CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9291 |
-0.0029 |
-0.3% |
0.9291 |
| High |
0.9321 |
0.9291 |
-0.0030 |
-0.3% |
0.9364 |
| Low |
0.9286 |
0.9224 |
-0.0062 |
-0.7% |
0.9274 |
| Close |
0.9297 |
0.9238 |
-0.0059 |
-0.6% |
0.9305 |
| Range |
0.0035 |
0.0067 |
0.0032 |
91.4% |
0.0090 |
| ATR |
0.0040 |
0.0043 |
0.0002 |
5.7% |
0.0000 |
| Volume |
33 |
145 |
112 |
339.4% |
758 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9412 |
0.9275 |
|
| R3 |
0.9385 |
0.9345 |
0.9256 |
|
| R2 |
0.9318 |
0.9318 |
0.9250 |
|
| R1 |
0.9278 |
0.9278 |
0.9244 |
0.9265 |
| PP |
0.9251 |
0.9251 |
0.9251 |
0.9244 |
| S1 |
0.9211 |
0.9211 |
0.9232 |
0.9198 |
| S2 |
0.9184 |
0.9184 |
0.9226 |
|
| S3 |
0.9117 |
0.9144 |
0.9220 |
|
| S4 |
0.9050 |
0.9077 |
0.9201 |
|
|
| 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 |
0.9361 |
0.9224 |
0.0137 |
1.5% |
0.0037 |
0.4% |
10% |
False |
True |
141 |
| 10 |
0.9364 |
0.9224 |
0.0140 |
1.5% |
0.0043 |
0.5% |
10% |
False |
True |
136 |
| 20 |
0.9376 |
0.9224 |
0.0152 |
1.6% |
0.0039 |
0.4% |
9% |
False |
True |
167 |
| 40 |
0.9394 |
0.9145 |
0.0249 |
2.7% |
0.0034 |
0.4% |
37% |
False |
False |
98 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
49% |
False |
False |
66 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0022 |
0.2% |
49% |
False |
False |
50 |
| 100 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0019 |
0.2% |
74% |
False |
False |
40 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0016 |
0.2% |
76% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9576 |
|
2.618 |
0.9466 |
|
1.618 |
0.9399 |
|
1.000 |
0.9358 |
|
0.618 |
0.9332 |
|
HIGH |
0.9291 |
|
0.618 |
0.9265 |
|
0.500 |
0.9258 |
|
0.382 |
0.9250 |
|
LOW |
0.9224 |
|
0.618 |
0.9183 |
|
1.000 |
0.9157 |
|
1.618 |
0.9116 |
|
2.618 |
0.9049 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9258 |
0.9273 |
| PP |
0.9251 |
0.9261 |
| S1 |
0.9245 |
0.9250 |
|