CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9308 |
0.9320 |
0.0012 |
0.1% |
0.9291 |
High |
0.9321 |
0.9321 |
0.0000 |
0.0% |
0.9364 |
Low |
0.9298 |
0.9286 |
-0.0012 |
-0.1% |
0.9274 |
Close |
0.9315 |
0.9297 |
-0.0018 |
-0.2% |
0.9305 |
Range |
0.0023 |
0.0035 |
0.0012 |
52.2% |
0.0090 |
ATR |
0.0041 |
0.0040 |
0.0000 |
-1.0% |
0.0000 |
Volume |
159 |
33 |
-126 |
-79.2% |
758 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9406 |
0.9387 |
0.9316 |
|
R3 |
0.9371 |
0.9352 |
0.9307 |
|
R2 |
0.9336 |
0.9336 |
0.9303 |
|
R1 |
0.9317 |
0.9317 |
0.9300 |
0.9309 |
PP |
0.9301 |
0.9301 |
0.9301 |
0.9298 |
S1 |
0.9282 |
0.9282 |
0.9294 |
0.9274 |
S2 |
0.9266 |
0.9266 |
0.9291 |
|
S3 |
0.9231 |
0.9247 |
0.9287 |
|
S4 |
0.9196 |
0.9212 |
0.9278 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9584 |
0.9535 |
0.9355 |
|
R3 |
0.9494 |
0.9445 |
0.9330 |
|
R2 |
0.9404 |
0.9404 |
0.9322 |
|
R1 |
0.9355 |
0.9355 |
0.9313 |
0.9380 |
PP |
0.9314 |
0.9314 |
0.9314 |
0.9327 |
S1 |
0.9265 |
0.9265 |
0.9297 |
0.9290 |
S2 |
0.9224 |
0.9224 |
0.9289 |
|
S3 |
0.9134 |
0.9175 |
0.9280 |
|
S4 |
0.9044 |
0.9085 |
0.9256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9364 |
0.9286 |
0.0078 |
0.8% |
0.0037 |
0.4% |
14% |
False |
True |
168 |
10 |
0.9364 |
0.9238 |
0.0126 |
1.4% |
0.0040 |
0.4% |
47% |
False |
False |
139 |
20 |
0.9394 |
0.9227 |
0.0167 |
1.8% |
0.0040 |
0.4% |
42% |
False |
False |
161 |
40 |
0.9394 |
0.9133 |
0.0261 |
2.8% |
0.0032 |
0.3% |
63% |
False |
False |
94 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
68% |
False |
False |
64 |
80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0021 |
0.2% |
68% |
False |
False |
48 |
100 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0018 |
0.2% |
84% |
False |
False |
39 |
120 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0016 |
0.2% |
85% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9470 |
2.618 |
0.9413 |
1.618 |
0.9378 |
1.000 |
0.9356 |
0.618 |
0.9343 |
HIGH |
0.9321 |
0.618 |
0.9308 |
0.500 |
0.9304 |
0.382 |
0.9299 |
LOW |
0.9286 |
0.618 |
0.9264 |
1.000 |
0.9251 |
1.618 |
0.9229 |
2.618 |
0.9194 |
4.250 |
0.9137 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9304 |
0.9305 |
PP |
0.9301 |
0.9302 |
S1 |
0.9299 |
0.9300 |
|