CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9298 |
0.9266 |
-0.0032 |
-0.3% |
0.9365 |
| High |
0.9303 |
0.9309 |
0.0006 |
0.1% |
0.9386 |
| Low |
0.9251 |
0.9248 |
-0.0003 |
0.0% |
0.9248 |
| Close |
0.9265 |
0.9285 |
0.0020 |
0.2% |
0.9285 |
| Range |
0.0052 |
0.0061 |
0.0009 |
17.3% |
0.0138 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
94,497 |
127,705 |
33,208 |
35.1% |
460,971 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9464 |
0.9435 |
0.9319 |
|
| R3 |
0.9403 |
0.9374 |
0.9302 |
|
| R2 |
0.9342 |
0.9342 |
0.9296 |
|
| R1 |
0.9313 |
0.9313 |
0.9291 |
0.9328 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9288 |
| S1 |
0.9252 |
0.9252 |
0.9279 |
0.9267 |
| S2 |
0.9220 |
0.9220 |
0.9274 |
|
| S3 |
0.9159 |
0.9191 |
0.9268 |
|
| S4 |
0.9098 |
0.9130 |
0.9251 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9641 |
0.9361 |
|
| R3 |
0.9582 |
0.9503 |
0.9323 |
|
| R2 |
0.9444 |
0.9444 |
0.9310 |
|
| R1 |
0.9365 |
0.9365 |
0.9298 |
0.9336 |
| PP |
0.9306 |
0.9306 |
0.9306 |
0.9292 |
| S1 |
0.9227 |
0.9227 |
0.9272 |
0.9198 |
| S2 |
0.9168 |
0.9168 |
0.9260 |
|
| S3 |
0.9030 |
0.9089 |
0.9247 |
|
| S4 |
0.8892 |
0.8951 |
0.9209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9386 |
0.9248 |
0.0138 |
1.5% |
0.0054 |
0.6% |
27% |
False |
True |
92,194 |
| 10 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0053 |
0.6% |
19% |
False |
True |
83,137 |
| 20 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0052 |
0.6% |
19% |
False |
True |
73,641 |
| 40 |
0.9454 |
0.9248 |
0.0206 |
2.2% |
0.0056 |
0.6% |
18% |
False |
True |
66,227 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0056 |
0.6% |
47% |
False |
False |
44,555 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
49% |
False |
False |
33,459 |
| 100 |
0.9454 |
0.8860 |
0.0594 |
6.4% |
0.0054 |
0.6% |
72% |
False |
False |
26,781 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0045 |
0.5% |
74% |
False |
False |
22,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9568 |
|
2.618 |
0.9469 |
|
1.618 |
0.9408 |
|
1.000 |
0.9370 |
|
0.618 |
0.9347 |
|
HIGH |
0.9309 |
|
0.618 |
0.9286 |
|
0.500 |
0.9279 |
|
0.382 |
0.9271 |
|
LOW |
0.9248 |
|
0.618 |
0.9210 |
|
1.000 |
0.9187 |
|
1.618 |
0.9149 |
|
2.618 |
0.9088 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9283 |
0.9303 |
| PP |
0.9281 |
0.9297 |
| S1 |
0.9279 |
0.9291 |
|