CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8817 |
-0.0060 |
-0.7% |
0.8958 |
| High |
0.8897 |
0.8873 |
-0.0024 |
-0.3% |
0.9055 |
| Low |
0.8800 |
0.8777 |
-0.0023 |
-0.3% |
0.8866 |
| Close |
0.8819 |
0.8788 |
-0.0031 |
-0.4% |
0.8878 |
| Range |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0189 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.8% |
0.0000 |
| Volume |
117,802 |
142,672 |
24,870 |
21.1% |
660,582 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9101 |
0.9040 |
0.8841 |
|
| R3 |
0.9005 |
0.8944 |
0.8814 |
|
| R2 |
0.8909 |
0.8909 |
0.8806 |
|
| R1 |
0.8848 |
0.8848 |
0.8797 |
0.8831 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8804 |
| S1 |
0.8752 |
0.8752 |
0.8779 |
0.8735 |
| S2 |
0.8717 |
0.8717 |
0.8770 |
|
| S3 |
0.8621 |
0.8656 |
0.8762 |
|
| S4 |
0.8525 |
0.8560 |
0.8735 |
|
|
| 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 |
0.9030 |
0.8777 |
0.0253 |
2.9% |
0.0094 |
1.1% |
4% |
False |
True |
135,526 |
| 10 |
0.9156 |
0.8777 |
0.0379 |
4.3% |
0.0097 |
1.1% |
3% |
False |
True |
118,929 |
| 20 |
0.9338 |
0.8777 |
0.0561 |
6.4% |
0.0082 |
0.9% |
2% |
False |
True |
64,674 |
| 40 |
0.9338 |
0.8777 |
0.0561 |
6.4% |
0.0064 |
0.7% |
2% |
False |
True |
32,567 |
| 60 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0056 |
0.6% |
2% |
False |
True |
21,765 |
| 80 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0048 |
0.5% |
2% |
False |
True |
16,330 |
| 100 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0041 |
0.5% |
2% |
False |
True |
13,065 |
| 120 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0035 |
0.4% |
2% |
False |
True |
10,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9124 |
|
1.618 |
0.9028 |
|
1.000 |
0.8969 |
|
0.618 |
0.8932 |
|
HIGH |
0.8873 |
|
0.618 |
0.8836 |
|
0.500 |
0.8825 |
|
0.382 |
0.8814 |
|
LOW |
0.8777 |
|
0.618 |
0.8718 |
|
1.000 |
0.8681 |
|
1.618 |
0.8622 |
|
2.618 |
0.8526 |
|
4.250 |
0.8369 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8825 |
0.8859 |
| PP |
0.8813 |
0.8835 |
| S1 |
0.8800 |
0.8812 |
|