CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9318 |
0.9267 |
-0.0051 |
-0.5% |
0.9293 |
| High |
0.9343 |
0.9344 |
0.0001 |
0.0% |
0.9364 |
| Low |
0.9259 |
0.9255 |
-0.0004 |
0.0% |
0.9258 |
| Close |
0.9265 |
0.9338 |
0.0073 |
0.8% |
0.9325 |
| Range |
0.0084 |
0.0089 |
0.0005 |
6.0% |
0.0106 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
5.5% |
0.0000 |
| Volume |
132,682 |
124,480 |
-8,202 |
-6.2% |
343,645 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9579 |
0.9548 |
0.9387 |
|
| R3 |
0.9490 |
0.9459 |
0.9362 |
|
| R2 |
0.9401 |
0.9401 |
0.9354 |
|
| R1 |
0.9370 |
0.9370 |
0.9346 |
0.9386 |
| PP |
0.9312 |
0.9312 |
0.9312 |
0.9320 |
| S1 |
0.9281 |
0.9281 |
0.9330 |
0.9297 |
| S2 |
0.9223 |
0.9223 |
0.9322 |
|
| S3 |
0.9134 |
0.9192 |
0.9314 |
|
| S4 |
0.9045 |
0.9103 |
0.9289 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9585 |
0.9383 |
|
| R3 |
0.9528 |
0.9479 |
0.9354 |
|
| R2 |
0.9422 |
0.9422 |
0.9344 |
|
| R1 |
0.9373 |
0.9373 |
0.9335 |
0.9398 |
| PP |
0.9316 |
0.9316 |
0.9316 |
0.9328 |
| S1 |
0.9267 |
0.9267 |
0.9315 |
0.9292 |
| S2 |
0.9210 |
0.9210 |
0.9306 |
|
| S3 |
0.9104 |
0.9161 |
0.9296 |
|
| S4 |
0.8998 |
0.9055 |
0.9267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9364 |
0.9255 |
0.0109 |
1.2% |
0.0058 |
0.6% |
76% |
False |
True |
95,602 |
| 10 |
0.9364 |
0.9221 |
0.0143 |
1.5% |
0.0054 |
0.6% |
82% |
False |
False |
86,766 |
| 20 |
0.9364 |
0.9216 |
0.0148 |
1.6% |
0.0052 |
0.6% |
82% |
False |
False |
77,584 |
| 40 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0052 |
0.6% |
55% |
False |
False |
75,764 |
| 60 |
0.9454 |
0.9216 |
0.0238 |
2.5% |
0.0055 |
0.6% |
51% |
False |
False |
72,043 |
| 80 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0054 |
0.6% |
64% |
False |
False |
54,506 |
| 100 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
65% |
False |
False |
43,640 |
| 120 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0054 |
0.6% |
79% |
False |
False |
36,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9577 |
|
1.618 |
0.9488 |
|
1.000 |
0.9433 |
|
0.618 |
0.9399 |
|
HIGH |
0.9344 |
|
0.618 |
0.9310 |
|
0.500 |
0.9300 |
|
0.382 |
0.9289 |
|
LOW |
0.9255 |
|
0.618 |
0.9200 |
|
1.000 |
0.9166 |
|
1.618 |
0.9111 |
|
2.618 |
0.9022 |
|
4.250 |
0.8877 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9325 |
0.9327 |
| PP |
0.9312 |
0.9315 |
| S1 |
0.9300 |
0.9304 |
|