CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9220 |
0.9244 |
0.0024 |
0.3% |
0.9308 |
High |
0.9247 |
0.9259 |
0.0012 |
0.1% |
0.9321 |
Low |
0.9220 |
0.9210 |
-0.0010 |
-0.1% |
0.9195 |
Close |
0.9246 |
0.9215 |
-0.0031 |
-0.3% |
0.9227 |
Range |
0.0027 |
0.0049 |
0.0022 |
81.5% |
0.0126 |
ATR |
0.0043 |
0.0043 |
0.0000 |
1.1% |
0.0000 |
Volume |
525 |
48 |
-477 |
-90.9% |
1,566 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9375 |
0.9344 |
0.9242 |
|
R3 |
0.9326 |
0.9295 |
0.9228 |
|
R2 |
0.9277 |
0.9277 |
0.9224 |
|
R1 |
0.9246 |
0.9246 |
0.9219 |
0.9237 |
PP |
0.9228 |
0.9228 |
0.9228 |
0.9224 |
S1 |
0.9197 |
0.9197 |
0.9211 |
0.9188 |
S2 |
0.9179 |
0.9179 |
0.9206 |
|
S3 |
0.9130 |
0.9148 |
0.9202 |
|
S4 |
0.9081 |
0.9099 |
0.9188 |
|
|
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 |
0.9291 |
0.9195 |
0.0096 |
1.0% |
0.0049 |
0.5% |
21% |
False |
False |
389 |
10 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0043 |
0.5% |
12% |
False |
False |
278 |
20 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0041 |
0.4% |
12% |
False |
False |
223 |
40 |
0.9394 |
0.9195 |
0.0199 |
2.2% |
0.0037 |
0.4% |
10% |
False |
False |
142 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0029 |
0.3% |
42% |
False |
False |
96 |
80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0024 |
0.3% |
42% |
False |
False |
73 |
100 |
0.9394 |
0.8858 |
0.0536 |
5.8% |
0.0020 |
0.2% |
67% |
False |
False |
58 |
120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0018 |
0.2% |
72% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9467 |
2.618 |
0.9387 |
1.618 |
0.9338 |
1.000 |
0.9308 |
0.618 |
0.9289 |
HIGH |
0.9259 |
0.618 |
0.9240 |
0.500 |
0.9235 |
0.382 |
0.9229 |
LOW |
0.9210 |
0.618 |
0.9180 |
1.000 |
0.9161 |
1.618 |
0.9131 |
2.618 |
0.9082 |
4.250 |
0.9002 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9235 |
0.9227 |
PP |
0.9228 |
0.9223 |
S1 |
0.9222 |
0.9219 |
|