CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9274 |
0.9206 |
-0.0068 |
-0.7% |
0.9283 |
| High |
0.9276 |
0.9211 |
-0.0065 |
-0.7% |
0.9321 |
| Low |
0.9180 |
0.9164 |
-0.0016 |
-0.2% |
0.9230 |
| Close |
0.9194 |
0.9171 |
-0.0023 |
-0.3% |
0.9233 |
| Range |
0.0096 |
0.0047 |
-0.0049 |
-51.0% |
0.0091 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
75 |
218 |
143 |
190.7% |
491 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9294 |
0.9197 |
|
| R3 |
0.9276 |
0.9247 |
0.9184 |
|
| R2 |
0.9229 |
0.9229 |
0.9180 |
|
| R1 |
0.9200 |
0.9200 |
0.9175 |
0.9191 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9178 |
| S1 |
0.9153 |
0.9153 |
0.9167 |
0.9144 |
| S2 |
0.9135 |
0.9135 |
0.9162 |
|
| S3 |
0.9088 |
0.9106 |
0.9158 |
|
| S4 |
0.9041 |
0.9059 |
0.9145 |
|
|
| 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 |
0.9164 |
0.0131 |
1.4% |
0.0050 |
0.5% |
5% |
False |
True |
130 |
| 10 |
0.9355 |
0.9164 |
0.0191 |
2.1% |
0.0054 |
0.6% |
4% |
False |
True |
142 |
| 20 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0053 |
0.6% |
26% |
False |
False |
142 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0041 |
0.4% |
66% |
False |
False |
77 |
| 60 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0029 |
0.3% |
75% |
False |
False |
52 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0023 |
0.2% |
76% |
False |
False |
39 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0018 |
0.2% |
76% |
False |
False |
31 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0015 |
0.2% |
76% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9411 |
|
2.618 |
0.9334 |
|
1.618 |
0.9287 |
|
1.000 |
0.9258 |
|
0.618 |
0.9240 |
|
HIGH |
0.9211 |
|
0.618 |
0.9193 |
|
0.500 |
0.9188 |
|
0.382 |
0.9182 |
|
LOW |
0.9164 |
|
0.618 |
0.9135 |
|
1.000 |
0.9117 |
|
1.618 |
0.9088 |
|
2.618 |
0.9041 |
|
4.250 |
0.8964 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9223 |
| PP |
0.9182 |
0.9206 |
| S1 |
0.9177 |
0.9188 |
|