8966 |
| S1 |
0.8953 |
0.8957 |
|