CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9272 |
0.9280 |
0.0008 |
0.1% |
0.9243 |
High |
0.9272 |
0.9296 |
0.0024 |
0.3% |
0.9325 |
Low |
0.9238 |
0.9254 |
0.0016 |
0.2% |
0.9241 |
Close |
0.9265 |
0.9282 |
0.0017 |
0.2% |
0.9288 |
Range |
0.0034 |
0.0042 |
0.0008 |
23.5% |
0.0084 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.2% |
0.0000 |
Volume |
170 |
141 |
-29 |
-17.1% |
1,112 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9403 |
0.9385 |
0.9305 |
|
R3 |
0.9361 |
0.9343 |
0.9294 |
|
R2 |
0.9319 |
0.9319 |
0.9290 |
|
R1 |
0.9301 |
0.9301 |
0.9286 |
0.9310 |
PP |
0.9277 |
0.9277 |
0.9277 |
0.9282 |
S1 |
0.9259 |
0.9259 |
0.9278 |
0.9268 |
S2 |
0.9235 |
0.9235 |
0.9274 |
|
S3 |
0.9193 |
0.9217 |
0.9270 |
|
S4 |
0.9151 |
0.9175 |
0.9259 |
|
|
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 |
0.9304 |
0.9238 |
0.0066 |
0.7% |
0.0031 |
0.3% |
67% |
False |
False |
201 |
10 |
0.9325 |
0.9227 |
0.0098 |
1.1% |
0.0035 |
0.4% |
56% |
False |
False |
203 |
20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0034 |
0.4% |
33% |
False |
False |
125 |
40 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
64% |
False |
False |
68 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0021 |
0.2% |
64% |
False |
False |
46 |
80 |
0.9394 |
0.8993 |
0.0401 |
4.3% |
0.0018 |
0.2% |
72% |
False |
False |
35 |
100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0015 |
0.2% |
83% |
False |
False |
29 |
|
|
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 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9280 |
0.9277 |
PP |
0.9277 |
0.9272 |
S1 |
0.9275 |
0.9267 |
|