CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9312 |
0.9362 |
0.0050 |
0.5% |
0.9342 |
| High |
0.9375 |
0.9365 |
-0.0010 |
-0.1% |
0.9375 |
| Low |
0.9299 |
0.9334 |
0.0035 |
0.4% |
0.9289 |
| Close |
0.9361 |
0.9344 |
-0.0017 |
-0.2% |
0.9361 |
| Range |
0.0076 |
0.0031 |
-0.0045 |
-59.2% |
0.0086 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
75,079 |
40,341 |
-34,738 |
-46.3% |
310,118 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9441 |
0.9423 |
0.9361 |
|
| R3 |
0.9410 |
0.9392 |
0.9353 |
|
| R2 |
0.9379 |
0.9379 |
0.9350 |
|
| R1 |
0.9361 |
0.9361 |
0.9347 |
0.9355 |
| PP |
0.9348 |
0.9348 |
0.9348 |
0.9344 |
| S1 |
0.9330 |
0.9330 |
0.9341 |
0.9324 |
| S2 |
0.9317 |
0.9317 |
0.9338 |
|
| S3 |
0.9286 |
0.9299 |
0.9335 |
|
| S4 |
0.9255 |
0.9268 |
0.9327 |
|
|
| 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% |
0.0050 |
0.5% |
64% |
False |
False |
63,198 |
| 10 |
0.9417 |
0.9289 |
0.0128 |
1.4% |
0.0050 |
0.5% |
43% |
False |
False |
61,173 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
40% |
False |
False |
65,034 |
| 40 |
0.9454 |
0.9143 |
0.0311 |
3.3% |
0.0057 |
0.6% |
65% |
False |
False |
46,912 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
67% |
False |
False |
31,400 |
| 80 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0054 |
0.6% |
68% |
False |
False |
23,586 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0049 |
0.5% |
83% |
False |
False |
18,871 |
| 120 |
0.9454 |
0.8615 |
0.0839 |
9.0% |
0.0042 |
0.4% |
87% |
False |
False |
15,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9497 |
|
2.618 |
0.9446 |
|
1.618 |
0.9415 |
|
1.000 |
0.9396 |
|
0.618 |
0.9384 |
|
HIGH |
0.9365 |
|
0.618 |
0.9353 |
|
0.500 |
0.9350 |
|
0.382 |
0.9346 |
|
LOW |
0.9334 |
|
0.618 |
0.9315 |
|
1.000 |
0.9303 |
|
1.618 |
0.9284 |
|
2.618 |
0.9253 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9350 |
0.9342 |
| PP |
0.9348 |
0.9339 |
| S1 |
0.9346 |
0.9337 |
|