CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9180 |
0.0047 |
0.5% |
0.9140 |
| High |
0.9201 |
0.9190 |
-0.0011 |
-0.1% |
0.9201 |
| Low |
0.9133 |
0.9155 |
0.0022 |
0.2% |
0.9107 |
| Close |
0.9183 |
0.9168 |
-0.0015 |
-0.2% |
0.9183 |
| Range |
0.0068 |
0.0035 |
-0.0033 |
-48.5% |
0.0094 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
103 |
179 |
76 |
73.8% |
508 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9257 |
0.9187 |
|
| R3 |
0.9241 |
0.9222 |
0.9178 |
|
| R2 |
0.9206 |
0.9206 |
0.9174 |
|
| R1 |
0.9187 |
0.9187 |
0.9171 |
0.9179 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9167 |
| S1 |
0.9152 |
0.9152 |
0.9165 |
0.9144 |
| S2 |
0.9136 |
0.9136 |
0.9162 |
|
| S3 |
0.9101 |
0.9117 |
0.9158 |
|
| S4 |
0.9066 |
0.9082 |
0.9149 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9408 |
0.9235 |
|
| R3 |
0.9352 |
0.9314 |
0.9209 |
|
| R2 |
0.9258 |
0.9258 |
0.9200 |
|
| R1 |
0.9220 |
0.9220 |
0.9192 |
0.9239 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9173 |
| S1 |
0.9126 |
0.9126 |
0.9174 |
0.9145 |
| S2 |
0.9070 |
0.9070 |
0.9166 |
|
| S3 |
0.8976 |
0.9032 |
0.9157 |
|
| S4 |
0.8882 |
0.8938 |
0.9131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9201 |
0.9107 |
0.0094 |
1.0% |
0.0044 |
0.5% |
65% |
False |
False |
122 |
| 10 |
0.9201 |
0.9018 |
0.0183 |
2.0% |
0.0050 |
0.5% |
82% |
False |
False |
117 |
| 20 |
0.9201 |
0.8857 |
0.0344 |
3.8% |
0.0044 |
0.5% |
90% |
False |
False |
64 |
| 40 |
0.9201 |
0.8794 |
0.0407 |
4.4% |
0.0024 |
0.3% |
92% |
False |
False |
32 |
| 60 |
0.9201 |
0.8582 |
0.0619 |
6.8% |
0.0018 |
0.2% |
95% |
False |
False |
22 |
| 80 |
0.9201 |
0.8582 |
0.0619 |
6.8% |
0.0014 |
0.2% |
95% |
False |
False |
16 |
| 100 |
0.9231 |
0.8582 |
0.0649 |
7.1% |
0.0011 |
0.1% |
90% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9339 |
|
2.618 |
0.9282 |
|
1.618 |
0.9247 |
|
1.000 |
0.9225 |
|
0.618 |
0.9212 |
|
HIGH |
0.9190 |
|
0.618 |
0.9177 |
|
0.500 |
0.9173 |
|
0.382 |
0.9168 |
|
LOW |
0.9155 |
|
0.618 |
0.9133 |
|
1.000 |
0.9120 |
|
1.618 |
0.9098 |
|
2.618 |
0.9063 |
|
4.250 |
0.9006 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9173 |
0.9163 |
| PP |
0.9171 |
0.9159 |
| S1 |
0.9170 |
0.9154 |
|