CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9286 |
0.9272 |
-0.0014 |
-0.2% |
0.9243 |
| High |
0.9296 |
0.9272 |
-0.0024 |
-0.3% |
0.9325 |
| Low |
0.9254 |
0.9238 |
-0.0016 |
-0.2% |
0.9241 |
| Close |
0.9275 |
0.9265 |
-0.0010 |
-0.1% |
0.9288 |
| Range |
0.0042 |
0.0034 |
-0.0008 |
-19.0% |
0.0084 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
449 |
170 |
-279 |
-62.1% |
1,112 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9347 |
0.9284 |
|
| R3 |
0.9326 |
0.9313 |
0.9274 |
|
| R2 |
0.9292 |
0.9292 |
0.9271 |
|
| R1 |
0.9279 |
0.9279 |
0.9268 |
0.9269 |
| PP |
0.9258 |
0.9258 |
0.9258 |
0.9253 |
| S1 |
0.9245 |
0.9245 |
0.9262 |
0.9235 |
| S2 |
0.9224 |
0.9224 |
0.9259 |
|
| S3 |
0.9190 |
0.9211 |
0.9256 |
|
| S4 |
0.9156 |
0.9177 |
0.9246 |
|
|
| 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 |
0.9238 |
0.0087 |
0.9% |
0.0034 |
0.4% |
31% |
False |
True |
194 |
| 10 |
0.9376 |
0.9227 |
0.0149 |
1.6% |
0.0036 |
0.4% |
26% |
False |
False |
198 |
| 20 |
0.9394 |
0.9217 |
0.0177 |
1.9% |
0.0035 |
0.4% |
27% |
False |
False |
120 |
| 40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
58% |
False |
False |
64 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0021 |
0.2% |
58% |
False |
False |
44 |
| 80 |
0.9394 |
0.8964 |
0.0430 |
4.6% |
0.0017 |
0.2% |
70% |
False |
False |
33 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0014 |
0.2% |
80% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9417 |
|
2.618 |
0.9361 |
|
1.618 |
0.9327 |
|
1.000 |
0.9306 |
|
0.618 |
0.9293 |
|
HIGH |
0.9272 |
|
0.618 |
0.9259 |
|
0.500 |
0.9255 |
|
0.382 |
0.9251 |
|
LOW |
0.9238 |
|
0.618 |
0.9217 |
|
1.000 |
0.9204 |
|
1.618 |
0.9183 |
|
2.618 |
0.9149 |
|
4.250 |
0.9094 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9262 |
0.9270 |
| PP |
0.9258 |
0.9268 |
| S1 |
0.9255 |
0.9267 |
|