CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9365 |
0.9375 |
0.0010 |
0.1% |
0.9362 |
| High |
0.9382 |
0.9386 |
0.0004 |
0.0% |
0.9438 |
| Low |
0.9353 |
0.9343 |
-0.0010 |
-0.1% |
0.9325 |
| Close |
0.9373 |
0.9355 |
-0.0018 |
-0.2% |
0.9363 |
| Range |
0.0029 |
0.0043 |
0.0014 |
48.3% |
0.0113 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
42,758 |
67,594 |
24,836 |
58.1% |
370,406 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9466 |
0.9379 |
|
| R3 |
0.9447 |
0.9423 |
0.9367 |
|
| R2 |
0.9404 |
0.9404 |
0.9363 |
|
| R1 |
0.9380 |
0.9380 |
0.9359 |
0.9371 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9357 |
| S1 |
0.9337 |
0.9337 |
0.9351 |
0.9328 |
| S2 |
0.9318 |
0.9318 |
0.9347 |
|
| S3 |
0.9275 |
0.9294 |
0.9343 |
|
| S4 |
0.9232 |
0.9251 |
0.9331 |
|
|
| 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 |
0.9343 |
0.0095 |
1.0% |
0.0049 |
0.5% |
13% |
False |
True |
68,074 |
| 10 |
0.9438 |
0.9289 |
0.0149 |
1.6% |
0.0050 |
0.5% |
44% |
False |
False |
67,426 |
| 20 |
0.9454 |
0.9270 |
0.0184 |
2.0% |
0.0056 |
0.6% |
46% |
False |
False |
69,583 |
| 40 |
0.9454 |
0.9165 |
0.0289 |
3.1% |
0.0055 |
0.6% |
66% |
False |
False |
57,726 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
69% |
False |
False |
38,725 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
70% |
False |
False |
29,082 |
| 100 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0052 |
0.6% |
83% |
False |
False |
23,275 |
| 120 |
0.9454 |
0.8794 |
0.0660 |
7.1% |
0.0044 |
0.5% |
85% |
False |
False |
19,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9569 |
|
2.618 |
0.9499 |
|
1.618 |
0.9456 |
|
1.000 |
0.9429 |
|
0.618 |
0.9413 |
|
HIGH |
0.9386 |
|
0.618 |
0.9370 |
|
0.500 |
0.9365 |
|
0.382 |
0.9359 |
|
LOW |
0.9343 |
|
0.618 |
0.9316 |
|
1.000 |
0.9300 |
|
1.618 |
0.9273 |
|
2.618 |
0.9230 |
|
4.250 |
0.9160 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9365 |
0.9368 |
| PP |
0.9361 |
0.9363 |
| S1 |
0.9358 |
0.9359 |
|