CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8706 |
0.8668 |
-0.0038 |
-0.4% |
0.8877 |
| High |
0.8709 |
0.8720 |
0.0011 |
0.1% |
0.8897 |
| Low |
0.8636 |
0.8645 |
0.0009 |
0.1% |
0.8698 |
| Close |
0.8678 |
0.8697 |
0.0019 |
0.2% |
0.8710 |
| Range |
0.0073 |
0.0075 |
0.0002 |
2.7% |
0.0199 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
126,684 |
140,091 |
13,407 |
10.6% |
647,553 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8912 |
0.8880 |
0.8738 |
|
| R3 |
0.8837 |
0.8805 |
0.8718 |
|
| R2 |
0.8762 |
0.8762 |
0.8711 |
|
| R1 |
0.8730 |
0.8730 |
0.8704 |
0.8746 |
| PP |
0.8687 |
0.8687 |
0.8687 |
0.8696 |
| S1 |
0.8655 |
0.8655 |
0.8690 |
0.8671 |
| S2 |
0.8612 |
0.8612 |
0.8683 |
|
| S3 |
0.8537 |
0.8580 |
0.8676 |
|
| S4 |
0.8462 |
0.8505 |
0.8656 |
|
|
| 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 |
0.8844 |
0.8636 |
0.0208 |
2.4% |
0.0076 |
0.9% |
29% |
False |
False |
130,770 |
| 10 |
0.9030 |
0.8636 |
0.0394 |
4.5% |
0.0085 |
1.0% |
15% |
False |
False |
133,148 |
| 20 |
0.9338 |
0.8636 |
0.0702 |
8.1% |
0.0088 |
1.0% |
9% |
False |
False |
96,973 |
| 40 |
0.9338 |
0.8636 |
0.0702 |
8.1% |
0.0067 |
0.8% |
9% |
False |
False |
48,865 |
| 60 |
0.9364 |
0.8636 |
0.0728 |
8.4% |
0.0058 |
0.7% |
8% |
False |
False |
32,653 |
| 80 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0052 |
0.6% |
8% |
False |
False |
24,503 |
| 100 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0044 |
0.5% |
8% |
False |
False |
19,603 |
| 120 |
0.9394 |
0.8636 |
0.0758 |
8.7% |
0.0038 |
0.4% |
8% |
False |
False |
16,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9039 |
|
2.618 |
0.8916 |
|
1.618 |
0.8841 |
|
1.000 |
0.8795 |
|
0.618 |
0.8766 |
|
HIGH |
0.8720 |
|
0.618 |
0.8691 |
|
0.500 |
0.8683 |
|
0.382 |
0.8674 |
|
LOW |
0.8645 |
|
0.618 |
0.8599 |
|
1.000 |
0.8570 |
|
1.618 |
0.8524 |
|
2.618 |
0.8449 |
|
4.250 |
0.8326 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8692 |
0.8700 |
| PP |
0.8687 |
0.8699 |
| S1 |
0.8683 |
0.8698 |
|