CME Australian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9200 |
0.0015 |
0.2% |
0.9220 |
| High |
0.9207 |
0.9201 |
-0.0006 |
-0.1% |
0.9290 |
| Low |
0.9165 |
0.9181 |
0.0016 |
0.2% |
0.9165 |
| Close |
0.9196 |
0.9182 |
-0.0014 |
-0.2% |
0.9196 |
| Range |
0.0042 |
0.0020 |
-0.0022 |
-52.4% |
0.0125 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
479 |
436 |
-43 |
-9.0% |
2,122 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9235 |
0.9193 |
|
| R3 |
0.9228 |
0.9215 |
0.9188 |
|
| R2 |
0.9208 |
0.9208 |
0.9186 |
|
| R1 |
0.9195 |
0.9195 |
0.9184 |
0.9192 |
| PP |
0.9188 |
0.9188 |
0.9188 |
0.9186 |
| S1 |
0.9175 |
0.9175 |
0.9180 |
0.9172 |
| S2 |
0.9168 |
0.9168 |
0.9178 |
|
| S3 |
0.9148 |
0.9155 |
0.9177 |
|
| S4 |
0.9128 |
0.9135 |
0.9171 |
|
|
| 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% |
0.0058 |
0.6% |
14% |
False |
False |
406 |
| 10 |
0.9321 |
0.9165 |
0.0156 |
1.7% |
0.0052 |
0.6% |
11% |
False |
False |
396 |
| 20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0046 |
0.5% |
9% |
False |
False |
288 |
| 40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0040 |
0.4% |
7% |
False |
False |
189 |
| 60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0033 |
0.4% |
31% |
False |
False |
129 |
| 80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0026 |
0.3% |
31% |
False |
False |
97 |
| 100 |
0.9394 |
0.8875 |
0.0519 |
5.7% |
0.0022 |
0.2% |
59% |
False |
False |
78 |
| 120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0020 |
0.2% |
67% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9253 |
|
1.618 |
0.9233 |
|
1.000 |
0.9221 |
|
0.618 |
0.9213 |
|
HIGH |
0.9201 |
|
0.618 |
0.9193 |
|
0.500 |
0.9191 |
|
0.382 |
0.9189 |
|
LOW |
0.9181 |
|
0.618 |
0.9169 |
|
1.000 |
0.9161 |
|
1.618 |
0.9149 |
|
2.618 |
0.9129 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9221 |
| PP |
0.9188 |
0.9208 |
| S1 |
0.9185 |
0.9195 |
|