CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9237 |
0.9215 |
-0.0022 |
-0.2% |
0.9308 |
| High |
0.9240 |
0.9250 |
0.0010 |
0.1% |
0.9321 |
| Low |
0.9195 |
0.9195 |
0.0000 |
0.0% |
0.9195 |
| Close |
0.9207 |
0.9227 |
0.0020 |
0.2% |
0.9227 |
| Range |
0.0045 |
0.0055 |
0.0010 |
22.2% |
0.0126 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.0% |
0.0000 |
| Volume |
806 |
423 |
-383 |
-47.5% |
1,566 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9389 |
0.9363 |
0.9257 |
|
| R3 |
0.9334 |
0.9308 |
0.9242 |
|
| R2 |
0.9279 |
0.9279 |
0.9237 |
|
| R1 |
0.9253 |
0.9253 |
0.9232 |
0.9266 |
| PP |
0.9224 |
0.9224 |
0.9224 |
0.9231 |
| S1 |
0.9198 |
0.9198 |
0.9222 |
0.9211 |
| S2 |
0.9169 |
0.9169 |
0.9217 |
|
| S3 |
0.9114 |
0.9143 |
0.9212 |
|
| S4 |
0.9059 |
0.9088 |
0.9197 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9626 |
0.9552 |
0.9296 |
|
| R3 |
0.9500 |
0.9426 |
0.9262 |
|
| R2 |
0.9374 |
0.9374 |
0.9250 |
|
| R1 |
0.9300 |
0.9300 |
0.9239 |
0.9274 |
| PP |
0.9248 |
0.9248 |
0.9248 |
0.9235 |
| S1 |
0.9174 |
0.9174 |
0.9215 |
0.9148 |
| S2 |
0.9122 |
0.9122 |
0.9204 |
|
| S3 |
0.8996 |
0.9048 |
0.9192 |
|
| S4 |
0.8870 |
0.8922 |
0.9158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9321 |
0.9195 |
0.0126 |
1.4% |
0.0045 |
0.5% |
25% |
False |
True |
313 |
| 10 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0042 |
0.5% |
19% |
False |
True |
232 |
| 20 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0039 |
0.4% |
19% |
False |
True |
221 |
| 40 |
0.9394 |
0.9195 |
0.0199 |
2.2% |
0.0036 |
0.4% |
16% |
False |
True |
128 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0028 |
0.3% |
46% |
False |
False |
86 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0023 |
0.2% |
46% |
False |
False |
66 |
| 100 |
0.9394 |
0.8817 |
0.0577 |
6.3% |
0.0020 |
0.2% |
71% |
False |
False |
53 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0017 |
0.2% |
74% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9484 |
|
2.618 |
0.9394 |
|
1.618 |
0.9339 |
|
1.000 |
0.9305 |
|
0.618 |
0.9284 |
|
HIGH |
0.9250 |
|
0.618 |
0.9229 |
|
0.500 |
0.9223 |
|
0.382 |
0.9216 |
|
LOW |
0.9195 |
|
0.618 |
0.9161 |
|
1.000 |
0.9140 |
|
1.618 |
0.9106 |
|
2.618 |
0.9051 |
|
4.250 |
0.8961 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9226 |
0.9243 |
| PP |
0.9224 |
0.9238 |
| S1 |
0.9223 |
0.9232 |
|