CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9312 |
-0.0013 |
-0.1% |
0.9342 |
| High |
0.9354 |
0.9375 |
0.0021 |
0.2% |
0.9375 |
| Low |
0.9309 |
0.9299 |
-0.0010 |
-0.1% |
0.9289 |
| Close |
0.9340 |
0.9361 |
0.0021 |
0.2% |
0.9361 |
| Range |
0.0045 |
0.0076 |
0.0031 |
68.9% |
0.0086 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
2.7% |
0.0000 |
| Volume |
58,301 |
75,079 |
16,778 |
28.8% |
310,118 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9543 |
0.9403 |
|
| R3 |
0.9497 |
0.9467 |
0.9382 |
|
| R2 |
0.9421 |
0.9421 |
0.9375 |
|
| R1 |
0.9391 |
0.9391 |
0.9368 |
0.9406 |
| PP |
0.9345 |
0.9345 |
0.9345 |
0.9353 |
| S1 |
0.9315 |
0.9315 |
0.9354 |
0.9330 |
| S2 |
0.9269 |
0.9269 |
0.9347 |
|
| S3 |
0.9193 |
0.9239 |
0.9340 |
|
| S4 |
0.9117 |
0.9163 |
0.9319 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9566 |
0.9408 |
|
| R3 |
0.9514 |
0.9480 |
0.9385 |
|
| R2 |
0.9428 |
0.9428 |
0.9377 |
|
| R1 |
0.9394 |
0.9394 |
0.9369 |
0.9411 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9350 |
| S1 |
0.9308 |
0.9308 |
0.9353 |
0.9325 |
| S2 |
0.9256 |
0.9256 |
0.9345 |
|
| S3 |
0.9170 |
0.9222 |
0.9337 |
|
| S4 |
0.9084 |
0.9136 |
0.9314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9375 |
0.9289 |
0.0086 |
0.9% |
0.0049 |
0.5% |
84% |
True |
False |
62,023 |
| 10 |
0.9417 |
0.9289 |
0.0128 |
1.4% |
0.0050 |
0.5% |
56% |
False |
False |
64,145 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
49% |
False |
False |
65,350 |
| 40 |
0.9454 |
0.9143 |
0.0311 |
3.3% |
0.0057 |
0.6% |
70% |
False |
False |
45,945 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
72% |
False |
False |
30,732 |
| 80 |
0.9454 |
0.9049 |
0.0405 |
4.3% |
0.0055 |
0.6% |
77% |
False |
False |
23,082 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.8% |
0.0049 |
0.5% |
85% |
False |
False |
18,468 |
| 120 |
0.9454 |
0.8615 |
0.0839 |
9.0% |
0.0042 |
0.4% |
89% |
False |
False |
15,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9698 |
|
2.618 |
0.9574 |
|
1.618 |
0.9498 |
|
1.000 |
0.9451 |
|
0.618 |
0.9422 |
|
HIGH |
0.9375 |
|
0.618 |
0.9346 |
|
0.500 |
0.9337 |
|
0.382 |
0.9328 |
|
LOW |
0.9299 |
|
0.618 |
0.9252 |
|
1.000 |
0.9223 |
|
1.618 |
0.9176 |
|
2.618 |
0.9100 |
|
4.250 |
0.8976 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9351 |
| PP |
0.9345 |
0.9342 |
| S1 |
0.9337 |
0.9332 |
|