CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9329 |
0.9325 |
-0.0004 |
0.0% |
0.9316 |
| High |
0.9334 |
0.9354 |
0.0020 |
0.2% |
0.9417 |
| Low |
0.9289 |
0.9309 |
0.0020 |
0.2% |
0.9296 |
| Close |
0.9323 |
0.9340 |
0.0017 |
0.2% |
0.9346 |
| Range |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0121 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
60,129 |
58,301 |
-1,828 |
-3.0% |
331,337 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9450 |
0.9365 |
|
| R3 |
0.9424 |
0.9405 |
0.9352 |
|
| R2 |
0.9379 |
0.9379 |
0.9348 |
|
| R1 |
0.9360 |
0.9360 |
0.9344 |
0.9370 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9339 |
| S1 |
0.9315 |
0.9315 |
0.9336 |
0.9325 |
| S2 |
0.9289 |
0.9289 |
0.9332 |
|
| S3 |
0.9244 |
0.9270 |
0.9328 |
|
| S4 |
0.9199 |
0.9225 |
0.9315 |
|
|
| 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 |
0.9367 |
0.9289 |
0.0078 |
0.8% |
0.0040 |
0.4% |
65% |
False |
False |
58,051 |
| 10 |
0.9417 |
0.9270 |
0.0147 |
1.6% |
0.0055 |
0.6% |
48% |
False |
False |
67,124 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
38% |
False |
False |
64,888 |
| 40 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0057 |
0.6% |
64% |
False |
False |
44,102 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
66% |
False |
False |
29,481 |
| 80 |
0.9454 |
0.9018 |
0.0436 |
4.7% |
0.0055 |
0.6% |
74% |
False |
False |
22,145 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0048 |
0.5% |
82% |
False |
False |
17,717 |
| 120 |
0.9454 |
0.8615 |
0.0839 |
9.0% |
0.0041 |
0.4% |
86% |
False |
False |
14,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9545 |
|
2.618 |
0.9472 |
|
1.618 |
0.9427 |
|
1.000 |
0.9399 |
|
0.618 |
0.9382 |
|
HIGH |
0.9354 |
|
0.618 |
0.9337 |
|
0.500 |
0.9332 |
|
0.382 |
0.9326 |
|
LOW |
0.9309 |
|
0.618 |
0.9281 |
|
1.000 |
0.9264 |
|
1.618 |
0.9236 |
|
2.618 |
0.9191 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9337 |
0.9335 |
| PP |
0.9334 |
0.9330 |
| S1 |
0.9332 |
0.9326 |
|