CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9412 |
0.9383 |
-0.0029 |
-0.3% |
0.9362 |
| High |
0.9438 |
0.9392 |
-0.0046 |
-0.5% |
0.9438 |
| Low |
0.9379 |
0.9360 |
-0.0019 |
-0.2% |
0.9325 |
| Close |
0.9381 |
0.9363 |
-0.0018 |
-0.2% |
0.9363 |
| Range |
0.0059 |
0.0032 |
-0.0027 |
-45.8% |
0.0113 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
80,960 |
62,565 |
-18,395 |
-22.7% |
370,406 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9447 |
0.9381 |
|
| R3 |
0.9436 |
0.9415 |
0.9372 |
|
| R2 |
0.9404 |
0.9404 |
0.9369 |
|
| R1 |
0.9383 |
0.9383 |
0.9366 |
0.9378 |
| PP |
0.9372 |
0.9372 |
0.9372 |
0.9369 |
| S1 |
0.9351 |
0.9351 |
0.9360 |
0.9346 |
| S2 |
0.9340 |
0.9340 |
0.9357 |
|
| S3 |
0.9308 |
0.9319 |
0.9354 |
|
| S4 |
0.9276 |
0.9287 |
0.9345 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9714 |
0.9652 |
0.9425 |
|
| R3 |
0.9601 |
0.9539 |
0.9394 |
|
| R2 |
0.9488 |
0.9488 |
0.9384 |
|
| R1 |
0.9426 |
0.9426 |
0.9373 |
0.9457 |
| PP |
0.9375 |
0.9375 |
0.9375 |
0.9391 |
| S1 |
0.9313 |
0.9313 |
0.9353 |
0.9344 |
| S2 |
0.9262 |
0.9262 |
0.9342 |
|
| S3 |
0.9149 |
0.9200 |
0.9332 |
|
| S4 |
0.9036 |
0.9087 |
0.9301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9438 |
0.9325 |
0.0113 |
1.2% |
0.0053 |
0.6% |
34% |
False |
False |
74,081 |
| 10 |
0.9438 |
0.9289 |
0.0149 |
1.6% |
0.0051 |
0.5% |
50% |
False |
False |
68,052 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0057 |
0.6% |
51% |
False |
False |
69,977 |
| 40 |
0.9454 |
0.9165 |
0.0289 |
3.1% |
0.0057 |
0.6% |
69% |
False |
False |
55,064 |
| 60 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0056 |
0.6% |
73% |
False |
False |
36,891 |
| 80 |
0.9454 |
0.9107 |
0.0347 |
3.7% |
0.0055 |
0.6% |
74% |
False |
False |
27,705 |
| 100 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0051 |
0.5% |
85% |
False |
False |
22,172 |
| 120 |
0.9454 |
0.8768 |
0.0686 |
7.3% |
0.0044 |
0.5% |
87% |
False |
False |
18,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9476 |
|
1.618 |
0.9444 |
|
1.000 |
0.9424 |
|
0.618 |
0.9412 |
|
HIGH |
0.9392 |
|
0.618 |
0.9380 |
|
0.500 |
0.9376 |
|
0.382 |
0.9372 |
|
LOW |
0.9360 |
|
0.618 |
0.9340 |
|
1.000 |
0.9328 |
|
1.618 |
0.9308 |
|
2.618 |
0.9276 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9392 |
| PP |
0.9372 |
0.9382 |
| S1 |
0.9367 |
0.9373 |
|