CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8791 |
0.8828 |
0.0037 |
0.4% |
0.8958 |
| High |
0.8844 |
0.8830 |
-0.0014 |
-0.2% |
0.9055 |
| Low |
0.8786 |
0.8724 |
-0.0062 |
-0.7% |
0.8866 |
| Close |
0.8824 |
0.8735 |
-0.0089 |
-1.0% |
0.8878 |
| Range |
0.0058 |
0.0106 |
0.0048 |
82.8% |
0.0189 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.7% |
0.0000 |
| Volume |
114,876 |
151,830 |
36,954 |
32.2% |
660,582 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9081 |
0.9014 |
0.8793 |
|
| R3 |
0.8975 |
0.8908 |
0.8764 |
|
| R2 |
0.8869 |
0.8869 |
0.8754 |
|
| R1 |
0.8802 |
0.8802 |
0.8745 |
0.8783 |
| PP |
0.8763 |
0.8763 |
0.8763 |
0.8753 |
| S1 |
0.8696 |
0.8696 |
0.8725 |
0.8677 |
| S2 |
0.8657 |
0.8657 |
0.8716 |
|
| S3 |
0.8551 |
0.8590 |
0.8706 |
|
| S4 |
0.8445 |
0.8484 |
0.8677 |
|
|
| 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 |
0.8941 |
0.8724 |
0.0217 |
2.5% |
0.0086 |
1.0% |
5% |
False |
True |
131,696 |
| 10 |
0.9055 |
0.8724 |
0.0331 |
3.8% |
0.0090 |
1.0% |
3% |
False |
True |
130,998 |
| 20 |
0.9338 |
0.8724 |
0.0614 |
7.0% |
0.0085 |
1.0% |
2% |
False |
True |
77,910 |
| 40 |
0.9338 |
0.8724 |
0.0614 |
7.0% |
0.0065 |
0.7% |
2% |
False |
True |
39,230 |
| 60 |
0.9376 |
0.8724 |
0.0652 |
7.5% |
0.0057 |
0.6% |
2% |
False |
True |
26,209 |
| 80 |
0.9394 |
0.8724 |
0.0670 |
7.7% |
0.0049 |
0.6% |
2% |
False |
True |
19,664 |
| 100 |
0.9394 |
0.8724 |
0.0670 |
7.7% |
0.0042 |
0.5% |
2% |
False |
True |
15,732 |
| 120 |
0.9394 |
0.8724 |
0.0670 |
7.7% |
0.0036 |
0.4% |
2% |
False |
True |
13,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9108 |
|
1.618 |
0.9002 |
|
1.000 |
0.8936 |
|
0.618 |
0.8896 |
|
HIGH |
0.8830 |
|
0.618 |
0.8790 |
|
0.500 |
0.8777 |
|
0.382 |
0.8764 |
|
LOW |
0.8724 |
|
0.618 |
0.8658 |
|
1.000 |
0.8618 |
|
1.618 |
0.8552 |
|
2.618 |
0.8446 |
|
4.250 |
0.8274 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8777 |
0.8799 |
| PP |
0.8763 |
0.8777 |
| S1 |
0.8749 |
0.8756 |
|