CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9180 |
0.9191 |
0.0011 |
0.1% |
0.9242 |
| High |
0.9207 |
0.9222 |
0.0015 |
0.2% |
0.9282 |
| Low |
0.9174 |
0.9157 |
-0.0017 |
-0.2% |
0.9164 |
| Close |
0.9181 |
0.9166 |
-0.0015 |
-0.2% |
0.9181 |
| Range |
0.0033 |
0.0065 |
0.0032 |
97.0% |
0.0118 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.4% |
0.0000 |
| Volume |
118 |
192 |
74 |
62.7% |
651 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9377 |
0.9336 |
0.9202 |
|
| R3 |
0.9312 |
0.9271 |
0.9184 |
|
| R2 |
0.9247 |
0.9247 |
0.9178 |
|
| R1 |
0.9206 |
0.9206 |
0.9172 |
0.9194 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9176 |
| S1 |
0.9141 |
0.9141 |
0.9160 |
0.9129 |
| S2 |
0.9117 |
0.9117 |
0.9154 |
|
| S3 |
0.9052 |
0.9076 |
0.9148 |
|
| S4 |
0.8987 |
0.9011 |
0.9130 |
|
|
| 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 |
0.9157 |
0.0125 |
1.4% |
0.0052 |
0.6% |
7% |
False |
True |
142 |
| 10 |
0.9321 |
0.9157 |
0.0164 |
1.8% |
0.0052 |
0.6% |
5% |
False |
True |
133 |
| 20 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0053 |
0.6% |
24% |
False |
False |
140 |
| 40 |
0.9355 |
0.8813 |
0.0542 |
5.9% |
0.0043 |
0.5% |
65% |
False |
False |
85 |
| 60 |
0.9355 |
0.8615 |
0.0740 |
8.1% |
0.0030 |
0.3% |
74% |
False |
False |
57 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0023 |
0.3% |
76% |
False |
False |
43 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0019 |
0.2% |
76% |
False |
False |
34 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0016 |
0.2% |
76% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9498 |
|
2.618 |
0.9392 |
|
1.618 |
0.9327 |
|
1.000 |
0.9287 |
|
0.618 |
0.9262 |
|
HIGH |
0.9222 |
|
0.618 |
0.9197 |
|
0.500 |
0.9190 |
|
0.382 |
0.9182 |
|
LOW |
0.9157 |
|
0.618 |
0.9117 |
|
1.000 |
0.9092 |
|
1.618 |
0.9052 |
|
2.618 |
0.8987 |
|
4.250 |
0.8881 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9190 |
0.9190 |
| PP |
0.9182 |
0.9182 |
| S1 |
0.9174 |
0.9174 |
|