CME Australian Dollar Future March 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2014 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Sep-2014 | 
                    26-Sep-2014 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8760 | 
                        0.8687 | 
                        -0.0073 | 
                        -0.8% | 
                        0.8825 | 
                     
                    
                        | High | 
                        0.8760 | 
                        0.8691 | 
                        -0.0069 | 
                        -0.8% | 
                        0.8833 | 
                     
                    
                        | Low | 
                        0.8669 | 
                        0.8647 | 
                        -0.0022 | 
                        -0.3% | 
                        0.8647 | 
                     
                    
                        | Close | 
                        0.8678 | 
                        0.8653 | 
                        -0.0025 | 
                        -0.3% | 
                        0.8653 | 
                     
                    
                        | Range | 
                        0.0091 | 
                        0.0044 | 
                        -0.0047 | 
                        -51.6% | 
                        0.0186 | 
                     
                    
                        | ATR | 
                        0.0064 | 
                        0.0063 | 
                        -0.0001 | 
                        -2.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        70 | 
                        136 | 
                        66 | 
                        94.3% | 
                        742 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8796 | 
                0.8768 | 
                0.8677 | 
                 | 
             
            
                | R3 | 
                0.8752 | 
                0.8724 | 
                0.8665 | 
                 | 
             
            
                | R2 | 
                0.8708 | 
                0.8708 | 
                0.8661 | 
                 | 
             
            
                | R1 | 
                0.8680 | 
                0.8680 | 
                0.8657 | 
                0.8672 | 
             
            
                | PP | 
                0.8664 | 
                0.8664 | 
                0.8664 | 
                0.8660 | 
             
            
                | S1 | 
                0.8636 | 
                0.8636 | 
                0.8649 | 
                0.8628 | 
             
            
                | S2 | 
                0.8620 | 
                0.8620 | 
                0.8645 | 
                 | 
             
            
                | S3 | 
                0.8576 | 
                0.8592 | 
                0.8641 | 
                 | 
             
            
                | S4 | 
                0.8532 | 
                0.8548 | 
                0.8629 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Sep-2014 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9269 | 
                0.9147 | 
                0.8755 | 
                 | 
             
            
                | R3 | 
                0.9083 | 
                0.8961 | 
                0.8704 | 
                 | 
             
            
                | R2 | 
                0.8897 | 
                0.8897 | 
                0.8687 | 
                 | 
             
            
                | R1 | 
                0.8775 | 
                0.8775 | 
                0.8670 | 
                0.8743 | 
             
            
                | PP | 
                0.8711 | 
                0.8711 | 
                0.8711 | 
                0.8695 | 
             
            
                | S1 | 
                0.8589 | 
                0.8589 | 
                0.8636 | 
                0.8557 | 
             
            
                | S2 | 
                0.8525 | 
                0.8525 | 
                0.8619 | 
                 | 
             
            
                | S3 | 
                0.8339 | 
                0.8403 | 
                0.8602 | 
                 | 
             
            
                | S4 | 
                0.8153 | 
                0.8217 | 
                0.8551 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8878 | 
         
        
            | 
2.618             | 
            0.8806 | 
         
        
            | 
1.618             | 
            0.8762 | 
         
        
            | 
1.000             | 
            0.8735 | 
         
        
            | 
0.618             | 
            0.8718 | 
         
        
            | 
HIGH             | 
            0.8691 | 
         
        
            | 
0.618             | 
            0.8674 | 
         
        
            | 
0.500             | 
            0.8669 | 
         
        
            | 
0.382             | 
            0.8664 | 
         
        
            | 
LOW             | 
            0.8647 | 
         
        
            | 
0.618             | 
            0.8620 | 
         
        
            | 
1.000             | 
            0.8603 | 
         
        
            | 
1.618             | 
            0.8576 | 
         
        
            | 
2.618             | 
            0.8532 | 
         
        
            | 
4.250             | 
            0.8460 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Sep-2014 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8669 | 
                                0.8715 | 
                             
                            
                                | PP | 
                                0.8664 | 
                                0.8694 | 
                             
                            
                                | S1 | 
                                0.8658 | 
                                0.8674 | 
                             
             
         |