CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9354 |
0.0029 |
0.3% |
0.9373 |
| High |
0.9370 |
0.9380 |
0.0010 |
0.1% |
0.9454 |
| Low |
0.9320 |
0.9338 |
0.0018 |
0.2% |
0.9270 |
| Close |
0.9353 |
0.9377 |
0.0024 |
0.3% |
0.9309 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-16.0% |
0.0184 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
59,961 |
66,048 |
6,087 |
10.2% |
331,191 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9476 |
0.9400 |
|
| R3 |
0.9449 |
0.9434 |
0.9389 |
|
| R2 |
0.9407 |
0.9407 |
0.9385 |
|
| R1 |
0.9392 |
0.9392 |
0.9381 |
0.9400 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9369 |
| S1 |
0.9350 |
0.9350 |
0.9373 |
0.9358 |
| S2 |
0.9323 |
0.9323 |
0.9369 |
|
| S3 |
0.9281 |
0.9308 |
0.9365 |
|
| S4 |
0.9239 |
0.9266 |
0.9354 |
|
|
| 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 |
0.9448 |
0.9270 |
0.0178 |
1.9% |
0.0064 |
0.7% |
60% |
False |
False |
74,716 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0058 |
0.6% |
58% |
False |
False |
69,554 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0060 |
0.6% |
60% |
False |
False |
66,776 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
76% |
False |
False |
34,895 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
77% |
False |
False |
23,322 |
| 80 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0055 |
0.6% |
86% |
False |
False |
17,517 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.8% |
0.0045 |
0.5% |
88% |
False |
False |
14,014 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.3% |
0.0039 |
0.4% |
91% |
False |
False |
11,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9559 |
|
2.618 |
0.9490 |
|
1.618 |
0.9448 |
|
1.000 |
0.9422 |
|
0.618 |
0.9406 |
|
HIGH |
0.9380 |
|
0.618 |
0.9364 |
|
0.500 |
0.9359 |
|
0.382 |
0.9354 |
|
LOW |
0.9338 |
|
0.618 |
0.9312 |
|
1.000 |
0.9296 |
|
1.618 |
0.9270 |
|
2.618 |
0.9228 |
|
4.250 |
0.9160 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9364 |
| PP |
0.9365 |
0.9351 |
| S1 |
0.9359 |
0.9338 |
|