CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9354 |
0.9366 |
0.0012 |
0.1% |
0.9373 |
| High |
0.9380 |
0.9417 |
0.0037 |
0.4% |
0.9454 |
| Low |
0.9338 |
0.9319 |
-0.0019 |
-0.2% |
0.9270 |
| Close |
0.9377 |
0.9352 |
-0.0025 |
-0.3% |
0.9309 |
| Range |
0.0042 |
0.0098 |
0.0056 |
133.3% |
0.0184 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.8% |
0.0000 |
| Volume |
66,048 |
80,047 |
13,999 |
21.2% |
331,191 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9657 |
0.9602 |
0.9406 |
|
| R3 |
0.9559 |
0.9504 |
0.9379 |
|
| R2 |
0.9461 |
0.9461 |
0.9370 |
|
| R1 |
0.9406 |
0.9406 |
0.9361 |
0.9385 |
| PP |
0.9363 |
0.9363 |
0.9363 |
0.9352 |
| S1 |
0.9308 |
0.9308 |
0.9343 |
0.9287 |
| S2 |
0.9265 |
0.9265 |
0.9334 |
|
| S3 |
0.9167 |
0.9210 |
0.9325 |
|
| S4 |
0.9069 |
0.9112 |
0.9298 |
|
|
| 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 |
0.9417 |
0.9270 |
0.0147 |
1.6% |
0.0070 |
0.8% |
56% |
True |
False |
76,198 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0062 |
0.7% |
45% |
False |
False |
71,158 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0063 |
0.7% |
47% |
False |
False |
67,774 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0059 |
0.6% |
68% |
False |
False |
36,894 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
69% |
False |
False |
24,655 |
| 80 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0055 |
0.6% |
82% |
False |
False |
18,518 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0046 |
0.5% |
84% |
False |
False |
14,814 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.3% |
0.0040 |
0.4% |
88% |
False |
False |
12,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9834 |
|
2.618 |
0.9674 |
|
1.618 |
0.9576 |
|
1.000 |
0.9515 |
|
0.618 |
0.9478 |
|
HIGH |
0.9417 |
|
0.618 |
0.9380 |
|
0.500 |
0.9368 |
|
0.382 |
0.9356 |
|
LOW |
0.9319 |
|
0.618 |
0.9258 |
|
1.000 |
0.9221 |
|
1.618 |
0.9160 |
|
2.618 |
0.9062 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9368 |
0.9368 |
| PP |
0.9363 |
0.9363 |
| S1 |
0.9357 |
0.9357 |
|