CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9352 |
0.0010 |
0.1% |
0.9316 |
| High |
0.9362 |
0.9362 |
0.0000 |
0.0% |
0.9417 |
| Low |
0.9339 |
0.9308 |
-0.0031 |
-0.3% |
0.9296 |
| Close |
0.9350 |
0.9333 |
-0.0017 |
-0.2% |
0.9346 |
| Range |
0.0023 |
0.0054 |
0.0031 |
134.8% |
0.0121 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
34,465 |
82,144 |
47,679 |
138.3% |
331,337 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9496 |
0.9469 |
0.9363 |
|
| R3 |
0.9442 |
0.9415 |
0.9348 |
|
| R2 |
0.9388 |
0.9388 |
0.9343 |
|
| R1 |
0.9361 |
0.9361 |
0.9338 |
0.9348 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9328 |
| S1 |
0.9307 |
0.9307 |
0.9328 |
0.9294 |
| S2 |
0.9280 |
0.9280 |
0.9323 |
|
| S3 |
0.9226 |
0.9253 |
0.9318 |
|
| S4 |
0.9172 |
0.9199 |
0.9303 |
|
|
| 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 |
0.9308 |
0.0109 |
1.2% |
0.0050 |
0.5% |
23% |
False |
True |
63,584 |
| 10 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0062 |
0.7% |
34% |
False |
False |
71,741 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0060 |
0.6% |
37% |
False |
False |
65,904 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0058 |
0.6% |
62% |
False |
False |
41,153 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
64% |
False |
False |
27,512 |
| 80 |
0.9454 |
0.8938 |
0.0516 |
5.5% |
0.0055 |
0.6% |
77% |
False |
False |
20,665 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0047 |
0.5% |
81% |
False |
False |
16,533 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.3% |
0.0040 |
0.4% |
86% |
False |
False |
13,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9592 |
|
2.618 |
0.9503 |
|
1.618 |
0.9449 |
|
1.000 |
0.9416 |
|
0.618 |
0.9395 |
|
HIGH |
0.9362 |
|
0.618 |
0.9341 |
|
0.500 |
0.9335 |
|
0.382 |
0.9329 |
|
LOW |
0.9308 |
|
0.618 |
0.9275 |
|
1.000 |
0.9254 |
|
1.618 |
0.9221 |
|
2.618 |
0.9167 |
|
4.250 |
0.9079 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9338 |
| PP |
0.9334 |
0.9336 |
| S1 |
0.9334 |
0.9335 |
|