CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9209 |
0.9267 |
0.0058 |
0.6% |
0.9308 |
| High |
0.9290 |
0.9276 |
-0.0014 |
-0.2% |
0.9321 |
| Low |
0.9209 |
0.9180 |
-0.0029 |
-0.3% |
0.9195 |
| Close |
0.9267 |
0.9189 |
-0.0078 |
-0.8% |
0.9227 |
| Range |
0.0081 |
0.0096 |
0.0015 |
18.5% |
0.0126 |
| ATR |
0.0046 |
0.0049 |
0.0004 |
7.8% |
0.0000 |
| Volume |
324 |
746 |
422 |
130.2% |
1,566 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9442 |
0.9242 |
|
| R3 |
0.9407 |
0.9346 |
0.9215 |
|
| R2 |
0.9311 |
0.9311 |
0.9207 |
|
| R1 |
0.9250 |
0.9250 |
0.9198 |
0.9233 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9206 |
| S1 |
0.9154 |
0.9154 |
0.9180 |
0.9137 |
| S2 |
0.9119 |
0.9119 |
0.9171 |
|
| S3 |
0.9023 |
0.9058 |
0.9163 |
|
| S4 |
0.8927 |
0.8962 |
0.9136 |
|
|
| 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 |
0.9180 |
0.0110 |
1.2% |
0.0062 |
0.7% |
8% |
False |
True |
413 |
| 10 |
0.9324 |
0.9180 |
0.0144 |
1.6% |
0.0050 |
0.5% |
6% |
False |
True |
333 |
| 20 |
0.9364 |
0.9180 |
0.0184 |
2.0% |
0.0045 |
0.5% |
5% |
False |
True |
255 |
| 40 |
0.9394 |
0.9180 |
0.0214 |
2.3% |
0.0041 |
0.4% |
4% |
False |
True |
168 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0032 |
0.3% |
33% |
False |
False |
114 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
33% |
False |
False |
86 |
| 100 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0022 |
0.2% |
61% |
False |
False |
69 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0019 |
0.2% |
68% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9684 |
|
2.618 |
0.9527 |
|
1.618 |
0.9431 |
|
1.000 |
0.9372 |
|
0.618 |
0.9335 |
|
HIGH |
0.9276 |
|
0.618 |
0.9239 |
|
0.500 |
0.9228 |
|
0.382 |
0.9217 |
|
LOW |
0.9180 |
|
0.618 |
0.9121 |
|
1.000 |
0.9084 |
|
1.618 |
0.9025 |
|
2.618 |
0.8929 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9235 |
| PP |
0.9215 |
0.9220 |
| S1 |
0.9202 |
0.9204 |
|