CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9352 |
0.9329 |
-0.0023 |
-0.2% |
0.9316 |
| High |
0.9362 |
0.9334 |
-0.0028 |
-0.3% |
0.9417 |
| Low |
0.9308 |
0.9289 |
-0.0019 |
-0.2% |
0.9296 |
| Close |
0.9333 |
0.9323 |
-0.0010 |
-0.1% |
0.9346 |
| Range |
0.0054 |
0.0045 |
-0.0009 |
-16.7% |
0.0121 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
82,144 |
60,129 |
-22,015 |
-26.8% |
331,337 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9432 |
0.9348 |
|
| R3 |
0.9405 |
0.9387 |
0.9335 |
|
| R2 |
0.9360 |
0.9360 |
0.9331 |
|
| R1 |
0.9342 |
0.9342 |
0.9327 |
0.9329 |
| PP |
0.9315 |
0.9315 |
0.9315 |
0.9309 |
| S1 |
0.9297 |
0.9297 |
0.9319 |
0.9284 |
| S2 |
0.9270 |
0.9270 |
0.9315 |
|
| S3 |
0.9225 |
0.9252 |
0.9311 |
|
| S4 |
0.9180 |
0.9207 |
0.9298 |
|
|
| 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 |
0.9289 |
0.0128 |
1.4% |
0.0051 |
0.5% |
27% |
False |
True |
62,400 |
| 10 |
0.9448 |
0.9270 |
0.0178 |
1.9% |
0.0057 |
0.6% |
30% |
False |
False |
68,558 |
| 20 |
0.9454 |
0.9261 |
0.0193 |
2.1% |
0.0058 |
0.6% |
32% |
False |
False |
65,603 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0058 |
0.6% |
59% |
False |
False |
42,653 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
61% |
False |
False |
28,512 |
| 80 |
0.9454 |
0.8949 |
0.0505 |
5.4% |
0.0055 |
0.6% |
74% |
False |
False |
21,416 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0048 |
0.5% |
80% |
False |
False |
17,134 |
| 120 |
0.9454 |
0.8582 |
0.0872 |
9.4% |
0.0041 |
0.4% |
85% |
False |
False |
14,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9525 |
|
2.618 |
0.9452 |
|
1.618 |
0.9407 |
|
1.000 |
0.9379 |
|
0.618 |
0.9362 |
|
HIGH |
0.9334 |
|
0.618 |
0.9317 |
|
0.500 |
0.9312 |
|
0.382 |
0.9306 |
|
LOW |
0.9289 |
|
0.618 |
0.9261 |
|
1.000 |
0.9244 |
|
1.618 |
0.9216 |
|
2.618 |
0.9171 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9319 |
0.9326 |
| PP |
0.9315 |
0.9325 |
| S1 |
0.9312 |
0.9324 |
|