CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9393 |
0.9316 |
-0.0077 |
-0.8% |
0.9373 |
| High |
0.9396 |
0.9331 |
-0.0065 |
-0.7% |
0.9454 |
| Low |
0.9270 |
0.9296 |
0.0026 |
0.3% |
0.9270 |
| Close |
0.9309 |
0.9326 |
0.0017 |
0.2% |
0.9309 |
| Range |
0.0126 |
0.0035 |
-0.0091 |
-72.2% |
0.0184 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
104,872 |
70,064 |
-34,808 |
-33.2% |
331,191 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9423 |
0.9409 |
0.9345 |
|
| R3 |
0.9388 |
0.9374 |
0.9336 |
|
| R2 |
0.9353 |
0.9353 |
0.9332 |
|
| R1 |
0.9339 |
0.9339 |
0.9329 |
0.9346 |
| PP |
0.9318 |
0.9318 |
0.9318 |
0.9321 |
| S1 |
0.9304 |
0.9304 |
0.9323 |
0.9311 |
| S2 |
0.9283 |
0.9283 |
0.9320 |
|
| S3 |
0.9248 |
0.9269 |
0.9316 |
|
| S4 |
0.9213 |
0.9234 |
0.9307 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9787 |
0.9410 |
|
| R3 |
0.9712 |
0.9603 |
0.9360 |
|
| R2 |
0.9528 |
0.9528 |
0.9343 |
|
| R1 |
0.9419 |
0.9419 |
0.9326 |
0.9382 |
| PP |
0.9344 |
0.9344 |
0.9344 |
0.9326 |
| S1 |
0.9235 |
0.9235 |
0.9292 |
0.9198 |
| S2 |
0.9160 |
0.9160 |
0.9275 |
|
| S3 |
0.8976 |
0.9051 |
0.9258 |
|
| S4 |
0.8792 |
0.8867 |
0.9208 |
|
|
| 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% |
30% |
False |
False |
80,251 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0062 |
0.7% |
30% |
False |
False |
68,896 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0059 |
0.6% |
34% |
False |
False |
62,177 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
60% |
False |
False |
31,761 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
62% |
False |
False |
21,228 |
| 80 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0054 |
0.6% |
77% |
False |
False |
15,942 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0044 |
0.5% |
80% |
False |
False |
12,754 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.4% |
0.0038 |
0.4% |
85% |
False |
False |
10,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9480 |
|
2.618 |
0.9423 |
|
1.618 |
0.9388 |
|
1.000 |
0.9366 |
|
0.618 |
0.9353 |
|
HIGH |
0.9331 |
|
0.618 |
0.9318 |
|
0.500 |
0.9314 |
|
0.382 |
0.9309 |
|
LOW |
0.9296 |
|
0.618 |
0.9274 |
|
1.000 |
0.9261 |
|
1.618 |
0.9239 |
|
2.618 |
0.9204 |
|
4.250 |
0.9147 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9322 |
0.9359 |
| PP |
0.9318 |
0.9348 |
| S1 |
0.9314 |
0.9337 |
|