CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9164 |
-0.0027 |
-0.3% |
0.9242 |
| High |
0.9222 |
0.9194 |
-0.0028 |
-0.3% |
0.9282 |
| Low |
0.9157 |
0.9149 |
-0.0008 |
-0.1% |
0.9164 |
| Close |
0.9166 |
0.9186 |
0.0020 |
0.2% |
0.9181 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0118 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
192 |
167 |
-25 |
-13.0% |
651 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9294 |
0.9211 |
|
| R3 |
0.9266 |
0.9249 |
0.9198 |
|
| R2 |
0.9221 |
0.9221 |
0.9194 |
|
| R1 |
0.9204 |
0.9204 |
0.9190 |
0.9213 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9181 |
| S1 |
0.9159 |
0.9159 |
0.9182 |
0.9168 |
| S2 |
0.9131 |
0.9131 |
0.9178 |
|
| S3 |
0.9086 |
0.9114 |
0.9174 |
|
| S4 |
0.9041 |
0.9069 |
0.9161 |
|
|
| 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 |
0.9276 |
0.9149 |
0.0127 |
1.4% |
0.0057 |
0.6% |
29% |
False |
True |
154 |
| 10 |
0.9321 |
0.9149 |
0.0172 |
1.9% |
0.0053 |
0.6% |
22% |
False |
True |
145 |
| 20 |
0.9355 |
0.9107 |
0.0248 |
2.7% |
0.0053 |
0.6% |
32% |
False |
False |
145 |
| 40 |
0.9355 |
0.8827 |
0.0528 |
5.7% |
0.0044 |
0.5% |
68% |
False |
False |
89 |
| 60 |
0.9355 |
0.8625 |
0.0730 |
7.9% |
0.0031 |
0.3% |
77% |
False |
False |
60 |
| 80 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0024 |
0.3% |
78% |
False |
False |
45 |
| 100 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0020 |
0.2% |
78% |
False |
False |
36 |
| 120 |
0.9355 |
0.8582 |
0.0773 |
8.4% |
0.0017 |
0.2% |
78% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9312 |
|
1.618 |
0.9267 |
|
1.000 |
0.9239 |
|
0.618 |
0.9222 |
|
HIGH |
0.9194 |
|
0.618 |
0.9177 |
|
0.500 |
0.9172 |
|
0.382 |
0.9166 |
|
LOW |
0.9149 |
|
0.618 |
0.9121 |
|
1.000 |
0.9104 |
|
1.618 |
0.9076 |
|
2.618 |
0.9031 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9181 |
0.9186 |
| PP |
0.9176 |
0.9186 |
| S1 |
0.9172 |
0.9186 |
|