CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9393 |
-0.0052 |
-0.6% |
0.9323 |
| High |
0.9448 |
0.9396 |
-0.0052 |
-0.6% |
0.9391 |
| Low |
0.9381 |
0.9270 |
-0.0111 |
-1.2% |
0.9300 |
| Close |
0.9389 |
0.9309 |
-0.0080 |
-0.9% |
0.9372 |
| Range |
0.0067 |
0.0126 |
0.0059 |
88.1% |
0.0091 |
| ATR |
0.0058 |
0.0062 |
0.0005 |
8.5% |
0.0000 |
| Volume |
72,635 |
104,872 |
32,237 |
44.4% |
287,707 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9703 |
0.9632 |
0.9378 |
|
| R3 |
0.9577 |
0.9506 |
0.9344 |
|
| R2 |
0.9451 |
0.9451 |
0.9332 |
|
| R1 |
0.9380 |
0.9380 |
0.9321 |
0.9353 |
| PP |
0.9325 |
0.9325 |
0.9325 |
0.9311 |
| S1 |
0.9254 |
0.9254 |
0.9297 |
0.9227 |
| S2 |
0.9199 |
0.9199 |
0.9286 |
|
| S3 |
0.9073 |
0.9128 |
0.9274 |
|
| S4 |
0.8947 |
0.9002 |
0.9240 |
|
|
| 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 |
0.9270 |
0.0184 |
2.0% |
0.0074 |
0.8% |
21% |
False |
True |
77,537 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0062 |
0.7% |
21% |
False |
True |
66,555 |
| 20 |
0.9454 |
0.9257 |
0.0197 |
2.1% |
0.0060 |
0.6% |
26% |
False |
False |
58,813 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
54% |
False |
False |
30,012 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
57% |
False |
False |
20,065 |
| 80 |
0.9454 |
0.8860 |
0.0594 |
6.4% |
0.0054 |
0.6% |
76% |
False |
False |
15,066 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0044 |
0.5% |
77% |
False |
False |
12,053 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.4% |
0.0038 |
0.4% |
83% |
False |
False |
10,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9932 |
|
2.618 |
0.9726 |
|
1.618 |
0.9600 |
|
1.000 |
0.9522 |
|
0.618 |
0.9474 |
|
HIGH |
0.9396 |
|
0.618 |
0.9348 |
|
0.500 |
0.9333 |
|
0.382 |
0.9318 |
|
LOW |
0.9270 |
|
0.618 |
0.9192 |
|
1.000 |
0.9144 |
|
1.618 |
0.9066 |
|
2.618 |
0.8940 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9333 |
0.9362 |
| PP |
0.9325 |
0.9344 |
| S1 |
0.9317 |
0.9327 |
|