CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9283 |
0.9320 |
0.0037 |
0.4% |
0.9180 |
| High |
0.9321 |
0.9321 |
0.0000 |
0.0% |
0.9355 |
| Low |
0.9283 |
0.9240 |
-0.0043 |
-0.5% |
0.9155 |
| Close |
0.9315 |
0.9257 |
-0.0058 |
-0.6% |
0.9298 |
| Range |
0.0038 |
0.0081 |
0.0043 |
113.2% |
0.0200 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.6% |
0.0000 |
| Volume |
47 |
86 |
39 |
83.0% |
977 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9516 |
0.9467 |
0.9302 |
|
| R3 |
0.9435 |
0.9386 |
0.9279 |
|
| R2 |
0.9354 |
0.9354 |
0.9272 |
|
| R1 |
0.9305 |
0.9305 |
0.9264 |
0.9289 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9265 |
| S1 |
0.9224 |
0.9224 |
0.9250 |
0.9208 |
| S2 |
0.9192 |
0.9192 |
0.9242 |
|
| S3 |
0.9111 |
0.9143 |
0.9235 |
|
| S4 |
0.9030 |
0.9062 |
0.9212 |
|
|
| 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 |
0.9239 |
0.0116 |
1.3% |
0.0059 |
0.6% |
16% |
False |
False |
163 |
| 10 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0056 |
0.6% |
60% |
False |
False |
146 |
| 20 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0057 |
0.6% |
78% |
False |
False |
109 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0033 |
0.4% |
82% |
False |
False |
55 |
| 60 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0025 |
0.3% |
87% |
False |
False |
37 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0019 |
0.2% |
87% |
False |
False |
28 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0015 |
0.2% |
87% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9533 |
|
1.618 |
0.9452 |
|
1.000 |
0.9402 |
|
0.618 |
0.9371 |
|
HIGH |
0.9321 |
|
0.618 |
0.9290 |
|
0.500 |
0.9281 |
|
0.382 |
0.9271 |
|
LOW |
0.9240 |
|
0.618 |
0.9190 |
|
1.000 |
0.9159 |
|
1.618 |
0.9109 |
|
2.618 |
0.9028 |
|
4.250 |
0.8896 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9281 |
0.9281 |
| PP |
0.9273 |
0.9273 |
| S1 |
0.9265 |
0.9265 |
|