CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9283 |
-0.0042 |
-0.5% |
0.9243 |
| High |
0.9325 |
0.9304 |
-0.0021 |
-0.2% |
0.9325 |
| Low |
0.9269 |
0.9278 |
0.0009 |
0.1% |
0.9241 |
| Close |
0.9294 |
0.9288 |
-0.0006 |
-0.1% |
0.9288 |
| Range |
0.0056 |
0.0026 |
-0.0030 |
-53.6% |
0.0084 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
107 |
152 |
45 |
42.1% |
1,112 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9354 |
0.9302 |
|
| R3 |
0.9342 |
0.9328 |
0.9295 |
|
| R2 |
0.9316 |
0.9316 |
0.9293 |
|
| R1 |
0.9302 |
0.9302 |
0.9290 |
0.9309 |
| PP |
0.9290 |
0.9290 |
0.9290 |
0.9294 |
| S1 |
0.9276 |
0.9276 |
0.9286 |
0.9283 |
| S2 |
0.9264 |
0.9264 |
0.9283 |
|
| S3 |
0.9238 |
0.9250 |
0.9281 |
|
| S4 |
0.9212 |
0.9224 |
0.9274 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9496 |
0.9334 |
|
| R3 |
0.9453 |
0.9412 |
0.9311 |
|
| R2 |
0.9369 |
0.9369 |
0.9303 |
|
| R1 |
0.9328 |
0.9328 |
0.9296 |
0.9349 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9295 |
| S1 |
0.9244 |
0.9244 |
0.9280 |
0.9265 |
| S2 |
0.9201 |
0.9201 |
0.9273 |
|
| S3 |
0.9117 |
0.9160 |
0.9265 |
|
| S4 |
0.9033 |
0.9076 |
0.9242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9325 |
0.9241 |
0.0084 |
0.9% |
0.0032 |
0.3% |
56% |
False |
False |
222 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0041 |
0.4% |
37% |
False |
False |
133 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0035 |
0.4% |
40% |
False |
False |
88 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
65% |
False |
False |
47 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0019 |
0.2% |
65% |
False |
False |
32 |
| 80 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0016 |
0.2% |
80% |
False |
False |
25 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0014 |
0.2% |
84% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9415 |
|
2.618 |
0.9372 |
|
1.618 |
0.9346 |
|
1.000 |
0.9330 |
|
0.618 |
0.9320 |
|
HIGH |
0.9304 |
|
0.618 |
0.9294 |
|
0.500 |
0.9291 |
|
0.382 |
0.9288 |
|
LOW |
0.9278 |
|
0.618 |
0.9262 |
|
1.000 |
0.9252 |
|
1.618 |
0.9236 |
|
2.618 |
0.9210 |
|
4.250 |
0.9168 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9291 |
0.9297 |
| PP |
0.9290 |
0.9294 |
| S1 |
0.9289 |
0.9291 |
|