CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9274 |
-0.0017 |
-0.2% |
0.9293 |
| High |
0.9291 |
0.9326 |
0.0035 |
0.4% |
0.9317 |
| Low |
0.9278 |
0.9274 |
-0.0004 |
0.0% |
0.9238 |
| Close |
0.9286 |
0.9298 |
0.0012 |
0.1% |
0.9303 |
| Range |
0.0013 |
0.0052 |
0.0039 |
300.0% |
0.0079 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.7% |
0.0000 |
| Volume |
92 |
18 |
-74 |
-80.4% |
984 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9429 |
0.9327 |
|
| R3 |
0.9403 |
0.9377 |
0.9312 |
|
| R2 |
0.9351 |
0.9351 |
0.9308 |
|
| R1 |
0.9325 |
0.9325 |
0.9303 |
0.9338 |
| PP |
0.9299 |
0.9299 |
0.9299 |
0.9306 |
| S1 |
0.9273 |
0.9273 |
0.9293 |
0.9286 |
| S2 |
0.9247 |
0.9247 |
0.9288 |
|
| S3 |
0.9195 |
0.9221 |
0.9284 |
|
| S4 |
0.9143 |
0.9169 |
0.9269 |
|
|
| 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 |
0.9326 |
0.9238 |
0.0088 |
0.9% |
0.0043 |
0.5% |
68% |
True |
False |
110 |
| 10 |
0.9326 |
0.9238 |
0.0088 |
0.9% |
0.0038 |
0.4% |
68% |
True |
False |
167 |
| 20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0037 |
0.4% |
43% |
False |
False |
125 |
| 40 |
0.9394 |
0.9095 |
0.0299 |
3.2% |
0.0028 |
0.3% |
68% |
False |
False |
74 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0023 |
0.3% |
69% |
False |
False |
50 |
| 80 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0019 |
0.2% |
71% |
False |
False |
38 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0016 |
0.2% |
85% |
False |
False |
31 |
| 120 |
0.9394 |
0.8565 |
0.0829 |
8.9% |
0.0015 |
0.2% |
88% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9547 |
|
2.618 |
0.9462 |
|
1.618 |
0.9410 |
|
1.000 |
0.9378 |
|
0.618 |
0.9358 |
|
HIGH |
0.9326 |
|
0.618 |
0.9306 |
|
0.500 |
0.9300 |
|
0.382 |
0.9294 |
|
LOW |
0.9274 |
|
0.618 |
0.9242 |
|
1.000 |
0.9222 |
|
1.618 |
0.9190 |
|
2.618 |
0.9138 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9300 |
0.9294 |
| PP |
0.9299 |
0.9289 |
| S1 |
0.9299 |
0.9285 |
|