CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9242 |
0.9264 |
0.0022 |
0.2% |
0.9283 |
| High |
0.9253 |
0.9282 |
0.0029 |
0.3% |
0.9321 |
| Low |
0.9229 |
0.9264 |
0.0035 |
0.4% |
0.9230 |
| Close |
0.9237 |
0.9268 |
0.0031 |
0.3% |
0.9233 |
| Range |
0.0024 |
0.0018 |
-0.0006 |
-25.0% |
0.0091 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
132 |
108 |
-24 |
-18.2% |
491 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9315 |
0.9278 |
|
| R3 |
0.9307 |
0.9297 |
0.9273 |
|
| R2 |
0.9289 |
0.9289 |
0.9271 |
|
| R1 |
0.9279 |
0.9279 |
0.9270 |
0.9284 |
| PP |
0.9271 |
0.9271 |
0.9271 |
0.9274 |
| S1 |
0.9261 |
0.9261 |
0.9266 |
0.9266 |
| S2 |
0.9253 |
0.9253 |
0.9265 |
|
| S3 |
0.9235 |
0.9243 |
0.9263 |
|
| S4 |
0.9217 |
0.9225 |
0.9258 |
|
|
| 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% |
0.0048 |
0.5% |
42% |
False |
False |
136 |
| 10 |
0.9355 |
0.9167 |
0.0188 |
2.0% |
0.0055 |
0.6% |
54% |
False |
False |
152 |
| 20 |
0.9355 |
0.9018 |
0.0337 |
3.6% |
0.0052 |
0.6% |
74% |
False |
False |
135 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.8% |
0.0037 |
0.4% |
84% |
False |
False |
70 |
| 60 |
0.9355 |
0.8615 |
0.0740 |
8.0% |
0.0026 |
0.3% |
88% |
False |
False |
47 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0021 |
0.2% |
89% |
False |
False |
35 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0017 |
0.2% |
89% |
False |
False |
28 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.3% |
0.0014 |
0.2% |
89% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9359 |
|
2.618 |
0.9329 |
|
1.618 |
0.9311 |
|
1.000 |
0.9300 |
|
0.618 |
0.9293 |
|
HIGH |
0.9282 |
|
0.618 |
0.9275 |
|
0.500 |
0.9273 |
|
0.382 |
0.9271 |
|
LOW |
0.9264 |
|
0.618 |
0.9253 |
|
1.000 |
0.9246 |
|
1.618 |
0.9235 |
|
2.618 |
0.9217 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9273 |
0.9266 |
| PP |
0.9271 |
0.9264 |
| S1 |
0.9270 |
0.9262 |
|