CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9030 |
0.8901 |
-0.0129 |
-1.4% |
0.9303 |
| High |
0.9030 |
0.8942 |
-0.0088 |
-1.0% |
0.9310 |
| Low |
0.8896 |
0.8873 |
-0.0023 |
-0.3% |
0.8970 |
| Close |
0.8948 |
0.8923 |
-0.0025 |
-0.3% |
0.8983 |
| Range |
0.0134 |
0.0069 |
-0.0065 |
-48.5% |
0.0340 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0000 |
| Volume |
160,218 |
125,637 |
-34,581 |
-21.6% |
346,253 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9120 |
0.9090 |
0.8961 |
|
| R3 |
0.9051 |
0.9021 |
0.8942 |
|
| R2 |
0.8982 |
0.8982 |
0.8936 |
|
| R1 |
0.8952 |
0.8952 |
0.8929 |
0.8967 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8920 |
| S1 |
0.8883 |
0.8883 |
0.8917 |
0.8898 |
| S2 |
0.8844 |
0.8844 |
0.8910 |
|
| S3 |
0.8775 |
0.8814 |
0.8904 |
|
| S4 |
0.8706 |
0.8745 |
0.8885 |
|
|
| 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 |
0.9055 |
0.8873 |
0.0182 |
2.0% |
0.0094 |
1.1% |
27% |
False |
True |
130,301 |
| 10 |
0.9338 |
0.8873 |
0.0465 |
5.2% |
0.0097 |
1.1% |
11% |
False |
True |
88,300 |
| 20 |
0.9338 |
0.8873 |
0.0465 |
5.2% |
0.0075 |
0.8% |
11% |
False |
True |
45,235 |
| 40 |
0.9361 |
0.8873 |
0.0488 |
5.5% |
0.0059 |
0.7% |
10% |
False |
True |
22,786 |
| 60 |
0.9394 |
0.8873 |
0.0521 |
5.8% |
0.0053 |
0.6% |
10% |
False |
True |
15,236 |
| 80 |
0.9394 |
0.8873 |
0.0521 |
5.8% |
0.0044 |
0.5% |
10% |
False |
True |
11,433 |
| 100 |
0.9394 |
0.8873 |
0.0521 |
5.8% |
0.0038 |
0.4% |
10% |
False |
True |
9,147 |
| 120 |
0.9394 |
0.8873 |
0.0521 |
5.8% |
0.0033 |
0.4% |
10% |
False |
True |
7,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9235 |
|
2.618 |
0.9123 |
|
1.618 |
0.9054 |
|
1.000 |
0.9011 |
|
0.618 |
0.8985 |
|
HIGH |
0.8942 |
|
0.618 |
0.8916 |
|
0.500 |
0.8908 |
|
0.382 |
0.8899 |
|
LOW |
0.8873 |
|
0.618 |
0.8830 |
|
1.000 |
0.8804 |
|
1.618 |
0.8761 |
|
2.618 |
0.8692 |
|
4.250 |
0.8580 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8918 |
0.8964 |
| PP |
0.8913 |
0.8950 |
| S1 |
0.8908 |
0.8937 |
|