CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9361 |
0.0065 |
0.7% |
0.9293 |
| High |
0.9364 |
0.9361 |
-0.0003 |
0.0% |
0.9317 |
| Low |
0.9296 |
0.9322 |
0.0026 |
0.3% |
0.9238 |
| Close |
0.9357 |
0.9322 |
-0.0035 |
-0.4% |
0.9303 |
| Range |
0.0068 |
0.0039 |
-0.0029 |
-42.6% |
0.0079 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
276 |
243 |
-33 |
-12.0% |
984 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9426 |
0.9343 |
|
| R3 |
0.9413 |
0.9387 |
0.9333 |
|
| R2 |
0.9374 |
0.9374 |
0.9329 |
|
| R1 |
0.9348 |
0.9348 |
0.9326 |
0.9342 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9332 |
| S1 |
0.9309 |
0.9309 |
0.9318 |
0.9303 |
| S2 |
0.9296 |
0.9296 |
0.9315 |
|
| S3 |
0.9257 |
0.9270 |
0.9311 |
|
| S4 |
0.9218 |
0.9231 |
0.9301 |
|
|
| 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% |
0.0049 |
0.5% |
65% |
False |
False |
152 |
| 10 |
0.9364 |
0.9238 |
0.0126 |
1.4% |
0.0040 |
0.4% |
67% |
False |
False |
176 |
| 20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0040 |
0.4% |
57% |
False |
False |
148 |
| 40 |
0.9394 |
0.9122 |
0.0272 |
2.9% |
0.0031 |
0.3% |
74% |
False |
False |
86 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0025 |
0.3% |
77% |
False |
False |
59 |
| 80 |
0.9394 |
0.9061 |
0.0333 |
3.6% |
0.0021 |
0.2% |
78% |
False |
False |
45 |
| 100 |
0.9394 |
0.8773 |
0.0621 |
6.7% |
0.0017 |
0.2% |
88% |
False |
False |
36 |
| 120 |
0.9394 |
0.8573 |
0.0821 |
8.8% |
0.0016 |
0.2% |
91% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9527 |
|
2.618 |
0.9463 |
|
1.618 |
0.9424 |
|
1.000 |
0.9400 |
|
0.618 |
0.9385 |
|
HIGH |
0.9361 |
|
0.618 |
0.9346 |
|
0.500 |
0.9342 |
|
0.382 |
0.9337 |
|
LOW |
0.9322 |
|
0.618 |
0.9298 |
|
1.000 |
0.9283 |
|
1.618 |
0.9259 |
|
2.618 |
0.9220 |
|
4.250 |
0.9156 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9342 |
0.9321 |
| PP |
0.9335 |
0.9320 |
| S1 |
0.9329 |
0.9319 |
|