CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9283 |
0.9293 |
0.0010 |
0.1% |
0.9243 |
| High |
0.9304 |
0.9302 |
-0.0002 |
0.0% |
0.9325 |
| Low |
0.9278 |
0.9289 |
0.0011 |
0.1% |
0.9241 |
| Close |
0.9288 |
0.9292 |
0.0004 |
0.0% |
0.9288 |
| Range |
0.0026 |
0.0013 |
-0.0013 |
-50.0% |
0.0084 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
152 |
93 |
-59 |
-38.8% |
1,112 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9333 |
0.9326 |
0.9299 |
|
| R3 |
0.9320 |
0.9313 |
0.9296 |
|
| R2 |
0.9307 |
0.9307 |
0.9294 |
|
| R1 |
0.9300 |
0.9300 |
0.9293 |
0.9297 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9293 |
| S1 |
0.9287 |
0.9287 |
0.9291 |
0.9284 |
| S2 |
0.9281 |
0.9281 |
0.9290 |
|
| S3 |
0.9268 |
0.9274 |
0.9288 |
|
| S4 |
0.9255 |
0.9261 |
0.9285 |
|
|
| 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 |
0.9269 |
0.0056 |
0.6% |
0.0029 |
0.3% |
41% |
False |
False |
174 |
| 10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0040 |
0.4% |
39% |
False |
False |
140 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0034 |
0.4% |
42% |
False |
False |
91 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
67% |
False |
False |
49 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0020 |
0.2% |
67% |
False |
False |
34 |
| 80 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0016 |
0.2% |
80% |
False |
False |
26 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0014 |
0.2% |
84% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9357 |
|
2.618 |
0.9336 |
|
1.618 |
0.9323 |
|
1.000 |
0.9315 |
|
0.618 |
0.9310 |
|
HIGH |
0.9302 |
|
0.618 |
0.9297 |
|
0.500 |
0.9296 |
|
0.382 |
0.9294 |
|
LOW |
0.9289 |
|
0.618 |
0.9281 |
|
1.000 |
0.9276 |
|
1.618 |
0.9268 |
|
2.618 |
0.9255 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9296 |
0.9297 |
| PP |
0.9294 |
0.9295 |
| S1 |
0.9293 |
0.9294 |
|