CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8699 |
0.8687 |
-0.0012 |
-0.1% |
0.8877 |
| High |
0.8702 |
0.8783 |
0.0081 |
0.9% |
0.8897 |
| Low |
0.8617 |
0.8685 |
0.0068 |
0.8% |
0.8698 |
| Close |
0.8680 |
0.8760 |
0.0080 |
0.9% |
0.8710 |
| Range |
0.0085 |
0.0098 |
0.0013 |
15.3% |
0.0199 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.3% |
0.0000 |
| Volume |
155,217 |
151,496 |
-3,721 |
-2.4% |
647,553 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9037 |
0.8996 |
0.8814 |
|
| R3 |
0.8939 |
0.8898 |
0.8787 |
|
| R2 |
0.8841 |
0.8841 |
0.8778 |
|
| R1 |
0.8800 |
0.8800 |
0.8769 |
0.8821 |
| PP |
0.8743 |
0.8743 |
0.8743 |
0.8753 |
| S1 |
0.8702 |
0.8702 |
0.8751 |
0.8723 |
| S2 |
0.8645 |
0.8645 |
0.8742 |
|
| S3 |
0.8547 |
0.8604 |
0.8733 |
|
| S4 |
0.8449 |
0.8506 |
0.8706 |
|
|
| 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 |
0.8783 |
0.8617 |
0.0166 |
1.9% |
0.0079 |
0.9% |
86% |
True |
False |
138,772 |
| 10 |
0.8941 |
0.8617 |
0.0324 |
3.7% |
0.0083 |
0.9% |
44% |
False |
False |
135,234 |
| 20 |
0.9338 |
0.8617 |
0.0721 |
8.2% |
0.0090 |
1.0% |
20% |
False |
False |
111,767 |
| 40 |
0.9338 |
0.8617 |
0.0721 |
8.2% |
0.0069 |
0.8% |
20% |
False |
False |
56,523 |
| 60 |
0.9364 |
0.8617 |
0.0747 |
8.5% |
0.0060 |
0.7% |
19% |
False |
False |
37,757 |
| 80 |
0.9394 |
0.8617 |
0.0777 |
8.9% |
0.0054 |
0.6% |
18% |
False |
False |
28,337 |
| 100 |
0.9394 |
0.8617 |
0.0777 |
8.9% |
0.0046 |
0.5% |
18% |
False |
False |
22,670 |
| 120 |
0.9394 |
0.8617 |
0.0777 |
8.9% |
0.0039 |
0.4% |
18% |
False |
False |
18,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9040 |
|
1.618 |
0.8942 |
|
1.000 |
0.8881 |
|
0.618 |
0.8844 |
|
HIGH |
0.8783 |
|
0.618 |
0.8746 |
|
0.500 |
0.8734 |
|
0.382 |
0.8722 |
|
LOW |
0.8685 |
|
0.618 |
0.8624 |
|
1.000 |
0.8587 |
|
1.618 |
0.8526 |
|
2.618 |
0.8428 |
|
4.250 |
0.8269 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8751 |
0.8740 |
| PP |
0.8743 |
0.8720 |
| S1 |
0.8734 |
0.8700 |
|