CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9285 |
0.0042 |
0.5% |
0.9300 |
| High |
0.9268 |
0.9305 |
0.0037 |
0.4% |
0.9394 |
| Low |
0.9241 |
0.9285 |
0.0044 |
0.5% |
0.9227 |
| Close |
0.9268 |
0.9295 |
0.0027 |
0.3% |
0.9251 |
| Range |
0.0027 |
0.0020 |
-0.0007 |
-25.9% |
0.0167 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
335 |
198 |
-137 |
-40.9% |
202 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9345 |
0.9306 |
|
| R3 |
0.9335 |
0.9325 |
0.9301 |
|
| R2 |
0.9315 |
0.9315 |
0.9299 |
|
| R1 |
0.9305 |
0.9305 |
0.9297 |
0.9310 |
| PP |
0.9295 |
0.9295 |
0.9295 |
0.9298 |
| S1 |
0.9285 |
0.9285 |
0.9293 |
0.9290 |
| S2 |
0.9275 |
0.9275 |
0.9291 |
|
| S3 |
0.9255 |
0.9265 |
0.9290 |
|
| S4 |
0.9235 |
0.9245 |
0.9284 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9688 |
0.9343 |
|
| R3 |
0.9625 |
0.9521 |
0.9297 |
|
| R2 |
0.9458 |
0.9458 |
0.9282 |
|
| R1 |
0.9354 |
0.9354 |
0.9266 |
0.9323 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9275 |
| S1 |
0.9187 |
0.9187 |
0.9236 |
0.9156 |
| S2 |
0.9124 |
0.9124 |
0.9220 |
|
| S3 |
0.8957 |
0.9020 |
0.9205 |
|
| S4 |
0.8790 |
0.8853 |
0.9159 |
|
|
| 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% |
0.0048 |
0.5% |
41% |
False |
False |
145 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0036 |
0.4% |
41% |
False |
False |
83 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0033 |
0.4% |
44% |
False |
False |
62 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0024 |
0.3% |
68% |
False |
False |
32 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0018 |
0.2% |
68% |
False |
False |
23 |
| 80 |
0.9394 |
0.8858 |
0.0536 |
5.8% |
0.0015 |
0.2% |
82% |
False |
False |
17 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0013 |
0.1% |
85% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9390 |
|
2.618 |
0.9357 |
|
1.618 |
0.9337 |
|
1.000 |
0.9325 |
|
0.618 |
0.9317 |
|
HIGH |
0.9305 |
|
0.618 |
0.9297 |
|
0.500 |
0.9295 |
|
0.382 |
0.9293 |
|
LOW |
0.9285 |
|
0.618 |
0.9273 |
|
1.000 |
0.9265 |
|
1.618 |
0.9253 |
|
2.618 |
0.9233 |
|
4.250 |
0.9200 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9295 |
0.9285 |
| PP |
0.9295 |
0.9276 |
| S1 |
0.9295 |
0.9266 |
|