CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9287 |
0.9242 |
-0.0045 |
-0.5% |
0.9283 |
| High |
0.9295 |
0.9253 |
-0.0042 |
-0.5% |
0.9321 |
| Low |
0.9230 |
0.9229 |
-0.0001 |
0.0% |
0.9230 |
| Close |
0.9233 |
0.9237 |
0.0004 |
0.0% |
0.9233 |
| Range |
0.0065 |
0.0024 |
-0.0041 |
-63.1% |
0.0091 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
121 |
132 |
11 |
9.1% |
491 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9298 |
0.9250 |
|
| R3 |
0.9288 |
0.9274 |
0.9244 |
|
| R2 |
0.9264 |
0.9264 |
0.9241 |
|
| R1 |
0.9250 |
0.9250 |
0.9239 |
0.9245 |
| PP |
0.9240 |
0.9240 |
0.9240 |
0.9237 |
| S1 |
0.9226 |
0.9226 |
0.9235 |
0.9221 |
| S2 |
0.9216 |
0.9216 |
0.9233 |
|
| S3 |
0.9192 |
0.9202 |
0.9230 |
|
| S4 |
0.9168 |
0.9178 |
0.9224 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9534 |
0.9475 |
0.9283 |
|
| R3 |
0.9443 |
0.9384 |
0.9258 |
|
| R2 |
0.9352 |
0.9352 |
0.9250 |
|
| R1 |
0.9293 |
0.9293 |
0.9241 |
0.9277 |
| PP |
0.9261 |
0.9261 |
0.9261 |
0.9254 |
| S1 |
0.9202 |
0.9202 |
0.9225 |
0.9186 |
| S2 |
0.9170 |
0.9170 |
0.9216 |
|
| S3 |
0.9079 |
0.9111 |
0.9208 |
|
| S4 |
0.8988 |
0.9020 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9321 |
0.9229 |
0.0092 |
1.0% |
0.0052 |
0.6% |
9% |
False |
True |
124 |
| 10 |
0.9355 |
0.9155 |
0.0200 |
2.2% |
0.0057 |
0.6% |
41% |
False |
False |
160 |
| 20 |
0.9355 |
0.8949 |
0.0406 |
4.4% |
0.0056 |
0.6% |
71% |
False |
False |
131 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0037 |
0.4% |
78% |
False |
False |
68 |
| 60 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0026 |
0.3% |
85% |
False |
False |
45 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0021 |
0.2% |
85% |
False |
False |
34 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0017 |
0.2% |
85% |
False |
False |
27 |
| 120 |
0.9379 |
0.8582 |
0.0797 |
8.6% |
0.0014 |
0.2% |
82% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9316 |
|
1.618 |
0.9292 |
|
1.000 |
0.9277 |
|
0.618 |
0.9268 |
|
HIGH |
0.9253 |
|
0.618 |
0.9244 |
|
0.500 |
0.9241 |
|
0.382 |
0.9238 |
|
LOW |
0.9229 |
|
0.618 |
0.9214 |
|
1.000 |
0.9205 |
|
1.618 |
0.9190 |
|
2.618 |
0.9166 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9241 |
0.9262 |
| PP |
0.9240 |
0.9254 |
| S1 |
0.9238 |
0.9245 |
|