CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9353 |
-0.0022 |
-0.2% |
0.9362 |
| High |
0.9386 |
0.9357 |
-0.0029 |
-0.3% |
0.9438 |
| Low |
0.9343 |
0.9272 |
-0.0071 |
-0.8% |
0.9325 |
| Close |
0.9355 |
0.9296 |
-0.0059 |
-0.6% |
0.9363 |
| Range |
0.0043 |
0.0085 |
0.0042 |
97.7% |
0.0113 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.4% |
0.0000 |
| Volume |
67,594 |
128,417 |
60,823 |
90.0% |
370,406 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9515 |
0.9343 |
|
| R3 |
0.9478 |
0.9430 |
0.9319 |
|
| R2 |
0.9393 |
0.9393 |
0.9312 |
|
| R1 |
0.9345 |
0.9345 |
0.9304 |
0.9327 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9299 |
| S1 |
0.9260 |
0.9260 |
0.9288 |
0.9242 |
| S2 |
0.9223 |
0.9223 |
0.9280 |
|
| S3 |
0.9138 |
0.9175 |
0.9273 |
|
| S4 |
0.9053 |
0.9090 |
0.9249 |
|
|
| 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 |
0.9272 |
0.0166 |
1.8% |
0.0050 |
0.5% |
14% |
False |
True |
76,458 |
| 10 |
0.9438 |
0.9272 |
0.0166 |
1.8% |
0.0054 |
0.6% |
14% |
False |
True |
74,255 |
| 20 |
0.9448 |
0.9270 |
0.0178 |
1.9% |
0.0056 |
0.6% |
15% |
False |
False |
71,406 |
| 40 |
0.9454 |
0.9188 |
0.0266 |
2.9% |
0.0056 |
0.6% |
41% |
False |
False |
60,868 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
50% |
False |
False |
40,859 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
53% |
False |
False |
30,685 |
| 100 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0053 |
0.6% |
74% |
False |
False |
24,559 |
| 120 |
0.9454 |
0.8794 |
0.0660 |
7.1% |
0.0045 |
0.5% |
76% |
False |
False |
20,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9580 |
|
1.618 |
0.9495 |
|
1.000 |
0.9442 |
|
0.618 |
0.9410 |
|
HIGH |
0.9357 |
|
0.618 |
0.9325 |
|
0.500 |
0.9315 |
|
0.382 |
0.9304 |
|
LOW |
0.9272 |
|
0.618 |
0.9219 |
|
1.000 |
0.9187 |
|
1.618 |
0.9134 |
|
2.618 |
0.9049 |
|
4.250 |
0.8911 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9329 |
| PP |
0.9308 |
0.9318 |
| S1 |
0.9302 |
0.9307 |
|