CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9353 |
0.9298 |
-0.0055 |
-0.6% |
0.9362 |
| High |
0.9357 |
0.9303 |
-0.0054 |
-0.6% |
0.9438 |
| Low |
0.9272 |
0.9251 |
-0.0021 |
-0.2% |
0.9325 |
| Close |
0.9296 |
0.9265 |
-0.0031 |
-0.3% |
0.9363 |
| Range |
0.0085 |
0.0052 |
-0.0033 |
-38.8% |
0.0113 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
128,417 |
94,497 |
-33,920 |
-26.4% |
370,406 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9399 |
0.9294 |
|
| R3 |
0.9377 |
0.9347 |
0.9279 |
|
| R2 |
0.9325 |
0.9325 |
0.9275 |
|
| R1 |
0.9295 |
0.9295 |
0.9270 |
0.9284 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9268 |
| S1 |
0.9243 |
0.9243 |
0.9260 |
0.9232 |
| S2 |
0.9221 |
0.9221 |
0.9255 |
|
| S3 |
0.9169 |
0.9191 |
0.9251 |
|
| S4 |
0.9117 |
0.9139 |
0.9236 |
|
|
| 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 |
0.9392 |
0.9251 |
0.0141 |
1.5% |
0.0048 |
0.5% |
10% |
False |
True |
79,166 |
| 10 |
0.9438 |
0.9251 |
0.0187 |
2.0% |
0.0055 |
0.6% |
7% |
False |
True |
77,875 |
| 20 |
0.9438 |
0.9251 |
0.0187 |
2.0% |
0.0055 |
0.6% |
7% |
False |
True |
72,499 |
| 40 |
0.9454 |
0.9194 |
0.0260 |
2.8% |
0.0056 |
0.6% |
27% |
False |
False |
63,200 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
41% |
False |
False |
42,431 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
43% |
False |
False |
31,864 |
| 100 |
0.9454 |
0.8857 |
0.0597 |
6.4% |
0.0053 |
0.6% |
68% |
False |
False |
25,504 |
| 120 |
0.9454 |
0.8794 |
0.0660 |
7.1% |
0.0045 |
0.5% |
71% |
False |
False |
21,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9524 |
|
2.618 |
0.9439 |
|
1.618 |
0.9387 |
|
1.000 |
0.9355 |
|
0.618 |
0.9335 |
|
HIGH |
0.9303 |
|
0.618 |
0.9283 |
|
0.500 |
0.9277 |
|
0.382 |
0.9271 |
|
LOW |
0.9251 |
|
0.618 |
0.9219 |
|
1.000 |
0.9199 |
|
1.618 |
0.9167 |
|
2.618 |
0.9115 |
|
4.250 |
0.9030 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9319 |
| PP |
0.9273 |
0.9301 |
| S1 |
0.9269 |
0.9283 |
|