CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9283 |
0.9269 |
-0.0014 |
-0.2% |
0.9253 |
| High |
0.9301 |
0.9296 |
-0.0005 |
-0.1% |
0.9316 |
| Low |
0.9258 |
0.9221 |
-0.0037 |
-0.4% |
0.9226 |
| Close |
0.9273 |
0.9288 |
0.0015 |
0.2% |
0.9306 |
| Range |
0.0043 |
0.0075 |
0.0032 |
74.4% |
0.0090 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.8% |
0.0000 |
| Volume |
112,474 |
78,379 |
-34,095 |
-30.3% |
289,360 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9493 |
0.9466 |
0.9329 |
|
| R3 |
0.9418 |
0.9391 |
0.9309 |
|
| R2 |
0.9343 |
0.9343 |
0.9302 |
|
| R1 |
0.9316 |
0.9316 |
0.9295 |
0.9330 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9275 |
| S1 |
0.9241 |
0.9241 |
0.9281 |
0.9255 |
| S2 |
0.9193 |
0.9193 |
0.9274 |
|
| S3 |
0.9118 |
0.9166 |
0.9267 |
|
| S4 |
0.9043 |
0.9091 |
0.9247 |
|
|
| 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 |
0.9221 |
0.0106 |
1.1% |
0.0045 |
0.5% |
63% |
False |
True |
72,611 |
| 10 |
0.9327 |
0.9216 |
0.0111 |
1.2% |
0.0043 |
0.5% |
65% |
False |
False |
67,974 |
| 20 |
0.9392 |
0.9216 |
0.0176 |
1.9% |
0.0050 |
0.5% |
41% |
False |
False |
76,724 |
| 40 |
0.9454 |
0.9216 |
0.0238 |
2.6% |
0.0053 |
0.6% |
30% |
False |
False |
72,981 |
| 60 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0055 |
0.6% |
46% |
False |
False |
61,270 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0054 |
0.6% |
50% |
False |
False |
46,069 |
| 100 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
52% |
False |
False |
36,884 |
| 120 |
0.9454 |
0.8827 |
0.0627 |
6.8% |
0.0051 |
0.5% |
74% |
False |
False |
30,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9615 |
|
2.618 |
0.9492 |
|
1.618 |
0.9417 |
|
1.000 |
0.9371 |
|
0.618 |
0.9342 |
|
HIGH |
0.9296 |
|
0.618 |
0.9267 |
|
0.500 |
0.9259 |
|
0.382 |
0.9250 |
|
LOW |
0.9221 |
|
0.618 |
0.9175 |
|
1.000 |
0.9146 |
|
1.618 |
0.9100 |
|
2.618 |
0.9025 |
|
4.250 |
0.8902 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9283 |
| PP |
0.9268 |
0.9279 |
| S1 |
0.9259 |
0.9274 |
|