CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9300 |
0.0018 |
0.2% |
0.9180 |
| High |
0.9355 |
0.9307 |
-0.0048 |
-0.5% |
0.9355 |
| Low |
0.9275 |
0.9266 |
-0.0009 |
-0.1% |
0.9155 |
| Close |
0.9325 |
0.9298 |
-0.0027 |
-0.3% |
0.9298 |
| Range |
0.0080 |
0.0041 |
-0.0039 |
-48.8% |
0.0200 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.5% |
0.0000 |
| Volume |
180 |
218 |
38 |
21.1% |
977 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9397 |
0.9321 |
|
| R3 |
0.9372 |
0.9356 |
0.9309 |
|
| R2 |
0.9331 |
0.9331 |
0.9306 |
|
| R1 |
0.9315 |
0.9315 |
0.9302 |
0.9303 |
| PP |
0.9290 |
0.9290 |
0.9290 |
0.9284 |
| S1 |
0.9274 |
0.9274 |
0.9294 |
0.9262 |
| S2 |
0.9249 |
0.9249 |
0.9290 |
|
| S3 |
0.9208 |
0.9233 |
0.9287 |
|
| S4 |
0.9167 |
0.9192 |
0.9275 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9784 |
0.9408 |
|
| R3 |
0.9669 |
0.9584 |
0.9353 |
|
| R2 |
0.9469 |
0.9469 |
0.9335 |
|
| R1 |
0.9384 |
0.9384 |
0.9316 |
0.9427 |
| PP |
0.9269 |
0.9269 |
0.9269 |
0.9291 |
| S1 |
0.9184 |
0.9184 |
0.9280 |
0.9227 |
| S2 |
0.9069 |
0.9069 |
0.9261 |
|
| S3 |
0.8869 |
0.8984 |
0.9243 |
|
| S4 |
0.8669 |
0.8784 |
0.9188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9355 |
0.9155 |
0.0200 |
2.2% |
0.0062 |
0.7% |
72% |
False |
False |
195 |
| 10 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0054 |
0.6% |
77% |
False |
False |
148 |
| 20 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0054 |
0.6% |
87% |
False |
False |
103 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0030 |
0.3% |
89% |
False |
False |
52 |
| 60 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0023 |
0.2% |
93% |
False |
False |
35 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0018 |
0.2% |
93% |
False |
False |
26 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0014 |
0.2% |
93% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9414 |
|
1.618 |
0.9373 |
|
1.000 |
0.9348 |
|
0.618 |
0.9332 |
|
HIGH |
0.9307 |
|
0.618 |
0.9291 |
|
0.500 |
0.9287 |
|
0.382 |
0.9282 |
|
LOW |
0.9266 |
|
0.618 |
0.9241 |
|
1.000 |
0.9225 |
|
1.618 |
0.9200 |
|
2.618 |
0.9159 |
|
4.250 |
0.9092 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9294 |
0.9298 |
| PP |
0.9290 |
0.9297 |
| S1 |
0.9287 |
0.9297 |
|