CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9267 |
0.9185 |
-0.0082 |
-0.9% |
0.9220 |
| High |
0.9276 |
0.9207 |
-0.0069 |
-0.7% |
0.9290 |
| Low |
0.9180 |
0.9165 |
-0.0015 |
-0.2% |
0.9165 |
| Close |
0.9189 |
0.9196 |
0.0007 |
0.1% |
0.9196 |
| Range |
0.0096 |
0.0042 |
-0.0054 |
-56.3% |
0.0125 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
746 |
479 |
-267 |
-35.8% |
2,122 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9298 |
0.9219 |
|
| R3 |
0.9273 |
0.9256 |
0.9208 |
|
| R2 |
0.9231 |
0.9231 |
0.9204 |
|
| R1 |
0.9214 |
0.9214 |
0.9200 |
0.9223 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9194 |
| S1 |
0.9172 |
0.9172 |
0.9192 |
0.9181 |
| S2 |
0.9147 |
0.9147 |
0.9188 |
|
| S3 |
0.9105 |
0.9130 |
0.9184 |
|
| S4 |
0.9063 |
0.9088 |
0.9173 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9519 |
0.9265 |
|
| R3 |
0.9467 |
0.9394 |
0.9230 |
|
| R2 |
0.9342 |
0.9342 |
0.9219 |
|
| R1 |
0.9269 |
0.9269 |
0.9207 |
0.9243 |
| PP |
0.9217 |
0.9217 |
0.9217 |
0.9204 |
| S1 |
0.9144 |
0.9144 |
0.9185 |
0.9118 |
| S2 |
0.9092 |
0.9092 |
0.9173 |
|
| S3 |
0.8967 |
0.9019 |
0.9162 |
|
| S4 |
0.8842 |
0.8894 |
0.9127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9290 |
0.9165 |
0.0125 |
1.4% |
0.0059 |
0.6% |
25% |
False |
True |
424 |
| 10 |
0.9321 |
0.9165 |
0.0156 |
1.7% |
0.0052 |
0.6% |
20% |
False |
True |
368 |
| 20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0046 |
0.5% |
16% |
False |
True |
271 |
| 40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0040 |
0.4% |
14% |
False |
True |
179 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0033 |
0.4% |
36% |
False |
False |
122 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
36% |
False |
False |
92 |
| 100 |
0.9394 |
0.8875 |
0.0519 |
5.6% |
0.0022 |
0.2% |
62% |
False |
False |
74 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0019 |
0.2% |
69% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9386 |
|
2.618 |
0.9317 |
|
1.618 |
0.9275 |
|
1.000 |
0.9249 |
|
0.618 |
0.9233 |
|
HIGH |
0.9207 |
|
0.618 |
0.9191 |
|
0.500 |
0.9186 |
|
0.382 |
0.9181 |
|
LOW |
0.9165 |
|
0.618 |
0.9139 |
|
1.000 |
0.9123 |
|
1.618 |
0.9097 |
|
2.618 |
0.9055 |
|
4.250 |
0.8987 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9228 |
| PP |
0.9189 |
0.9217 |
| S1 |
0.9186 |
0.9207 |
|