CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9237 |
-0.0054 |
-0.6% |
0.9291 |
| High |
0.9291 |
0.9240 |
-0.0051 |
-0.5% |
0.9364 |
| Low |
0.9224 |
0.9195 |
-0.0029 |
-0.3% |
0.9274 |
| Close |
0.9238 |
0.9207 |
-0.0031 |
-0.3% |
0.9305 |
| Range |
0.0067 |
0.0045 |
-0.0022 |
-32.8% |
0.0090 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.4% |
0.0000 |
| Volume |
145 |
806 |
661 |
455.9% |
758 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9349 |
0.9323 |
0.9232 |
|
| R3 |
0.9304 |
0.9278 |
0.9219 |
|
| R2 |
0.9259 |
0.9259 |
0.9215 |
|
| R1 |
0.9233 |
0.9233 |
0.9211 |
0.9224 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9209 |
| S1 |
0.9188 |
0.9188 |
0.9203 |
0.9179 |
| S2 |
0.9169 |
0.9169 |
0.9199 |
|
| S3 |
0.9124 |
0.9143 |
0.9195 |
|
| S4 |
0.9079 |
0.9098 |
0.9182 |
|
|
| 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 |
0.9324 |
0.9195 |
0.0129 |
1.4% |
0.0038 |
0.4% |
9% |
False |
True |
254 |
| 10 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0044 |
0.5% |
7% |
False |
True |
203 |
| 20 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0039 |
0.4% |
7% |
False |
True |
203 |
| 40 |
0.9394 |
0.9195 |
0.0199 |
2.2% |
0.0034 |
0.4% |
6% |
False |
True |
118 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
39% |
False |
False |
79 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0023 |
0.2% |
39% |
False |
False |
60 |
| 100 |
0.9394 |
0.8802 |
0.0592 |
6.4% |
0.0019 |
0.2% |
68% |
False |
False |
48 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0016 |
0.2% |
71% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9358 |
|
1.618 |
0.9313 |
|
1.000 |
0.9285 |
|
0.618 |
0.9268 |
|
HIGH |
0.9240 |
|
0.618 |
0.9223 |
|
0.500 |
0.9218 |
|
0.382 |
0.9212 |
|
LOW |
0.9195 |
|
0.618 |
0.9167 |
|
1.000 |
0.9150 |
|
1.618 |
0.9122 |
|
2.618 |
0.9077 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9258 |
| PP |
0.9214 |
0.9241 |
| S1 |
0.9211 |
0.9224 |
|