CME Australian Dollar Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Sep-2014 | 
                    05-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9215 | 
                        0.9257 | 
                        0.0042 | 
                        0.5% | 
                        0.9193 | 
                     
                    
                        | High | 
                        0.9228 | 
                        0.9257 | 
                        0.0029 | 
                        0.3% | 
                        0.9257 | 
                     
                    
                        | Low | 
                        0.9215 | 
                        0.9253 | 
                        0.0038 | 
                        0.4% | 
                        0.9121 | 
                     
                    
                        | Close | 
                        0.9228 | 
                        0.9253 | 
                        0.0025 | 
                        0.3% | 
                        0.9253 | 
                     
                    
                        | Range | 
                        0.0013 | 
                        0.0004 | 
                        -0.0009 | 
                        -69.2% | 
                        0.0136 | 
                     
                    
                        | ATR | 
                        0.0030 | 
                        0.0030 | 
                        0.0000 | 
                        -0.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        4 | 
                        5 | 
                        1 | 
                        25.0% | 
                        59 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9266 | 
                0.9264 | 
                0.9255 | 
                 | 
             
            
                | R3 | 
                0.9262 | 
                0.9260 | 
                0.9254 | 
                 | 
             
            
                | R2 | 
                0.9258 | 
                0.9258 | 
                0.9254 | 
                 | 
             
            
                | R1 | 
                0.9256 | 
                0.9256 | 
                0.9253 | 
                0.9255 | 
             
            
                | PP | 
                0.9254 | 
                0.9254 | 
                0.9254 | 
                0.9254 | 
             
            
                | S1 | 
                0.9252 | 
                0.9252 | 
                0.9253 | 
                0.9251 | 
             
            
                | S2 | 
                0.9250 | 
                0.9250 | 
                0.9252 | 
                 | 
             
            
                | S3 | 
                0.9246 | 
                0.9248 | 
                0.9252 | 
                 | 
             
            
                | S4 | 
                0.9242 | 
                0.9244 | 
                0.9251 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9618 | 
                0.9572 | 
                0.9328 | 
                 | 
             
            
                | R3 | 
                0.9482 | 
                0.9436 | 
                0.9290 | 
                 | 
             
            
                | R2 | 
                0.9346 | 
                0.9346 | 
                0.9278 | 
                 | 
             
            
                | R1 | 
                0.9300 | 
                0.9300 | 
                0.9265 | 
                0.9323 | 
             
            
                | PP | 
                0.9210 | 
                0.9210 | 
                0.9210 | 
                0.9222 | 
             
            
                | S1 | 
                0.9164 | 
                0.9164 | 
                0.9241 | 
                0.9187 | 
             
            
                | S2 | 
                0.9074 | 
                0.9074 | 
                0.9228 | 
                 | 
             
            
                | S3 | 
                0.8938 | 
                0.9028 | 
                0.9216 | 
                 | 
             
            
                | S4 | 
                0.8802 | 
                0.8892 | 
                0.9178 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9274 | 
         
        
            | 
2.618             | 
            0.9267 | 
         
        
            | 
1.618             | 
            0.9263 | 
         
        
            | 
1.000             | 
            0.9261 | 
         
        
            | 
0.618             | 
            0.9259 | 
         
        
            | 
HIGH             | 
            0.9257 | 
         
        
            | 
0.618             | 
            0.9255 | 
         
        
            | 
0.500             | 
            0.9255 | 
         
        
            | 
0.382             | 
            0.9255 | 
         
        
            | 
LOW             | 
            0.9253 | 
         
        
            | 
0.618             | 
            0.9251 | 
         
        
            | 
1.000             | 
            0.9249 | 
         
        
            | 
1.618             | 
            0.9247 | 
         
        
            | 
2.618             | 
            0.9243 | 
         
        
            | 
4.250             | 
            0.9236 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9255 | 
                                0.9247 | 
                             
                            
                                | PP | 
                                0.9254 | 
                                0.9242 | 
                             
                            
                                | S1 | 
                                0.9254 | 
                                0.9236 | 
                             
             
         |