CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8706 |
-0.0034 |
-0.4% |
0.8877 |
| High |
0.8764 |
0.8709 |
-0.0055 |
-0.6% |
0.8897 |
| Low |
0.8698 |
0.8636 |
-0.0062 |
-0.7% |
0.8698 |
| Close |
0.8710 |
0.8678 |
-0.0032 |
-0.4% |
0.8710 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0199 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
120,373 |
126,684 |
6,311 |
5.2% |
647,553 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8893 |
0.8859 |
0.8718 |
|
| R3 |
0.8820 |
0.8786 |
0.8698 |
|
| R2 |
0.8747 |
0.8747 |
0.8691 |
|
| R1 |
0.8713 |
0.8713 |
0.8685 |
0.8694 |
| PP |
0.8674 |
0.8674 |
0.8674 |
0.8665 |
| S1 |
0.8640 |
0.8640 |
0.8671 |
0.8621 |
| S2 |
0.8601 |
0.8601 |
0.8665 |
|
| S3 |
0.8528 |
0.8567 |
0.8658 |
|
| S4 |
0.8455 |
0.8494 |
0.8638 |
|
|
| 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 |
0.8873 |
0.8636 |
0.0237 |
2.7% |
0.0080 |
0.9% |
18% |
False |
True |
131,287 |
| 10 |
0.9055 |
0.8636 |
0.0419 |
4.8% |
0.0090 |
1.0% |
10% |
False |
True |
132,936 |
| 20 |
0.9338 |
0.8636 |
0.0702 |
8.1% |
0.0088 |
1.0% |
6% |
False |
True |
90,146 |
| 40 |
0.9338 |
0.8636 |
0.0702 |
8.1% |
0.0066 |
0.8% |
6% |
False |
True |
45,376 |
| 60 |
0.9364 |
0.8636 |
0.0728 |
8.4% |
0.0057 |
0.7% |
6% |
False |
True |
30,324 |
| 80 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0051 |
0.6% |
6% |
False |
True |
22,752 |
| 100 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0043 |
0.5% |
6% |
False |
True |
18,202 |
| 120 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0037 |
0.4% |
6% |
False |
True |
15,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9019 |
|
2.618 |
0.8900 |
|
1.618 |
0.8827 |
|
1.000 |
0.8782 |
|
0.618 |
0.8754 |
|
HIGH |
0.8709 |
|
0.618 |
0.8681 |
|
0.500 |
0.8673 |
|
0.382 |
0.8664 |
|
LOW |
0.8636 |
|
0.618 |
0.8591 |
|
1.000 |
0.8563 |
|
1.618 |
0.8518 |
|
2.618 |
0.8445 |
|
4.250 |
0.8326 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8676 |
0.8733 |
| PP |
0.8674 |
0.8715 |
| S1 |
0.8673 |
0.8696 |
|