CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8740 |
-0.0088 |
-1.0% |
0.8877 |
| High |
0.8830 |
0.8764 |
-0.0066 |
-0.7% |
0.8897 |
| Low |
0.8724 |
0.8698 |
-0.0026 |
-0.3% |
0.8698 |
| Close |
0.8735 |
0.8710 |
-0.0025 |
-0.3% |
0.8710 |
| Range |
0.0106 |
0.0066 |
-0.0040 |
-37.7% |
0.0199 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
151,830 |
120,373 |
-31,457 |
-20.7% |
647,553 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8922 |
0.8882 |
0.8746 |
|
| R3 |
0.8856 |
0.8816 |
0.8728 |
|
| R2 |
0.8790 |
0.8790 |
0.8722 |
|
| R1 |
0.8750 |
0.8750 |
0.8716 |
0.8737 |
| PP |
0.8724 |
0.8724 |
0.8724 |
0.8718 |
| S1 |
0.8684 |
0.8684 |
0.8704 |
0.8671 |
| S2 |
0.8658 |
0.8658 |
0.8698 |
|
| S3 |
0.8592 |
0.8618 |
0.8692 |
|
| S4 |
0.8526 |
0.8552 |
0.8674 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9237 |
0.8819 |
|
| R3 |
0.9166 |
0.9038 |
0.8765 |
|
| R2 |
0.8967 |
0.8967 |
0.8746 |
|
| R1 |
0.8839 |
0.8839 |
0.8728 |
0.8804 |
| PP |
0.8768 |
0.8768 |
0.8768 |
0.8751 |
| S1 |
0.8640 |
0.8640 |
0.8692 |
0.8605 |
| S2 |
0.8569 |
0.8569 |
0.8674 |
|
| S3 |
0.8370 |
0.8441 |
0.8655 |
|
| S4 |
0.8171 |
0.8242 |
0.8601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8897 |
0.8698 |
0.0199 |
2.3% |
0.0085 |
1.0% |
6% |
False |
True |
129,510 |
| 10 |
0.9055 |
0.8698 |
0.0357 |
4.1% |
0.0089 |
1.0% |
3% |
False |
True |
130,813 |
| 20 |
0.9338 |
0.8698 |
0.0640 |
7.3% |
0.0086 |
1.0% |
2% |
False |
True |
83,881 |
| 40 |
0.9338 |
0.8698 |
0.0640 |
7.3% |
0.0066 |
0.8% |
2% |
False |
True |
42,219 |
| 60 |
0.9364 |
0.8698 |
0.0666 |
7.6% |
0.0057 |
0.7% |
2% |
False |
True |
28,214 |
| 80 |
0.9394 |
0.8698 |
0.0696 |
8.0% |
0.0050 |
0.6% |
2% |
False |
True |
21,169 |
| 100 |
0.9394 |
0.8698 |
0.0696 |
8.0% |
0.0042 |
0.5% |
2% |
False |
True |
16,935 |
| 120 |
0.9394 |
0.8698 |
0.0696 |
8.0% |
0.0037 |
0.4% |
2% |
False |
True |
14,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9045 |
|
2.618 |
0.8937 |
|
1.618 |
0.8871 |
|
1.000 |
0.8830 |
|
0.618 |
0.8805 |
|
HIGH |
0.8764 |
|
0.618 |
0.8739 |
|
0.500 |
0.8731 |
|
0.382 |
0.8723 |
|
LOW |
0.8698 |
|
0.618 |
0.8657 |
|
1.000 |
0.8632 |
|
1.618 |
0.8591 |
|
2.618 |
0.8525 |
|
4.250 |
0.8418 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8731 |
0.8771 |
| PP |
0.8724 |
0.8751 |
| S1 |
0.8717 |
0.8730 |
|