CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9412 |
0.0052 |
0.6% |
0.9342 |
| High |
0.9426 |
0.9438 |
0.0012 |
0.1% |
0.9375 |
| Low |
0.9346 |
0.9379 |
0.0033 |
0.4% |
0.9289 |
| Close |
0.9416 |
0.9381 |
-0.0035 |
-0.4% |
0.9361 |
| Range |
0.0080 |
0.0059 |
-0.0021 |
-26.3% |
0.0086 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
86,494 |
80,960 |
-5,534 |
-6.4% |
310,118 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9576 |
0.9538 |
0.9413 |
|
| R3 |
0.9517 |
0.9479 |
0.9397 |
|
| R2 |
0.9458 |
0.9458 |
0.9392 |
|
| R1 |
0.9420 |
0.9420 |
0.9386 |
0.9410 |
| PP |
0.9399 |
0.9399 |
0.9399 |
0.9394 |
| S1 |
0.9361 |
0.9361 |
0.9376 |
0.9351 |
| S2 |
0.9340 |
0.9340 |
0.9370 |
|
| S3 |
0.9281 |
0.9302 |
0.9365 |
|
| S4 |
0.9222 |
0.9243 |
0.9349 |
|
|
| 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 |
0.9438 |
0.9299 |
0.0139 |
1.5% |
0.0062 |
0.7% |
59% |
True |
False |
76,584 |
| 10 |
0.9438 |
0.9289 |
0.0149 |
1.6% |
0.0051 |
0.5% |
62% |
True |
False |
67,317 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
60% |
False |
False |
69,237 |
| 40 |
0.9454 |
0.9144 |
0.0310 |
3.3% |
0.0058 |
0.6% |
76% |
False |
False |
53,543 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
78% |
False |
False |
35,851 |
| 80 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0055 |
0.6% |
79% |
False |
False |
26,924 |
| 100 |
0.9454 |
0.8827 |
0.0627 |
6.7% |
0.0051 |
0.5% |
88% |
False |
False |
21,546 |
| 120 |
0.9454 |
0.8625 |
0.0829 |
8.8% |
0.0043 |
0.5% |
91% |
False |
False |
17,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9689 |
|
2.618 |
0.9592 |
|
1.618 |
0.9533 |
|
1.000 |
0.9497 |
|
0.618 |
0.9474 |
|
HIGH |
0.9438 |
|
0.618 |
0.9415 |
|
0.500 |
0.9409 |
|
0.382 |
0.9402 |
|
LOW |
0.9379 |
|
0.618 |
0.9343 |
|
1.000 |
0.9320 |
|
1.618 |
0.9284 |
|
2.618 |
0.9225 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9409 |
0.9382 |
| PP |
0.9399 |
0.9381 |
| S1 |
0.9390 |
0.9381 |
|