CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9338 |
0.9360 |
0.0022 |
0.2% |
0.9342 |
| High |
0.9387 |
0.9426 |
0.0039 |
0.4% |
0.9375 |
| Low |
0.9325 |
0.9346 |
0.0021 |
0.2% |
0.9289 |
| Close |
0.9357 |
0.9416 |
0.0059 |
0.6% |
0.9361 |
| Range |
0.0062 |
0.0080 |
0.0018 |
29.0% |
0.0086 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.2% |
0.0000 |
| Volume |
100,046 |
86,494 |
-13,552 |
-13.5% |
310,118 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9606 |
0.9460 |
|
| R3 |
0.9556 |
0.9526 |
0.9438 |
|
| R2 |
0.9476 |
0.9476 |
0.9431 |
|
| R1 |
0.9446 |
0.9446 |
0.9423 |
0.9461 |
| PP |
0.9396 |
0.9396 |
0.9396 |
0.9404 |
| S1 |
0.9366 |
0.9366 |
0.9409 |
0.9381 |
| S2 |
0.9316 |
0.9316 |
0.9401 |
|
| S3 |
0.9236 |
0.9286 |
0.9394 |
|
| S4 |
0.9156 |
0.9206 |
0.9372 |
|
|
| 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 |
0.9426 |
0.9299 |
0.0127 |
1.3% |
0.0059 |
0.6% |
92% |
True |
False |
72,052 |
| 10 |
0.9426 |
0.9289 |
0.0137 |
1.5% |
0.0055 |
0.6% |
93% |
True |
False |
67,226 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
79% |
False |
False |
68,390 |
| 40 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0058 |
0.6% |
88% |
False |
False |
51,541 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.5% |
0.0056 |
0.6% |
89% |
False |
False |
34,504 |
| 80 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0055 |
0.6% |
89% |
False |
False |
25,913 |
| 100 |
0.9454 |
0.8813 |
0.0641 |
6.8% |
0.0051 |
0.5% |
94% |
False |
False |
20,736 |
| 120 |
0.9454 |
0.8615 |
0.0839 |
8.9% |
0.0043 |
0.5% |
95% |
False |
False |
17,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9635 |
|
1.618 |
0.9555 |
|
1.000 |
0.9506 |
|
0.618 |
0.9475 |
|
HIGH |
0.9426 |
|
0.618 |
0.9395 |
|
0.500 |
0.9386 |
|
0.382 |
0.9377 |
|
LOW |
0.9346 |
|
0.618 |
0.9297 |
|
1.000 |
0.9266 |
|
1.618 |
0.9217 |
|
2.618 |
0.9137 |
|
4.250 |
0.9006 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9406 |
0.9403 |
| PP |
0.9396 |
0.9389 |
| S1 |
0.9386 |
0.9376 |
|