CME Australian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9180 |
0.9167 |
-0.0013 |
-0.1% |
0.9140 |
| High |
0.9190 |
0.9263 |
0.0073 |
0.8% |
0.9201 |
| Low |
0.9155 |
0.9167 |
0.0012 |
0.1% |
0.9107 |
| Close |
0.9168 |
0.9255 |
0.0087 |
0.9% |
0.9183 |
| Range |
0.0035 |
0.0096 |
0.0061 |
174.3% |
0.0094 |
| ATR |
0.0049 |
0.0053 |
0.0003 |
6.8% |
0.0000 |
| Volume |
179 |
112 |
-67 |
-37.4% |
508 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9516 |
0.9482 |
0.9308 |
|
| R3 |
0.9420 |
0.9386 |
0.9281 |
|
| R2 |
0.9324 |
0.9324 |
0.9273 |
|
| R1 |
0.9290 |
0.9290 |
0.9264 |
0.9307 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9237 |
| S1 |
0.9194 |
0.9194 |
0.9246 |
0.9211 |
| S2 |
0.9132 |
0.9132 |
0.9237 |
|
| S3 |
0.9036 |
0.9098 |
0.9229 |
|
| S4 |
0.8940 |
0.9002 |
0.9202 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9408 |
0.9235 |
|
| R3 |
0.9352 |
0.9314 |
0.9209 |
|
| R2 |
0.9258 |
0.9258 |
0.9200 |
|
| R1 |
0.9220 |
0.9220 |
0.9192 |
0.9239 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9173 |
| S1 |
0.9126 |
0.9126 |
0.9174 |
0.9145 |
| S2 |
0.9070 |
0.9070 |
0.9166 |
|
| S3 |
0.8976 |
0.9032 |
0.9157 |
|
| S4 |
0.8882 |
0.8938 |
0.9131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9263 |
0.9107 |
0.0156 |
1.7% |
0.0054 |
0.6% |
95% |
True |
False |
128 |
| 10 |
0.9263 |
0.9049 |
0.0214 |
2.3% |
0.0055 |
0.6% |
96% |
True |
False |
122 |
| 20 |
0.9263 |
0.8860 |
0.0403 |
4.4% |
0.0049 |
0.5% |
98% |
True |
False |
69 |
| 40 |
0.9263 |
0.8813 |
0.0450 |
4.9% |
0.0026 |
0.3% |
98% |
True |
False |
35 |
| 60 |
0.9263 |
0.8582 |
0.0681 |
7.4% |
0.0020 |
0.2% |
99% |
True |
False |
24 |
| 80 |
0.9263 |
0.8582 |
0.0681 |
7.4% |
0.0016 |
0.2% |
99% |
True |
False |
18 |
| 100 |
0.9263 |
0.8582 |
0.0681 |
7.4% |
0.0012 |
0.1% |
99% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9671 |
|
2.618 |
0.9514 |
|
1.618 |
0.9418 |
|
1.000 |
0.9359 |
|
0.618 |
0.9322 |
|
HIGH |
0.9263 |
|
0.618 |
0.9226 |
|
0.500 |
0.9215 |
|
0.382 |
0.9204 |
|
LOW |
0.9167 |
|
0.618 |
0.9108 |
|
1.000 |
0.9071 |
|
1.618 |
0.9012 |
|
2.618 |
0.8916 |
|
4.250 |
0.8759 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9242 |
0.9236 |
| PP |
0.9228 |
0.9217 |
| S1 |
0.9215 |
0.9198 |
|