CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 09-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9167 |
0.9246 |
0.0079 |
0.9% |
0.9140 |
High |
0.9263 |
0.9295 |
0.0032 |
0.3% |
0.9201 |
Low |
0.9167 |
0.9239 |
0.0072 |
0.8% |
0.9107 |
Close |
0.9255 |
0.9293 |
0.0038 |
0.4% |
0.9183 |
Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0094 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
Volume |
112 |
288 |
176 |
157.1% |
508 |
|
Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9444 |
0.9424 |
0.9324 |
|
R3 |
0.9388 |
0.9368 |
0.9308 |
|
R2 |
0.9332 |
0.9332 |
0.9303 |
|
R1 |
0.9312 |
0.9312 |
0.9298 |
0.9322 |
PP |
0.9276 |
0.9276 |
0.9276 |
0.9281 |
S1 |
0.9256 |
0.9256 |
0.9288 |
0.9266 |
S2 |
0.9220 |
0.9220 |
0.9283 |
|
S3 |
0.9164 |
0.9200 |
0.9278 |
|
S4 |
0.9108 |
0.9144 |
0.9262 |
|
|
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 |
0.9295 |
0.9107 |
0.0188 |
2.0% |
0.0059 |
0.6% |
99% |
True |
False |
166 |
10 |
0.9295 |
0.9107 |
0.0188 |
2.0% |
0.0053 |
0.6% |
99% |
True |
False |
143 |
20 |
0.9295 |
0.8900 |
0.0395 |
4.3% |
0.0051 |
0.5% |
99% |
True |
False |
83 |
40 |
0.9295 |
0.8813 |
0.0482 |
5.2% |
0.0027 |
0.3% |
100% |
True |
False |
42 |
60 |
0.9295 |
0.8582 |
0.0713 |
7.7% |
0.0021 |
0.2% |
100% |
True |
False |
28 |
80 |
0.9295 |
0.8582 |
0.0713 |
7.7% |
0.0016 |
0.2% |
100% |
True |
False |
21 |
100 |
0.9295 |
0.8582 |
0.0713 |
7.7% |
0.0013 |
0.1% |
100% |
True |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9533 |
2.618 |
0.9442 |
1.618 |
0.9386 |
1.000 |
0.9351 |
0.618 |
0.9330 |
HIGH |
0.9295 |
0.618 |
0.9274 |
0.500 |
0.9267 |
0.382 |
0.9260 |
LOW |
0.9239 |
0.618 |
0.9204 |
1.000 |
0.9183 |
1.618 |
0.9148 |
2.618 |
0.9092 |
4.250 |
0.9001 |
|
|
Fisher Pivots for day following 09-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9284 |
0.9270 |
PP |
0.9276 |
0.9248 |
S1 |
0.9267 |
0.9225 |
|