CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9382 |
0.0009 |
0.1% |
0.9323 |
| High |
0.9388 |
0.9454 |
0.0066 |
0.7% |
0.9391 |
| Low |
0.9336 |
0.9364 |
0.0028 |
0.3% |
0.9300 |
| Close |
0.9376 |
0.9446 |
0.0070 |
0.7% |
0.9372 |
| Range |
0.0052 |
0.0090 |
0.0038 |
73.1% |
0.0091 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
4.7% |
0.0000 |
| Volume |
61,727 |
91,957 |
30,230 |
49.0% |
287,707 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9659 |
0.9496 |
|
| R3 |
0.9601 |
0.9569 |
0.9471 |
|
| R2 |
0.9511 |
0.9511 |
0.9463 |
|
| R1 |
0.9479 |
0.9479 |
0.9454 |
0.9495 |
| PP |
0.9421 |
0.9421 |
0.9421 |
0.9430 |
| S1 |
0.9389 |
0.9389 |
0.9438 |
0.9405 |
| S2 |
0.9331 |
0.9331 |
0.9430 |
|
| S3 |
0.9241 |
0.9299 |
0.9421 |
|
| S4 |
0.9151 |
0.9209 |
0.9397 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9591 |
0.9422 |
|
| R3 |
0.9536 |
0.9500 |
0.9397 |
|
| R2 |
0.9445 |
0.9445 |
0.9389 |
|
| R1 |
0.9409 |
0.9409 |
0.9380 |
0.9427 |
| PP |
0.9354 |
0.9354 |
0.9354 |
0.9364 |
| S1 |
0.9318 |
0.9318 |
0.9364 |
0.9336 |
| S2 |
0.9263 |
0.9263 |
0.9355 |
|
| S3 |
0.9172 |
0.9227 |
0.9347 |
|
| S4 |
0.9081 |
0.9136 |
0.9322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9454 |
0.9300 |
0.0154 |
1.6% |
0.0051 |
0.5% |
95% |
True |
False |
64,392 |
| 10 |
0.9454 |
0.9261 |
0.0193 |
2.0% |
0.0059 |
0.6% |
96% |
True |
False |
62,649 |
| 20 |
0.9454 |
0.9188 |
0.0266 |
2.8% |
0.0057 |
0.6% |
97% |
True |
False |
50,329 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
97% |
True |
False |
25,585 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.5% |
0.0055 |
0.6% |
98% |
True |
False |
17,112 |
| 80 |
0.9454 |
0.8857 |
0.0597 |
6.3% |
0.0052 |
0.5% |
99% |
True |
False |
12,848 |
| 100 |
0.9454 |
0.8794 |
0.0660 |
7.0% |
0.0042 |
0.4% |
99% |
True |
False |
10,278 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.2% |
0.0036 |
0.4% |
99% |
True |
False |
8,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9837 |
|
2.618 |
0.9690 |
|
1.618 |
0.9600 |
|
1.000 |
0.9544 |
|
0.618 |
0.9510 |
|
HIGH |
0.9454 |
|
0.618 |
0.9420 |
|
0.500 |
0.9409 |
|
0.382 |
0.9398 |
|
LOW |
0.9364 |
|
0.618 |
0.9308 |
|
1.000 |
0.9274 |
|
1.618 |
0.9218 |
|
2.618 |
0.9128 |
|
4.250 |
0.8982 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9434 |
0.9429 |
| PP |
0.9421 |
0.9412 |
| S1 |
0.9409 |
0.9395 |
|