CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8668 |
0.8699 |
0.0031 |
0.4% |
0.8877 |
| High |
0.8720 |
0.8702 |
-0.0018 |
-0.2% |
0.8897 |
| Low |
0.8645 |
0.8617 |
-0.0028 |
-0.3% |
0.8698 |
| Close |
0.8697 |
0.8680 |
-0.0017 |
-0.2% |
0.8710 |
| Range |
0.0075 |
0.0085 |
0.0010 |
13.3% |
0.0199 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.7% |
0.0000 |
| Volume |
140,091 |
155,217 |
15,126 |
10.8% |
647,553 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8921 |
0.8886 |
0.8727 |
|
| R3 |
0.8836 |
0.8801 |
0.8703 |
|
| R2 |
0.8751 |
0.8751 |
0.8696 |
|
| R1 |
0.8716 |
0.8716 |
0.8688 |
0.8691 |
| PP |
0.8666 |
0.8666 |
0.8666 |
0.8654 |
| S1 |
0.8631 |
0.8631 |
0.8672 |
0.8606 |
| S2 |
0.8581 |
0.8581 |
0.8664 |
|
| S3 |
0.8496 |
0.8546 |
0.8657 |
|
| S4 |
0.8411 |
0.8461 |
0.8633 |
|
|
| 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 |
0.8830 |
0.8617 |
0.0213 |
2.5% |
0.0081 |
0.9% |
30% |
False |
True |
138,839 |
| 10 |
0.8942 |
0.8617 |
0.0325 |
3.7% |
0.0080 |
0.9% |
19% |
False |
True |
132,648 |
| 20 |
0.9338 |
0.8617 |
0.0721 |
8.3% |
0.0088 |
1.0% |
9% |
False |
True |
104,450 |
| 40 |
0.9338 |
0.8617 |
0.0721 |
8.3% |
0.0068 |
0.8% |
9% |
False |
True |
52,744 |
| 60 |
0.9364 |
0.8617 |
0.0747 |
8.6% |
0.0059 |
0.7% |
8% |
False |
True |
35,237 |
| 80 |
0.9394 |
0.8617 |
0.0777 |
9.0% |
0.0053 |
0.6% |
8% |
False |
True |
26,443 |
| 100 |
0.9394 |
0.8617 |
0.0777 |
9.0% |
0.0045 |
0.5% |
8% |
False |
True |
21,155 |
| 120 |
0.9394 |
0.8617 |
0.0777 |
9.0% |
0.0038 |
0.4% |
8% |
False |
True |
17,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9063 |
|
2.618 |
0.8925 |
|
1.618 |
0.8840 |
|
1.000 |
0.8787 |
|
0.618 |
0.8755 |
|
HIGH |
0.8702 |
|
0.618 |
0.8670 |
|
0.500 |
0.8660 |
|
0.382 |
0.8649 |
|
LOW |
0.8617 |
|
0.618 |
0.8564 |
|
1.000 |
0.8532 |
|
1.618 |
0.8479 |
|
2.618 |
0.8394 |
|
4.250 |
0.8256 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8673 |
0.8676 |
| PP |
0.8666 |
0.8672 |
| S1 |
0.8660 |
0.8669 |
|