CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9309 |
0.9325 |
0.0016 |
0.2% |
0.9300 |
| High |
0.9319 |
0.9325 |
0.0006 |
0.1% |
0.9394 |
| Low |
0.9288 |
0.9269 |
-0.0019 |
-0.2% |
0.9227 |
| Close |
0.9319 |
0.9294 |
-0.0025 |
-0.3% |
0.9251 |
| Range |
0.0031 |
0.0056 |
0.0025 |
80.6% |
0.0167 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.1% |
0.0000 |
| Volume |
320 |
107 |
-213 |
-66.6% |
202 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9464 |
0.9435 |
0.9325 |
|
| R3 |
0.9408 |
0.9379 |
0.9309 |
|
| R2 |
0.9352 |
0.9352 |
0.9304 |
|
| R1 |
0.9323 |
0.9323 |
0.9299 |
0.9310 |
| PP |
0.9296 |
0.9296 |
0.9296 |
0.9289 |
| S1 |
0.9267 |
0.9267 |
0.9289 |
0.9254 |
| S2 |
0.9240 |
0.9240 |
0.9284 |
|
| S3 |
0.9184 |
0.9211 |
0.9279 |
|
| S4 |
0.9128 |
0.9155 |
0.9263 |
|
|
| 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 |
0.9325 |
0.9227 |
0.0098 |
1.1% |
0.0038 |
0.4% |
68% |
True |
False |
206 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0040 |
0.4% |
40% |
False |
False |
120 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0036 |
0.4% |
44% |
False |
False |
81 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0025 |
0.3% |
67% |
False |
False |
43 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0019 |
0.2% |
67% |
False |
False |
30 |
| 80 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0016 |
0.2% |
81% |
False |
False |
23 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0014 |
0.1% |
84% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9563 |
|
2.618 |
0.9472 |
|
1.618 |
0.9416 |
|
1.000 |
0.9381 |
|
0.618 |
0.9360 |
|
HIGH |
0.9325 |
|
0.618 |
0.9304 |
|
0.500 |
0.9297 |
|
0.382 |
0.9290 |
|
LOW |
0.9269 |
|
0.618 |
0.9234 |
|
1.000 |
0.9213 |
|
1.618 |
0.9178 |
|
2.618 |
0.9122 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9297 |
| PP |
0.9296 |
0.9296 |
| S1 |
0.9295 |
0.9295 |
|