CME Australian Dollar Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Sep-2014 | 
                    18-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8955 | 
                        0.8843 | 
                        -0.0112 | 
                        -1.3% | 
                        0.9206 | 
                     
                    
                        | High | 
                        0.8963 | 
                        0.8879 | 
                        -0.0084 | 
                        -0.9% | 
                        0.9206 | 
                     
                    
                        | Low | 
                        0.8853 | 
                        0.8823 | 
                        -0.0030 | 
                        -0.3% | 
                        0.8924 | 
                     
                    
                        | Close | 
                        0.8890 | 
                        0.8866 | 
                        -0.0024 | 
                        -0.3% | 
                        0.8924 | 
                     
                    
                        | Range | 
                        0.0110 | 
                        0.0056 | 
                        -0.0054 | 
                        -49.1% | 
                        0.0282 | 
                     
                    
                        | ATR | 
                        0.0056 | 
                        0.0057 | 
                        0.0001 | 
                        1.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        97 | 
                        76 | 
                        -21 | 
                        -21.6% | 
                        237 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9024 | 
                0.9001 | 
                0.8897 | 
                 | 
             
            
                | R3 | 
                0.8968 | 
                0.8945 | 
                0.8881 | 
                 | 
             
            
                | R2 | 
                0.8912 | 
                0.8912 | 
                0.8876 | 
                 | 
             
            
                | R1 | 
                0.8889 | 
                0.8889 | 
                0.8871 | 
                0.8901 | 
             
            
                | PP | 
                0.8856 | 
                0.8856 | 
                0.8856 | 
                0.8862 | 
             
            
                | S1 | 
                0.8833 | 
                0.8833 | 
                0.8861 | 
                0.8845 | 
             
            
                | S2 | 
                0.8800 | 
                0.8800 | 
                0.8856 | 
                 | 
             
            
                | S3 | 
                0.8744 | 
                0.8777 | 
                0.8851 | 
                 | 
             
            
                | S4 | 
                0.8688 | 
                0.8721 | 
                0.8835 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            0.9117 | 
         
        
            | 
2.618             | 
            0.9026 | 
         
        
            | 
1.618             | 
            0.8970 | 
         
        
            | 
1.000             | 
            0.8935 | 
         
        
            | 
0.618             | 
            0.8914 | 
         
        
            | 
HIGH             | 
            0.8879 | 
         
        
            | 
0.618             | 
            0.8858 | 
         
        
            | 
0.500             | 
            0.8851 | 
         
        
            | 
0.382             | 
            0.8844 | 
         
        
            | 
LOW             | 
            0.8823 | 
         
        
            | 
0.618             | 
            0.8788 | 
         
        
            | 
1.000             | 
            0.8767 | 
         
        
            | 
1.618             | 
            0.8732 | 
         
        
            | 
2.618             | 
            0.8676 | 
         
        
            | 
4.250             | 
            0.8585 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8861 | 
                                0.8901 | 
                             
                            
                                | PP | 
                                0.8856 | 
                                0.8889 | 
                             
                            
                                | S1 | 
                                0.8851 | 
                                0.8878 | 
                             
             
         |