CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8817 |
0.8791 |
-0.0026 |
-0.3% |
0.8958 |
| High |
0.8873 |
0.8844 |
-0.0029 |
-0.3% |
0.9055 |
| Low |
0.8777 |
0.8786 |
0.0009 |
0.1% |
0.8866 |
| Close |
0.8788 |
0.8824 |
0.0036 |
0.4% |
0.8878 |
| Range |
0.0096 |
0.0058 |
-0.0038 |
-39.6% |
0.0189 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
142,672 |
114,876 |
-27,796 |
-19.5% |
660,582 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8992 |
0.8966 |
0.8856 |
|
| R3 |
0.8934 |
0.8908 |
0.8840 |
|
| R2 |
0.8876 |
0.8876 |
0.8835 |
|
| R1 |
0.8850 |
0.8850 |
0.8829 |
0.8863 |
| PP |
0.8818 |
0.8818 |
0.8818 |
0.8825 |
| S1 |
0.8792 |
0.8792 |
0.8819 |
0.8805 |
| S2 |
0.8760 |
0.8760 |
0.8813 |
|
| S3 |
0.8702 |
0.8734 |
0.8808 |
|
| S4 |
0.8644 |
0.8676 |
0.8792 |
|
|
| 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 |
0.8942 |
0.8777 |
0.0165 |
1.9% |
0.0079 |
0.9% |
28% |
False |
False |
126,457 |
| 10 |
0.9156 |
0.8777 |
0.0379 |
4.3% |
0.0092 |
1.0% |
12% |
False |
False |
123,573 |
| 20 |
0.9338 |
0.8777 |
0.0561 |
6.4% |
0.0082 |
0.9% |
8% |
False |
False |
70,380 |
| 40 |
0.9338 |
0.8777 |
0.0561 |
6.4% |
0.0064 |
0.7% |
8% |
False |
False |
35,438 |
| 60 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0056 |
0.6% |
8% |
False |
False |
23,679 |
| 80 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0048 |
0.5% |
8% |
False |
False |
17,766 |
| 100 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0041 |
0.5% |
8% |
False |
False |
14,213 |
| 120 |
0.9394 |
0.8777 |
0.0617 |
7.0% |
0.0036 |
0.4% |
8% |
False |
False |
11,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9091 |
|
2.618 |
0.8996 |
|
1.618 |
0.8938 |
|
1.000 |
0.8902 |
|
0.618 |
0.8880 |
|
HIGH |
0.8844 |
|
0.618 |
0.8822 |
|
0.500 |
0.8815 |
|
0.382 |
0.8808 |
|
LOW |
0.8786 |
|
0.618 |
0.8750 |
|
1.000 |
0.8728 |
|
1.618 |
0.8692 |
|
2.618 |
0.8634 |
|
4.250 |
0.8540 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8821 |
0.8837 |
| PP |
0.8818 |
0.8833 |
| S1 |
0.8815 |
0.8828 |
|