CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9303 |
0.9306 |
0.0003 |
0.0% |
0.9253 |
| High |
0.9318 |
0.9327 |
0.0009 |
0.1% |
0.9316 |
| Low |
0.9291 |
0.9284 |
-0.0007 |
-0.1% |
0.9226 |
| Close |
0.9307 |
0.9292 |
-0.0015 |
-0.2% |
0.9306 |
| Range |
0.0027 |
0.0043 |
0.0016 |
59.3% |
0.0090 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
43,632 |
64,125 |
20,493 |
47.0% |
289,360 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9404 |
0.9316 |
|
| R3 |
0.9387 |
0.9361 |
0.9304 |
|
| R2 |
0.9344 |
0.9344 |
0.9300 |
|
| R1 |
0.9318 |
0.9318 |
0.9296 |
0.9310 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9297 |
| S1 |
0.9275 |
0.9275 |
0.9288 |
0.9267 |
| S2 |
0.9258 |
0.9258 |
0.9284 |
|
| S3 |
0.9215 |
0.9232 |
0.9280 |
|
| S4 |
0.9172 |
0.9189 |
0.9268 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9519 |
0.9356 |
|
| R3 |
0.9463 |
0.9429 |
0.9331 |
|
| R2 |
0.9373 |
0.9373 |
0.9323 |
|
| R1 |
0.9339 |
0.9339 |
0.9314 |
0.9356 |
| PP |
0.9283 |
0.9283 |
0.9283 |
0.9291 |
| S1 |
0.9249 |
0.9249 |
0.9298 |
0.9266 |
| S2 |
0.9193 |
0.9193 |
0.9290 |
|
| S3 |
0.9103 |
0.9159 |
0.9281 |
|
| S4 |
0.9013 |
0.9069 |
0.9257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9327 |
0.9242 |
0.0085 |
0.9% |
0.0041 |
0.4% |
59% |
True |
False |
61,052 |
| 10 |
0.9350 |
0.9216 |
0.0134 |
1.4% |
0.0049 |
0.5% |
57% |
False |
False |
68,402 |
| 20 |
0.9438 |
0.9216 |
0.0222 |
2.4% |
0.0051 |
0.5% |
34% |
False |
False |
75,554 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
32% |
False |
False |
71,375 |
| 60 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0055 |
0.6% |
48% |
False |
False |
58,110 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
51% |
False |
False |
43,688 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
53% |
False |
False |
34,978 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0050 |
0.5% |
75% |
False |
False |
29,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9440 |
|
1.618 |
0.9397 |
|
1.000 |
0.9370 |
|
0.618 |
0.9354 |
|
HIGH |
0.9327 |
|
0.618 |
0.9311 |
|
0.500 |
0.9306 |
|
0.382 |
0.9300 |
|
LOW |
0.9284 |
|
0.618 |
0.9257 |
|
1.000 |
0.9241 |
|
1.618 |
0.9214 |
|
2.618 |
0.9171 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9306 |
0.9303 |
| PP |
0.9301 |
0.9299 |
| S1 |
0.9297 |
0.9296 |
|