CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9366 |
0.9350 |
-0.0016 |
-0.2% |
0.9316 |
| High |
0.9417 |
0.9367 |
-0.0050 |
-0.5% |
0.9417 |
| Low |
0.9319 |
0.9334 |
0.0015 |
0.2% |
0.9296 |
| Close |
0.9352 |
0.9346 |
-0.0006 |
-0.1% |
0.9346 |
| Range |
0.0098 |
0.0033 |
-0.0065 |
-66.3% |
0.0121 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
80,047 |
55,217 |
-24,830 |
-31.0% |
331,337 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9448 |
0.9430 |
0.9364 |
|
| R3 |
0.9415 |
0.9397 |
0.9355 |
|
| R2 |
0.9382 |
0.9382 |
0.9352 |
|
| R1 |
0.9364 |
0.9364 |
0.9349 |
0.9357 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9345 |
| S1 |
0.9331 |
0.9331 |
0.9343 |
0.9324 |
| S2 |
0.9316 |
0.9316 |
0.9340 |
|
| S3 |
0.9283 |
0.9298 |
0.9337 |
|
| S4 |
0.9250 |
0.9265 |
0.9328 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9716 |
0.9652 |
0.9413 |
|
| R3 |
0.9595 |
0.9531 |
0.9379 |
|
| R2 |
0.9474 |
0.9474 |
0.9368 |
|
| R1 |
0.9410 |
0.9410 |
0.9357 |
0.9442 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9369 |
| S1 |
0.9289 |
0.9289 |
0.9335 |
0.9321 |
| S2 |
0.9232 |
0.9232 |
0.9324 |
|
| S3 |
0.9111 |
0.9168 |
0.9313 |
|
| S4 |
0.8990 |
0.9047 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9417 |
0.9296 |
0.0121 |
1.3% |
0.0052 |
0.6% |
41% |
False |
False |
66,267 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0063 |
0.7% |
41% |
False |
False |
71,902 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0061 |
0.6% |
44% |
False |
False |
66,224 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0058 |
0.6% |
66% |
False |
False |
38,269 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
68% |
False |
False |
25,574 |
| 80 |
0.9454 |
0.8900 |
0.0554 |
5.9% |
0.0056 |
0.6% |
81% |
False |
False |
19,208 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0046 |
0.5% |
83% |
False |
False |
15,367 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.3% |
0.0040 |
0.4% |
88% |
False |
False |
12,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9507 |
|
2.618 |
0.9453 |
|
1.618 |
0.9420 |
|
1.000 |
0.9400 |
|
0.618 |
0.9387 |
|
HIGH |
0.9367 |
|
0.618 |
0.9354 |
|
0.500 |
0.9351 |
|
0.382 |
0.9347 |
|
LOW |
0.9334 |
|
0.618 |
0.9314 |
|
1.000 |
0.9301 |
|
1.618 |
0.9281 |
|
2.618 |
0.9248 |
|
4.250 |
0.9194 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9351 |
0.9368 |
| PP |
0.9349 |
0.9361 |
| S1 |
0.9348 |
0.9353 |
|