CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9241 |
0.9287 |
0.0046 |
0.5% |
0.9180 |
| High |
0.9292 |
0.9295 |
0.0003 |
0.0% |
0.9355 |
| Low |
0.9241 |
0.9230 |
-0.0011 |
-0.1% |
0.9155 |
| Close |
0.9289 |
0.9233 |
-0.0056 |
-0.6% |
0.9298 |
| Range |
0.0051 |
0.0065 |
0.0014 |
27.5% |
0.0200 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
237 |
121 |
-116 |
-48.9% |
977 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9448 |
0.9405 |
0.9269 |
|
| R3 |
0.9383 |
0.9340 |
0.9251 |
|
| R2 |
0.9318 |
0.9318 |
0.9245 |
|
| R1 |
0.9275 |
0.9275 |
0.9239 |
0.9264 |
| PP |
0.9253 |
0.9253 |
0.9253 |
0.9247 |
| S1 |
0.9210 |
0.9210 |
0.9227 |
0.9199 |
| S2 |
0.9188 |
0.9188 |
0.9221 |
|
| S3 |
0.9123 |
0.9145 |
0.9215 |
|
| S4 |
0.9058 |
0.9080 |
0.9197 |
|
|
| 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 |
0.9321 |
0.9230 |
0.0091 |
1.0% |
0.0055 |
0.6% |
3% |
False |
True |
141 |
| 10 |
0.9355 |
0.9133 |
0.0222 |
2.4% |
0.0061 |
0.7% |
45% |
False |
False |
157 |
| 20 |
0.9355 |
0.8938 |
0.0417 |
4.5% |
0.0057 |
0.6% |
71% |
False |
False |
125 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0036 |
0.4% |
77% |
False |
False |
64 |
| 60 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0026 |
0.3% |
84% |
False |
False |
43 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0021 |
0.2% |
84% |
False |
False |
33 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0017 |
0.2% |
84% |
False |
False |
26 |
| 120 |
0.9382 |
0.8582 |
0.0800 |
8.7% |
0.0014 |
0.1% |
81% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9571 |
|
2.618 |
0.9465 |
|
1.618 |
0.9400 |
|
1.000 |
0.9360 |
|
0.618 |
0.9335 |
|
HIGH |
0.9295 |
|
0.618 |
0.9270 |
|
0.500 |
0.9263 |
|
0.382 |
0.9255 |
|
LOW |
0.9230 |
|
0.618 |
0.9190 |
|
1.000 |
0.9165 |
|
1.618 |
0.9125 |
|
2.618 |
0.9060 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9263 |
0.9276 |
| PP |
0.9253 |
0.9261 |
| S1 |
0.9243 |
0.9247 |
|