CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9338 |
-0.0024 |
-0.3% |
0.9342 |
| High |
0.9365 |
0.9387 |
0.0022 |
0.2% |
0.9375 |
| Low |
0.9334 |
0.9325 |
-0.0009 |
-0.1% |
0.9289 |
| Close |
0.9344 |
0.9357 |
0.0013 |
0.1% |
0.9361 |
| Range |
0.0031 |
0.0062 |
0.0031 |
100.0% |
0.0086 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.0% |
0.0000 |
| Volume |
40,341 |
100,046 |
59,705 |
148.0% |
310,118 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9542 |
0.9512 |
0.9391 |
|
| R3 |
0.9480 |
0.9450 |
0.9374 |
|
| R2 |
0.9418 |
0.9418 |
0.9368 |
|
| R1 |
0.9388 |
0.9388 |
0.9363 |
0.9403 |
| PP |
0.9356 |
0.9356 |
0.9356 |
0.9364 |
| S1 |
0.9326 |
0.9326 |
0.9351 |
0.9341 |
| S2 |
0.9294 |
0.9294 |
0.9346 |
|
| S3 |
0.9232 |
0.9264 |
0.9340 |
|
| S4 |
0.9170 |
0.9202 |
0.9323 |
|
|
| 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 |
0.9387 |
0.9289 |
0.0098 |
1.0% |
0.0052 |
0.6% |
69% |
True |
False |
66,779 |
| 10 |
0.9417 |
0.9289 |
0.0128 |
1.4% |
0.0051 |
0.5% |
53% |
False |
False |
65,181 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0055 |
0.6% |
47% |
False |
False |
67,195 |
| 40 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0057 |
0.6% |
69% |
False |
False |
49,388 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
71% |
False |
False |
33,066 |
| 80 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0055 |
0.6% |
72% |
False |
False |
24,834 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0050 |
0.5% |
85% |
False |
False |
19,872 |
| 120 |
0.9454 |
0.8615 |
0.0839 |
9.0% |
0.0042 |
0.5% |
88% |
False |
False |
16,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9549 |
|
1.618 |
0.9487 |
|
1.000 |
0.9449 |
|
0.618 |
0.9425 |
|
HIGH |
0.9387 |
|
0.618 |
0.9363 |
|
0.500 |
0.9356 |
|
0.382 |
0.9349 |
|
LOW |
0.9325 |
|
0.618 |
0.9287 |
|
1.000 |
0.9263 |
|
1.618 |
0.9225 |
|
2.618 |
0.9163 |
|
4.250 |
0.9062 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9357 |
0.9352 |
| PP |
0.9356 |
0.9348 |
| S1 |
0.9356 |
0.9343 |
|