CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9266 |
0.9282 |
0.0016 |
0.2% |
0.9365 |
| High |
0.9309 |
0.9309 |
0.0000 |
0.0% |
0.9386 |
| Low |
0.9248 |
0.9278 |
0.0030 |
0.3% |
0.9248 |
| Close |
0.9285 |
0.9304 |
0.0019 |
0.2% |
0.9285 |
| Range |
0.0061 |
0.0031 |
-0.0030 |
-49.2% |
0.0138 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
127,705 |
50,293 |
-77,412 |
-60.6% |
460,971 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9378 |
0.9321 |
|
| R3 |
0.9359 |
0.9347 |
0.9313 |
|
| R2 |
0.9328 |
0.9328 |
0.9310 |
|
| R1 |
0.9316 |
0.9316 |
0.9307 |
0.9322 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9300 |
| S1 |
0.9285 |
0.9285 |
0.9301 |
0.9291 |
| S2 |
0.9266 |
0.9266 |
0.9298 |
|
| S3 |
0.9235 |
0.9254 |
0.9295 |
|
| S4 |
0.9204 |
0.9223 |
0.9287 |
|
|
| 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% |
41% |
False |
False |
93,701 |
| 10 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0053 |
0.6% |
29% |
False |
False |
84,132 |
| 20 |
0.9438 |
0.9248 |
0.0190 |
2.0% |
0.0052 |
0.6% |
29% |
False |
False |
72,653 |
| 40 |
0.9454 |
0.9248 |
0.0206 |
2.2% |
0.0055 |
0.6% |
27% |
False |
False |
67,415 |
| 60 |
0.9454 |
0.9136 |
0.0318 |
3.4% |
0.0055 |
0.6% |
53% |
False |
False |
45,392 |
| 80 |
0.9454 |
0.9120 |
0.0334 |
3.6% |
0.0055 |
0.6% |
55% |
False |
False |
34,084 |
| 100 |
0.9454 |
0.8900 |
0.0554 |
6.0% |
0.0054 |
0.6% |
73% |
False |
False |
27,284 |
| 120 |
0.9454 |
0.8813 |
0.0641 |
6.9% |
0.0045 |
0.5% |
77% |
False |
False |
22,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9441 |
|
2.618 |
0.9390 |
|
1.618 |
0.9359 |
|
1.000 |
0.9340 |
|
0.618 |
0.9328 |
|
HIGH |
0.9309 |
|
0.618 |
0.9297 |
|
0.500 |
0.9294 |
|
0.382 |
0.9290 |
|
LOW |
0.9278 |
|
0.618 |
0.9259 |
|
1.000 |
0.9247 |
|
1.618 |
0.9228 |
|
2.618 |
0.9197 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9296 |
| PP |
0.9297 |
0.9287 |
| S1 |
0.9294 |
0.9279 |
|