CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9206 |
0.9180 |
-0.0026 |
-0.3% |
0.9242 |
| High |
0.9211 |
0.9207 |
-0.0004 |
0.0% |
0.9282 |
| Low |
0.9164 |
0.9174 |
0.0010 |
0.1% |
0.9164 |
| Close |
0.9171 |
0.9181 |
0.0010 |
0.1% |
0.9181 |
| Range |
0.0047 |
0.0033 |
-0.0014 |
-29.8% |
0.0118 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
218 |
118 |
-100 |
-45.9% |
651 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9267 |
0.9199 |
|
| R3 |
0.9253 |
0.9234 |
0.9190 |
|
| R2 |
0.9220 |
0.9220 |
0.9187 |
|
| R1 |
0.9201 |
0.9201 |
0.9184 |
0.9211 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9192 |
| S1 |
0.9168 |
0.9168 |
0.9178 |
0.9178 |
| S2 |
0.9154 |
0.9154 |
0.9175 |
|
| S3 |
0.9121 |
0.9135 |
0.9172 |
|
| S4 |
0.9088 |
0.9102 |
0.9163 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9490 |
0.9246 |
|
| R3 |
0.9445 |
0.9372 |
0.9213 |
|
| R2 |
0.9327 |
0.9327 |
0.9203 |
|
| R1 |
0.9254 |
0.9254 |
0.9192 |
0.9232 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9198 |
| S1 |
0.9136 |
0.9136 |
0.9170 |
0.9114 |
| S2 |
0.9091 |
0.9091 |
0.9159 |
|
| S3 |
0.8973 |
0.9018 |
0.9149 |
|
| S4 |
0.8855 |
0.8900 |
0.9116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9282 |
0.9164 |
0.0118 |
1.3% |
0.0044 |
0.5% |
14% |
False |
False |
130 |
| 10 |
0.9321 |
0.9164 |
0.0157 |
1.7% |
0.0049 |
0.5% |
11% |
False |
False |
136 |
| 20 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0052 |
0.6% |
30% |
False |
False |
141 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0042 |
0.5% |
68% |
False |
False |
80 |
| 60 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0029 |
0.3% |
76% |
False |
False |
54 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0023 |
0.2% |
77% |
False |
False |
41 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0019 |
0.2% |
77% |
False |
False |
32 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0016 |
0.2% |
77% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9293 |
|
1.618 |
0.9260 |
|
1.000 |
0.9240 |
|
0.618 |
0.9227 |
|
HIGH |
0.9207 |
|
0.618 |
0.9194 |
|
0.500 |
0.9191 |
|
0.382 |
0.9187 |
|
LOW |
0.9174 |
|
0.618 |
0.9154 |
|
1.000 |
0.9141 |
|
1.618 |
0.9121 |
|
2.618 |
0.9088 |
|
4.250 |
0.9034 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9220 |
| PP |
0.9187 |
0.9207 |
| S1 |
0.9184 |
0.9194 |
|