CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9244 |
0.9209 |
-0.0035 |
-0.4% |
0.9308 |
High |
0.9259 |
0.9290 |
0.0031 |
0.3% |
0.9321 |
Low |
0.9210 |
0.9209 |
-0.0001 |
0.0% |
0.9195 |
Close |
0.9215 |
0.9267 |
0.0052 |
0.6% |
0.9227 |
Range |
0.0049 |
0.0081 |
0.0032 |
65.3% |
0.0126 |
ATR |
0.0043 |
0.0046 |
0.0003 |
6.3% |
0.0000 |
Volume |
48 |
324 |
276 |
575.0% |
1,566 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9498 |
0.9464 |
0.9312 |
|
R3 |
0.9417 |
0.9383 |
0.9289 |
|
R2 |
0.9336 |
0.9336 |
0.9282 |
|
R1 |
0.9302 |
0.9302 |
0.9274 |
0.9319 |
PP |
0.9255 |
0.9255 |
0.9255 |
0.9264 |
S1 |
0.9221 |
0.9221 |
0.9260 |
0.9238 |
S2 |
0.9174 |
0.9174 |
0.9252 |
|
S3 |
0.9093 |
0.9140 |
0.9245 |
|
S4 |
0.9012 |
0.9059 |
0.9222 |
|
|
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 |
0.9290 |
0.9195 |
0.0095 |
1.0% |
0.0051 |
0.6% |
76% |
True |
False |
425 |
10 |
0.9361 |
0.9195 |
0.0166 |
1.8% |
0.0044 |
0.5% |
43% |
False |
False |
283 |
20 |
0.9364 |
0.9195 |
0.0169 |
1.8% |
0.0043 |
0.5% |
43% |
False |
False |
223 |
40 |
0.9394 |
0.9195 |
0.0199 |
2.1% |
0.0039 |
0.4% |
36% |
False |
False |
150 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0031 |
0.3% |
59% |
False |
False |
101 |
80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0025 |
0.3% |
59% |
False |
False |
77 |
100 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0021 |
0.2% |
76% |
False |
False |
62 |
120 |
0.9394 |
0.8750 |
0.0644 |
6.9% |
0.0018 |
0.2% |
80% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9634 |
2.618 |
0.9502 |
1.618 |
0.9421 |
1.000 |
0.9371 |
0.618 |
0.9340 |
HIGH |
0.9290 |
0.618 |
0.9259 |
0.500 |
0.9250 |
0.382 |
0.9240 |
LOW |
0.9209 |
0.618 |
0.9159 |
1.000 |
0.9128 |
1.618 |
0.9078 |
2.618 |
0.8997 |
4.250 |
0.8865 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9261 |
0.9261 |
PP |
0.9255 |
0.9255 |
S1 |
0.9250 |
0.9250 |
|