CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9241 |
-0.0079 |
-0.8% |
0.9180 |
| High |
0.9321 |
0.9292 |
-0.0029 |
-0.3% |
0.9355 |
| Low |
0.9240 |
0.9241 |
0.0001 |
0.0% |
0.9155 |
| Close |
0.9257 |
0.9289 |
0.0032 |
0.3% |
0.9298 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0200 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
86 |
237 |
151 |
175.6% |
977 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9427 |
0.9409 |
0.9317 |
|
| R3 |
0.9376 |
0.9358 |
0.9303 |
|
| R2 |
0.9325 |
0.9325 |
0.9298 |
|
| R1 |
0.9307 |
0.9307 |
0.9294 |
0.9316 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9279 |
| S1 |
0.9256 |
0.9256 |
0.9284 |
0.9265 |
| S2 |
0.9223 |
0.9223 |
0.9280 |
|
| S3 |
0.9172 |
0.9205 |
0.9275 |
|
| S4 |
0.9121 |
0.9154 |
0.9261 |
|
|
| 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 |
0.9240 |
0.0115 |
1.2% |
0.0058 |
0.6% |
43% |
False |
False |
153 |
| 10 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0058 |
0.6% |
73% |
False |
False |
160 |
| 20 |
0.9355 |
0.8900 |
0.0455 |
4.9% |
0.0055 |
0.6% |
85% |
False |
False |
119 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0035 |
0.4% |
88% |
False |
False |
61 |
| 60 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0025 |
0.3% |
91% |
False |
False |
41 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0020 |
0.2% |
91% |
False |
False |
31 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0016 |
0.2% |
91% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9509 |
|
2.618 |
0.9426 |
|
1.618 |
0.9375 |
|
1.000 |
0.9343 |
|
0.618 |
0.9324 |
|
HIGH |
0.9292 |
|
0.618 |
0.9273 |
|
0.500 |
0.9267 |
|
0.382 |
0.9260 |
|
LOW |
0.9241 |
|
0.618 |
0.9209 |
|
1.000 |
0.9190 |
|
1.618 |
0.9158 |
|
2.618 |
0.9107 |
|
4.250 |
0.9024 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9282 |
0.9286 |
| PP |
0.9274 |
0.9283 |
| S1 |
0.9267 |
0.9281 |
|