CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8901 |
0.8930 |
0.0029 |
0.3% |
0.8958 |
| High |
0.8942 |
0.8941 |
-0.0001 |
0.0% |
0.9055 |
| Low |
0.8873 |
0.8866 |
-0.0007 |
-0.1% |
0.8866 |
| Close |
0.8923 |
0.8878 |
-0.0045 |
-0.5% |
0.8878 |
| Range |
0.0069 |
0.0075 |
0.0006 |
8.7% |
0.0189 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0000 |
| Volume |
125,637 |
131,302 |
5,665 |
4.5% |
660,582 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9120 |
0.9074 |
0.8919 |
|
| R3 |
0.9045 |
0.8999 |
0.8899 |
|
| R2 |
0.8970 |
0.8970 |
0.8892 |
|
| R1 |
0.8924 |
0.8924 |
0.8885 |
0.8910 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8888 |
| S1 |
0.8849 |
0.8849 |
0.8871 |
0.8835 |
| S2 |
0.8820 |
0.8820 |
0.8864 |
|
| S3 |
0.8745 |
0.8774 |
0.8857 |
|
| S4 |
0.8670 |
0.8699 |
0.8837 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9378 |
0.8982 |
|
| R3 |
0.9311 |
0.9189 |
0.8930 |
|
| R2 |
0.9122 |
0.9122 |
0.8913 |
|
| R1 |
0.9000 |
0.9000 |
0.8895 |
0.8967 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8916 |
| S1 |
0.8811 |
0.8811 |
0.8861 |
0.8778 |
| S2 |
0.8744 |
0.8744 |
0.8843 |
|
| S3 |
0.8555 |
0.8622 |
0.8826 |
|
| S4 |
0.8366 |
0.8433 |
0.8774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9055 |
0.8866 |
0.0189 |
2.1% |
0.0093 |
1.1% |
6% |
False |
True |
132,116 |
| 10 |
0.9310 |
0.8866 |
0.0444 |
5.0% |
0.0097 |
1.1% |
3% |
False |
True |
100,683 |
| 20 |
0.9338 |
0.8866 |
0.0472 |
5.3% |
0.0075 |
0.8% |
3% |
False |
True |
51,752 |
| 40 |
0.9338 |
0.8866 |
0.0472 |
5.3% |
0.0060 |
0.7% |
3% |
False |
True |
26,062 |
| 60 |
0.9394 |
0.8866 |
0.0528 |
5.9% |
0.0053 |
0.6% |
2% |
False |
True |
17,424 |
| 80 |
0.9394 |
0.8866 |
0.0528 |
5.9% |
0.0045 |
0.5% |
2% |
False |
True |
13,074 |
| 100 |
0.9394 |
0.8866 |
0.0528 |
5.9% |
0.0039 |
0.4% |
2% |
False |
True |
10,460 |
| 120 |
0.9394 |
0.8866 |
0.0528 |
5.9% |
0.0034 |
0.4% |
2% |
False |
True |
8,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9260 |
|
2.618 |
0.9137 |
|
1.618 |
0.9062 |
|
1.000 |
0.9016 |
|
0.618 |
0.8987 |
|
HIGH |
0.8941 |
|
0.618 |
0.8912 |
|
0.500 |
0.8904 |
|
0.382 |
0.8895 |
|
LOW |
0.8866 |
|
0.618 |
0.8820 |
|
1.000 |
0.8791 |
|
1.618 |
0.8745 |
|
2.618 |
0.8670 |
|
4.250 |
0.8547 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8904 |
0.8948 |
| PP |
0.8895 |
0.8925 |
| S1 |
0.8887 |
0.8901 |
|