CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9130 |
0.9108 |
-0.0022 |
-0.2% |
0.9178 |
High |
0.9130 |
0.9108 |
-0.0022 |
-0.2% |
0.9215 |
Low |
0.9123 |
0.9108 |
-0.0015 |
-0.2% |
0.9108 |
Close |
0.9123 |
0.9108 |
-0.0015 |
-0.2% |
0.9123 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0107 |
ATR |
0.0036 |
0.0035 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
13 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9108 |
0.9108 |
0.9108 |
|
R3 |
0.9108 |
0.9108 |
0.9108 |
|
R2 |
0.9108 |
0.9108 |
0.9108 |
|
R1 |
0.9108 |
0.9108 |
0.9108 |
0.9108 |
PP |
0.9108 |
0.9108 |
0.9108 |
0.9108 |
S1 |
0.9108 |
0.9108 |
0.9108 |
0.9108 |
S2 |
0.9108 |
0.9108 |
0.9108 |
|
S3 |
0.9108 |
0.9108 |
0.9108 |
|
S4 |
0.9108 |
0.9108 |
0.9108 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9470 |
0.9403 |
0.9182 |
|
R3 |
0.9363 |
0.9296 |
0.9152 |
|
R2 |
0.9256 |
0.9256 |
0.9143 |
|
R1 |
0.9189 |
0.9189 |
0.9133 |
0.9169 |
PP |
0.9149 |
0.9149 |
0.9149 |
0.9139 |
S1 |
0.9082 |
0.9082 |
0.9113 |
0.9062 |
S2 |
0.9042 |
0.9042 |
0.9103 |
|
S3 |
0.8935 |
0.8975 |
0.9094 |
|
S4 |
0.8828 |
0.8868 |
0.9064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9215 |
0.9108 |
0.0107 |
1.2% |
0.0006 |
0.1% |
0% |
False |
True |
2 |
10 |
0.9256 |
0.9108 |
0.0148 |
1.6% |
0.0007 |
0.1% |
0% |
False |
True |
2 |
20 |
0.9284 |
0.9061 |
0.0223 |
2.4% |
0.0007 |
0.1% |
21% |
False |
False |
2 |
40 |
0.9284 |
0.8750 |
0.0534 |
5.9% |
0.0006 |
0.1% |
67% |
False |
False |
2 |
60 |
0.9284 |
0.8565 |
0.0719 |
7.9% |
0.0007 |
0.1% |
76% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9108 |
2.618 |
0.9108 |
1.618 |
0.9108 |
1.000 |
0.9108 |
0.618 |
0.9108 |
HIGH |
0.9108 |
0.618 |
0.9108 |
0.500 |
0.9108 |
0.382 |
0.9108 |
LOW |
0.9108 |
0.618 |
0.9108 |
1.000 |
0.9108 |
1.618 |
0.9108 |
2.618 |
0.9108 |
4.250 |
0.9108 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9108 |
0.9119 |
PP |
0.9108 |
0.9115 |
S1 |
0.9108 |
0.9112 |
|