CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9275 |
-0.0101 |
-1.1% |
0.9320 |
| High |
0.9376 |
0.9284 |
-0.0092 |
-1.0% |
0.9327 |
| Low |
0.9327 |
0.9227 |
-0.0100 |
-1.1% |
0.9248 |
| Close |
0.9330 |
0.9251 |
-0.0079 |
-0.8% |
0.9313 |
| Range |
0.0049 |
0.0057 |
0.0008 |
16.3% |
0.0079 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
10.4% |
0.0000 |
| Volume |
90 |
70 |
-20 |
-22.2% |
285 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9425 |
0.9395 |
0.9282 |
|
| R3 |
0.9368 |
0.9338 |
0.9267 |
|
| R2 |
0.9311 |
0.9311 |
0.9261 |
|
| R1 |
0.9281 |
0.9281 |
0.9256 |
0.9268 |
| PP |
0.9254 |
0.9254 |
0.9254 |
0.9247 |
| S1 |
0.9224 |
0.9224 |
0.9246 |
0.9211 |
| S2 |
0.9197 |
0.9197 |
0.9241 |
|
| S3 |
0.9140 |
0.9167 |
0.9235 |
|
| S4 |
0.9083 |
0.9110 |
0.9220 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9502 |
0.9356 |
|
| R3 |
0.9454 |
0.9423 |
0.9335 |
|
| R2 |
0.9375 |
0.9375 |
0.9327 |
|
| R1 |
0.9344 |
0.9344 |
0.9320 |
0.9320 |
| PP |
0.9296 |
0.9296 |
0.9296 |
0.9284 |
| S1 |
0.9265 |
0.9265 |
0.9306 |
0.9241 |
| S2 |
0.9217 |
0.9217 |
0.9299 |
|
| S3 |
0.9138 |
0.9186 |
0.9291 |
|
| S4 |
0.9059 |
0.9107 |
0.9270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0051 |
0.5% |
14% |
False |
True |
45 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0037 |
0.4% |
14% |
False |
True |
51 |
| 20 |
0.9394 |
0.9207 |
0.0187 |
2.0% |
0.0032 |
0.3% |
24% |
False |
False |
36 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0022 |
0.2% |
53% |
False |
False |
19 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0018 |
0.2% |
53% |
False |
False |
14 |
| 80 |
0.9394 |
0.8817 |
0.0577 |
6.2% |
0.0015 |
0.2% |
75% |
False |
False |
11 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0012 |
0.1% |
78% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9433 |
|
1.618 |
0.9376 |
|
1.000 |
0.9341 |
|
0.618 |
0.9319 |
|
HIGH |
0.9284 |
|
0.618 |
0.9262 |
|
0.500 |
0.9256 |
|
0.382 |
0.9249 |
|
LOW |
0.9227 |
|
0.618 |
0.9192 |
|
1.000 |
0.9170 |
|
1.618 |
0.9135 |
|
2.618 |
0.9078 |
|
4.250 |
0.8985 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9256 |
0.9311 |
| PP |
0.9254 |
0.9291 |
| S1 |
0.9253 |
0.9271 |
|