CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9285 |
0.9309 |
0.0024 |
0.3% |
0.9300 |
| High |
0.9305 |
0.9319 |
0.0014 |
0.2% |
0.9394 |
| Low |
0.9285 |
0.9288 |
0.0003 |
0.0% |
0.9227 |
| Close |
0.9295 |
0.9319 |
0.0024 |
0.3% |
0.9251 |
| Range |
0.0020 |
0.0031 |
0.0011 |
55.0% |
0.0167 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
198 |
320 |
122 |
61.6% |
202 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9402 |
0.9391 |
0.9336 |
|
| R3 |
0.9371 |
0.9360 |
0.9328 |
|
| R2 |
0.9340 |
0.9340 |
0.9325 |
|
| R1 |
0.9329 |
0.9329 |
0.9322 |
0.9335 |
| PP |
0.9309 |
0.9309 |
0.9309 |
0.9311 |
| S1 |
0.9298 |
0.9298 |
0.9316 |
0.9304 |
| S2 |
0.9278 |
0.9278 |
0.9313 |
|
| S3 |
0.9247 |
0.9267 |
0.9310 |
|
| S4 |
0.9216 |
0.9236 |
0.9302 |
|
|
| 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 |
0.9376 |
0.9227 |
0.0149 |
1.6% |
0.0037 |
0.4% |
62% |
False |
False |
202 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0038 |
0.4% |
55% |
False |
False |
110 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0034 |
0.4% |
58% |
False |
False |
77 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0024 |
0.3% |
76% |
False |
False |
40 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0018 |
0.2% |
76% |
False |
False |
28 |
| 80 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0016 |
0.2% |
86% |
False |
False |
21 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0013 |
0.1% |
88% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9451 |
|
2.618 |
0.9400 |
|
1.618 |
0.9369 |
|
1.000 |
0.9350 |
|
0.618 |
0.9338 |
|
HIGH |
0.9319 |
|
0.618 |
0.9307 |
|
0.500 |
0.9304 |
|
0.382 |
0.9300 |
|
LOW |
0.9288 |
|
0.618 |
0.9269 |
|
1.000 |
0.9257 |
|
1.618 |
0.9238 |
|
2.618 |
0.9207 |
|
4.250 |
0.9156 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9314 |
0.9306 |
| PP |
0.9309 |
0.9293 |
| S1 |
0.9304 |
0.9280 |
|