CME Australian Dollar Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Sep-2014 | 
                    12-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.9094 | 
                        0.8960 | 
                        -0.0134 | 
                        -1.5% | 
                        0.9206 | 
                     
                    
                        | High | 
                        0.9097 | 
                        0.8961 | 
                        -0.0136 | 
                        -1.5% | 
                        0.9206 | 
                     
                    
                        | Low | 
                        0.8977 | 
                        0.8924 | 
                        -0.0053 | 
                        -0.6% | 
                        0.8924 | 
                     
                    
                        | Close | 
                        0.8977 | 
                        0.8924 | 
                        -0.0053 | 
                        -0.6% | 
                        0.8924 | 
                     
                    
                        | Range | 
                        0.0120 | 
                        0.0037 | 
                        -0.0083 | 
                        -69.2% | 
                        0.0282 | 
                     
                    
                        | ATR | 
                        0.0048 | 
                        0.0048 | 
                        0.0000 | 
                        0.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        36 | 
                        146 | 
                        110 | 
                        305.6% | 
                        237 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9047 | 
                0.9023 | 
                0.8944 | 
                 | 
             
            
                | R3 | 
                0.9010 | 
                0.8986 | 
                0.8934 | 
                 | 
             
            
                | R2 | 
                0.8973 | 
                0.8973 | 
                0.8931 | 
                 | 
             
            
                | R1 | 
                0.8949 | 
                0.8949 | 
                0.8927 | 
                0.8943 | 
             
            
                | PP | 
                0.8936 | 
                0.8936 | 
                0.8936 | 
                0.8933 | 
             
            
                | S1 | 
                0.8912 | 
                0.8912 | 
                0.8921 | 
                0.8906 | 
             
            
                | S2 | 
                0.8899 | 
                0.8899 | 
                0.8917 | 
                 | 
             
            
                | S3 | 
                0.8862 | 
                0.8875 | 
                0.8914 | 
                 | 
             
            
                | S4 | 
                0.8825 | 
                0.8838 | 
                0.8904 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9864 | 
                0.9676 | 
                0.9079 | 
                 | 
             
            
                | R3 | 
                0.9582 | 
                0.9394 | 
                0.9002 | 
                 | 
             
            
                | R2 | 
                0.9300 | 
                0.9300 | 
                0.8976 | 
                 | 
             
            
                | R1 | 
                0.9112 | 
                0.9112 | 
                0.8950 | 
                0.9065 | 
             
            
                | PP | 
                0.9018 | 
                0.9018 | 
                0.9018 | 
                0.8995 | 
             
            
                | S1 | 
                0.8830 | 
                0.8830 | 
                0.8898 | 
                0.8783 | 
             
            
                | S2 | 
                0.8736 | 
                0.8736 | 
                0.8872 | 
                 | 
             
            
                | S3 | 
                0.8454 | 
                0.8548 | 
                0.8846 | 
                 | 
             
            
                | S4 | 
                0.8172 | 
                0.8266 | 
                0.8769 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.9118 | 
         
        
            | 
2.618             | 
            0.9058 | 
         
        
            | 
1.618             | 
            0.9021 | 
         
        
            | 
1.000             | 
            0.8998 | 
         
        
            | 
0.618             | 
            0.8984 | 
         
        
            | 
HIGH             | 
            0.8961 | 
         
        
            | 
0.618             | 
            0.8947 | 
         
        
            | 
0.500             | 
            0.8943 | 
         
        
            | 
0.382             | 
            0.8938 | 
         
        
            | 
LOW             | 
            0.8924 | 
         
        
            | 
0.618             | 
            0.8901 | 
         
        
            | 
1.000             | 
            0.8887 | 
         
        
            | 
1.618             | 
            0.8864 | 
         
        
            | 
2.618             | 
            0.8827 | 
         
        
            | 
4.250             | 
            0.8767 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8943 | 
                                0.9011 | 
                             
                            
                                | PP | 
                                0.8936 | 
                                0.8982 | 
                             
                            
                                | S1 | 
                                0.8930 | 
                                0.8953 | 
                             
             
         |