CME Australian Dollar Future September 2014
Trading Metrics calculated at close of trading on 10-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9246 |
0.9282 |
0.0036 |
0.4% |
0.9140 |
High |
0.9295 |
0.9355 |
0.0060 |
0.6% |
0.9201 |
Low |
0.9239 |
0.9275 |
0.0036 |
0.4% |
0.9107 |
Close |
0.9293 |
0.9325 |
0.0032 |
0.3% |
0.9183 |
Range |
0.0056 |
0.0080 |
0.0024 |
42.9% |
0.0094 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.7% |
0.0000 |
Volume |
288 |
180 |
-108 |
-37.5% |
508 |
|
Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9558 |
0.9522 |
0.9369 |
|
R3 |
0.9478 |
0.9442 |
0.9347 |
|
R2 |
0.9398 |
0.9398 |
0.9340 |
|
R1 |
0.9362 |
0.9362 |
0.9332 |
0.9380 |
PP |
0.9318 |
0.9318 |
0.9318 |
0.9328 |
S1 |
0.9282 |
0.9282 |
0.9318 |
0.9300 |
S2 |
0.9238 |
0.9238 |
0.9310 |
|
S3 |
0.9158 |
0.9202 |
0.9303 |
|
S4 |
0.9078 |
0.9122 |
0.9281 |
|
|
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 |
0.9355 |
0.9133 |
0.0222 |
2.4% |
0.0067 |
0.7% |
86% |
True |
False |
172 |
10 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0055 |
0.6% |
88% |
True |
False |
146 |
20 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0053 |
0.6% |
93% |
True |
False |
92 |
40 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0029 |
0.3% |
94% |
True |
False |
47 |
60 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0022 |
0.2% |
96% |
True |
False |
31 |
80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0017 |
0.2% |
96% |
True |
False |
24 |
100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0014 |
0.1% |
96% |
True |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9695 |
2.618 |
0.9564 |
1.618 |
0.9484 |
1.000 |
0.9435 |
0.618 |
0.9404 |
HIGH |
0.9355 |
0.618 |
0.9324 |
0.500 |
0.9315 |
0.382 |
0.9306 |
LOW |
0.9275 |
0.618 |
0.9226 |
1.000 |
0.9195 |
1.618 |
0.9146 |
2.618 |
0.9066 |
4.250 |
0.8935 |
|
|
Fisher Pivots for day following 10-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9322 |
0.9304 |
PP |
0.9318 |
0.9282 |
S1 |
0.9315 |
0.9261 |
|