CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9264 |
0.9274 |
0.0010 |
0.1% |
0.9283 |
| High |
0.9282 |
0.9276 |
-0.0006 |
-0.1% |
0.9321 |
| Low |
0.9264 |
0.9180 |
-0.0084 |
-0.9% |
0.9230 |
| Close |
0.9268 |
0.9194 |
-0.0074 |
-0.8% |
0.9233 |
| Range |
0.0018 |
0.0096 |
0.0078 |
433.3% |
0.0091 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0000 |
| Volume |
108 |
75 |
-33 |
-30.6% |
491 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9445 |
0.9247 |
|
| R3 |
0.9409 |
0.9349 |
0.9220 |
|
| R2 |
0.9313 |
0.9313 |
0.9212 |
|
| R1 |
0.9253 |
0.9253 |
0.9203 |
0.9235 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9208 |
| S1 |
0.9157 |
0.9157 |
0.9185 |
0.9139 |
| S2 |
0.9121 |
0.9121 |
0.9176 |
|
| S3 |
0.9025 |
0.9061 |
0.9168 |
|
| S4 |
0.8929 |
0.8965 |
0.9141 |
|
|
| 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 |
0.9295 |
0.9180 |
0.0115 |
1.3% |
0.0051 |
0.6% |
12% |
False |
True |
134 |
| 10 |
0.9355 |
0.9180 |
0.0175 |
1.9% |
0.0055 |
0.6% |
8% |
False |
True |
149 |
| 20 |
0.9355 |
0.9049 |
0.0306 |
3.3% |
0.0055 |
0.6% |
47% |
False |
False |
135 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0040 |
0.4% |
70% |
False |
False |
72 |
| 60 |
0.9355 |
0.8615 |
0.0740 |
8.0% |
0.0028 |
0.3% |
78% |
False |
False |
48 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0022 |
0.2% |
79% |
False |
False |
36 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0018 |
0.2% |
79% |
False |
False |
29 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0015 |
0.2% |
79% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9684 |
|
2.618 |
0.9527 |
|
1.618 |
0.9431 |
|
1.000 |
0.9372 |
|
0.618 |
0.9335 |
|
HIGH |
0.9276 |
|
0.618 |
0.9239 |
|
0.500 |
0.9228 |
|
0.382 |
0.9217 |
|
LOW |
0.9180 |
|
0.618 |
0.9121 |
|
1.000 |
0.9084 |
|
1.618 |
0.9025 |
|
2.618 |
0.8929 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9231 |
| PP |
0.9217 |
0.9219 |
| S1 |
0.9205 |
0.9206 |
|