CME Australian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9184 |
0.9186 |
0.0002 |
0.0% |
0.9220 |
High |
0.9196 |
0.9238 |
0.0042 |
0.5% |
0.9290 |
Low |
0.9170 |
0.9186 |
0.0016 |
0.2% |
0.9165 |
Close |
0.9196 |
0.9224 |
0.0028 |
0.3% |
0.9196 |
Range |
0.0026 |
0.0052 |
0.0026 |
100.0% |
0.0125 |
ATR |
0.0045 |
0.0046 |
0.0000 |
1.1% |
0.0000 |
Volume |
73 |
218 |
145 |
198.6% |
2,122 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9372 |
0.9350 |
0.9253 |
|
R3 |
0.9320 |
0.9298 |
0.9238 |
|
R2 |
0.9268 |
0.9268 |
0.9234 |
|
R1 |
0.9246 |
0.9246 |
0.9229 |
0.9257 |
PP |
0.9216 |
0.9216 |
0.9216 |
0.9222 |
S1 |
0.9194 |
0.9194 |
0.9219 |
0.9205 |
S2 |
0.9164 |
0.9164 |
0.9214 |
|
S3 |
0.9112 |
0.9142 |
0.9210 |
|
S4 |
0.9060 |
0.9090 |
0.9195 |
|
|
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 |
0.9276 |
0.9165 |
0.0111 |
1.2% |
0.0047 |
0.5% |
53% |
False |
False |
390 |
10 |
0.9290 |
0.9165 |
0.0125 |
1.4% |
0.0049 |
0.5% |
47% |
False |
False |
407 |
20 |
0.9364 |
0.9165 |
0.0199 |
2.2% |
0.0046 |
0.5% |
30% |
False |
False |
272 |
40 |
0.9394 |
0.9165 |
0.0229 |
2.5% |
0.0041 |
0.4% |
26% |
False |
False |
196 |
60 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0034 |
0.4% |
45% |
False |
False |
134 |
80 |
0.9394 |
0.9087 |
0.0307 |
3.3% |
0.0027 |
0.3% |
45% |
False |
False |
101 |
100 |
0.9394 |
0.8964 |
0.0430 |
4.7% |
0.0023 |
0.3% |
60% |
False |
False |
81 |
120 |
0.9394 |
0.8750 |
0.0644 |
7.0% |
0.0020 |
0.2% |
74% |
False |
False |
68 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9459 |
2.618 |
0.9374 |
1.618 |
0.9322 |
1.000 |
0.9290 |
0.618 |
0.9270 |
HIGH |
0.9238 |
0.618 |
0.9218 |
0.500 |
0.9212 |
0.382 |
0.9206 |
LOW |
0.9186 |
0.618 |
0.9154 |
1.000 |
0.9134 |
1.618 |
0.9102 |
2.618 |
0.9050 |
4.250 |
0.8965 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9220 |
0.9217 |
PP |
0.9216 |
0.9211 |
S1 |
0.9212 |
0.9204 |
|