CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9244 |
-0.0036 |
-0.4% |
0.9293 |
| High |
0.9296 |
0.9317 |
0.0021 |
0.2% |
0.9317 |
| Low |
0.9254 |
0.9243 |
-0.0011 |
-0.1% |
0.9238 |
| Close |
0.9282 |
0.9303 |
0.0021 |
0.2% |
0.9303 |
| Range |
0.0042 |
0.0074 |
0.0032 |
76.2% |
0.0079 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
5.8% |
0.0000 |
| Volume |
141 |
131 |
-10 |
-7.1% |
984 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9510 |
0.9480 |
0.9344 |
|
| R3 |
0.9436 |
0.9406 |
0.9323 |
|
| R2 |
0.9362 |
0.9362 |
0.9317 |
|
| R1 |
0.9332 |
0.9332 |
0.9310 |
0.9347 |
| PP |
0.9288 |
0.9288 |
0.9288 |
0.9295 |
| S1 |
0.9258 |
0.9258 |
0.9296 |
0.9273 |
| S2 |
0.9214 |
0.9214 |
0.9289 |
|
| S3 |
0.9140 |
0.9184 |
0.9283 |
|
| S4 |
0.9066 |
0.9110 |
0.9262 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9492 |
0.9346 |
|
| R3 |
0.9444 |
0.9413 |
0.9325 |
|
| R2 |
0.9365 |
0.9365 |
0.9317 |
|
| R1 |
0.9334 |
0.9334 |
0.9310 |
0.9350 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9294 |
| S1 |
0.9255 |
0.9255 |
0.9296 |
0.9271 |
| S2 |
0.9207 |
0.9207 |
0.9289 |
|
| S3 |
0.9128 |
0.9176 |
0.9281 |
|
| S4 |
0.9049 |
0.9097 |
0.9260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9317 |
0.9238 |
0.0079 |
0.8% |
0.0041 |
0.4% |
82% |
True |
False |
196 |
| 10 |
0.9325 |
0.9238 |
0.0087 |
0.9% |
0.0037 |
0.4% |
75% |
False |
False |
209 |
| 20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0037 |
0.4% |
46% |
False |
False |
130 |
| 40 |
0.9394 |
0.9089 |
0.0305 |
3.3% |
0.0028 |
0.3% |
70% |
False |
False |
71 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0023 |
0.2% |
70% |
False |
False |
48 |
| 80 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0019 |
0.2% |
73% |
False |
False |
37 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0016 |
0.2% |
86% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9632 |
|
2.618 |
0.9511 |
|
1.618 |
0.9437 |
|
1.000 |
0.9391 |
|
0.618 |
0.9363 |
|
HIGH |
0.9317 |
|
0.618 |
0.9289 |
|
0.500 |
0.9280 |
|
0.382 |
0.9271 |
|
LOW |
0.9243 |
|
0.618 |
0.9197 |
|
1.000 |
0.9169 |
|
1.618 |
0.9123 |
|
2.618 |
0.9049 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9295 |
0.9295 |
| PP |
0.9288 |
0.9286 |
| S1 |
0.9280 |
0.9278 |
|