CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9274 |
0.9296 |
0.0022 |
0.2% |
0.9293 |
| High |
0.9326 |
0.9364 |
0.0038 |
0.4% |
0.9317 |
| Low |
0.9274 |
0.9296 |
0.0022 |
0.2% |
0.9238 |
| Close |
0.9298 |
0.9357 |
0.0059 |
0.6% |
0.9303 |
| Range |
0.0052 |
0.0068 |
0.0016 |
30.8% |
0.0079 |
| ATR |
0.0043 |
0.0044 |
0.0002 |
4.3% |
0.0000 |
| Volume |
18 |
276 |
258 |
1,433.3% |
984 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9543 |
0.9518 |
0.9394 |
|
| R3 |
0.9475 |
0.9450 |
0.9376 |
|
| R2 |
0.9407 |
0.9407 |
0.9369 |
|
| R1 |
0.9382 |
0.9382 |
0.9363 |
0.9395 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9345 |
| S1 |
0.9314 |
0.9314 |
0.9351 |
0.9327 |
| S2 |
0.9271 |
0.9271 |
0.9345 |
|
| S3 |
0.9203 |
0.9246 |
0.9338 |
|
| S4 |
0.9135 |
0.9178 |
0.9320 |
|
|
| 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 |
0.9364 |
0.9243 |
0.0121 |
1.3% |
0.0050 |
0.5% |
94% |
True |
False |
131 |
| 10 |
0.9364 |
0.9238 |
0.0126 |
1.3% |
0.0042 |
0.4% |
94% |
True |
False |
162 |
| 20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0040 |
0.4% |
78% |
False |
False |
136 |
| 40 |
0.9394 |
0.9095 |
0.0299 |
3.2% |
0.0030 |
0.3% |
88% |
False |
False |
80 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0024 |
0.3% |
88% |
False |
False |
55 |
| 80 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0020 |
0.2% |
89% |
False |
False |
41 |
| 100 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0017 |
0.2% |
94% |
False |
False |
34 |
| 120 |
0.9394 |
0.8565 |
0.0829 |
8.9% |
0.0016 |
0.2% |
96% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9653 |
|
2.618 |
0.9542 |
|
1.618 |
0.9474 |
|
1.000 |
0.9432 |
|
0.618 |
0.9406 |
|
HIGH |
0.9364 |
|
0.618 |
0.9338 |
|
0.500 |
0.9330 |
|
0.382 |
0.9322 |
|
LOW |
0.9296 |
|
0.618 |
0.9254 |
|
1.000 |
0.9228 |
|
1.618 |
0.9186 |
|
2.618 |
0.9118 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9348 |
0.9344 |
| PP |
0.9339 |
0.9332 |
| S1 |
0.9330 |
0.9319 |
|