CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9293 |
0.9286 |
-0.0007 |
-0.1% |
0.9243 |
High |
0.9302 |
0.9296 |
-0.0006 |
-0.1% |
0.9325 |
Low |
0.9289 |
0.9254 |
-0.0035 |
-0.4% |
0.9241 |
Close |
0.9292 |
0.9275 |
-0.0017 |
-0.2% |
0.9288 |
Range |
0.0013 |
0.0042 |
0.0029 |
223.1% |
0.0084 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.2% |
0.0000 |
Volume |
93 |
449 |
356 |
382.8% |
1,112 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9401 |
0.9380 |
0.9298 |
|
R3 |
0.9359 |
0.9338 |
0.9287 |
|
R2 |
0.9317 |
0.9317 |
0.9283 |
|
R1 |
0.9296 |
0.9296 |
0.9279 |
0.9286 |
PP |
0.9275 |
0.9275 |
0.9275 |
0.9270 |
S1 |
0.9254 |
0.9254 |
0.9271 |
0.9244 |
S2 |
0.9233 |
0.9233 |
0.9267 |
|
S3 |
0.9191 |
0.9212 |
0.9263 |
|
S4 |
0.9149 |
0.9170 |
0.9252 |
|
|
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 |
0.9254 |
0.0071 |
0.8% |
0.0034 |
0.4% |
30% |
False |
True |
224 |
10 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0041 |
0.4% |
29% |
False |
False |
184 |
20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0036 |
0.4% |
33% |
False |
False |
112 |
40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
61% |
False |
False |
60 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0020 |
0.2% |
61% |
False |
False |
41 |
80 |
0.9394 |
0.8924 |
0.0470 |
5.1% |
0.0017 |
0.2% |
75% |
False |
False |
31 |
100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0014 |
0.2% |
82% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9475 |
2.618 |
0.9406 |
1.618 |
0.9364 |
1.000 |
0.9338 |
0.618 |
0.9322 |
HIGH |
0.9296 |
0.618 |
0.9280 |
0.500 |
0.9275 |
0.382 |
0.9270 |
LOW |
0.9254 |
0.618 |
0.9228 |
1.000 |
0.9212 |
1.618 |
0.9186 |
2.618 |
0.9144 |
4.250 |
0.9076 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9275 |
0.9279 |
PP |
0.9275 |
0.9278 |
S1 |
0.9275 |
0.9276 |
|