CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9200 |
0.9184 |
-0.0016 |
-0.2% |
0.9220 |
High |
0.9201 |
0.9196 |
-0.0005 |
-0.1% |
0.9290 |
Low |
0.9181 |
0.9170 |
-0.0011 |
-0.1% |
0.9165 |
Close |
0.9182 |
0.9196 |
0.0014 |
0.2% |
0.9196 |
Range |
0.0020 |
0.0026 |
0.0006 |
30.0% |
0.0125 |
ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
436 |
73 |
-363 |
-83.3% |
2,122 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9265 |
0.9257 |
0.9210 |
|
R3 |
0.9239 |
0.9231 |
0.9203 |
|
R2 |
0.9213 |
0.9213 |
0.9201 |
|
R1 |
0.9205 |
0.9205 |
0.9198 |
0.9209 |
PP |
0.9187 |
0.9187 |
0.9187 |
0.9190 |
S1 |
0.9179 |
0.9179 |
0.9194 |
0.9183 |
S2 |
0.9161 |
0.9161 |
0.9191 |
|
S3 |
0.9135 |
0.9153 |
0.9189 |
|
S4 |
0.9109 |
0.9127 |
0.9182 |
|
|
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% |
0.0053 |
0.6% |
25% |
False |
False |
411 |
10 |
0.9291 |
0.9165 |
0.0126 |
1.4% |
0.0051 |
0.6% |
25% |
False |
False |
400 |
20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0045 |
0.5% |
16% |
False |
False |
269 |
40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0041 |
0.4% |
14% |
False |
False |
191 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0033 |
0.4% |
36% |
False |
False |
130 |
80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
36% |
False |
False |
98 |
100 |
0.9394 |
0.8924 |
0.0470 |
5.1% |
0.0023 |
0.2% |
58% |
False |
False |
79 |
120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0019 |
0.2% |
69% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9307 |
2.618 |
0.9264 |
1.618 |
0.9238 |
1.000 |
0.9222 |
0.618 |
0.9212 |
HIGH |
0.9196 |
0.618 |
0.9186 |
0.500 |
0.9183 |
0.382 |
0.9180 |
LOW |
0.9170 |
0.618 |
0.9154 |
1.000 |
0.9144 |
1.618 |
0.9128 |
2.618 |
0.9102 |
4.250 |
0.9060 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9192 |
0.9193 |
PP |
0.9187 |
0.9189 |
S1 |
0.9183 |
0.9186 |
|