CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9215 |
0.9220 |
0.0005 |
0.1% |
0.9308 |
| High |
0.9250 |
0.9247 |
-0.0003 |
0.0% |
0.9321 |
| Low |
0.9195 |
0.9220 |
0.0025 |
0.3% |
0.9195 |
| Close |
0.9227 |
0.9246 |
0.0019 |
0.2% |
0.9227 |
| Range |
0.0055 |
0.0027 |
-0.0028 |
-50.9% |
0.0126 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
423 |
525 |
102 |
24.1% |
1,566 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9319 |
0.9309 |
0.9261 |
|
| R3 |
0.9292 |
0.9282 |
0.9253 |
|
| R2 |
0.9265 |
0.9265 |
0.9251 |
|
| R1 |
0.9255 |
0.9255 |
0.9248 |
0.9260 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9240 |
| S1 |
0.9228 |
0.9228 |
0.9244 |
0.9233 |
| S2 |
0.9211 |
0.9211 |
0.9241 |
|
| S3 |
0.9184 |
0.9201 |
0.9239 |
|
| S4 |
0.9157 |
0.9174 |
0.9231 |
|
|
| 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% |
0.0046 |
0.5% |
40% |
False |
False |
386 |
| 10 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0043 |
0.5% |
30% |
False |
False |
275 |
| 20 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0039 |
0.4% |
30% |
False |
False |
230 |
| 40 |
0.9394 |
0.9195 |
0.0199 |
2.2% |
0.0036 |
0.4% |
26% |
False |
False |
141 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0028 |
0.3% |
52% |
False |
False |
95 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0023 |
0.3% |
52% |
False |
False |
72 |
| 100 |
0.9394 |
0.8855 |
0.0539 |
5.8% |
0.0020 |
0.2% |
73% |
False |
False |
58 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0017 |
0.2% |
77% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9362 |
|
2.618 |
0.9318 |
|
1.618 |
0.9291 |
|
1.000 |
0.9274 |
|
0.618 |
0.9264 |
|
HIGH |
0.9247 |
|
0.618 |
0.9237 |
|
0.500 |
0.9234 |
|
0.382 |
0.9230 |
|
LOW |
0.9220 |
|
0.618 |
0.9203 |
|
1.000 |
0.9193 |
|
1.618 |
0.9176 |
|
2.618 |
0.9149 |
|
4.250 |
0.9105 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9242 |
0.9238 |
| PP |
0.9238 |
0.9230 |
| S1 |
0.9234 |
0.9223 |
|