CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8870 |
0.8830 |
-0.0040 |
-0.5% |
0.8762 |
High |
0.8870 |
0.8857 |
-0.0013 |
-0.1% |
0.8904 |
Low |
0.8803 |
0.8807 |
0.0004 |
0.0% |
0.8745 |
Close |
0.8827 |
0.8816 |
-0.0011 |
-0.1% |
0.8880 |
Range |
0.0067 |
0.0050 |
-0.0017 |
-25.4% |
0.0159 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
195 |
43 |
-152 |
-77.9% |
755 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8977 |
0.8946 |
0.8844 |
|
R3 |
0.8927 |
0.8896 |
0.8830 |
|
R2 |
0.8877 |
0.8877 |
0.8825 |
|
R1 |
0.8846 |
0.8846 |
0.8821 |
0.8837 |
PP |
0.8827 |
0.8827 |
0.8827 |
0.8822 |
S1 |
0.8796 |
0.8796 |
0.8811 |
0.8787 |
S2 |
0.8777 |
0.8777 |
0.8807 |
|
S3 |
0.8727 |
0.8746 |
0.8802 |
|
S4 |
0.8677 |
0.8696 |
0.8789 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9320 |
0.9259 |
0.8967 |
|
R3 |
0.9161 |
0.9100 |
0.8924 |
|
R2 |
0.9002 |
0.9002 |
0.8909 |
|
R1 |
0.8941 |
0.8941 |
0.8895 |
0.8972 |
PP |
0.8843 |
0.8843 |
0.8843 |
0.8858 |
S1 |
0.8782 |
0.8782 |
0.8865 |
0.8813 |
S2 |
0.8684 |
0.8684 |
0.8851 |
|
S3 |
0.8525 |
0.8623 |
0.8836 |
|
S4 |
0.8366 |
0.8464 |
0.8793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8904 |
0.8760 |
0.0144 |
1.6% |
0.0066 |
0.8% |
39% |
False |
False |
180 |
10 |
0.8904 |
0.8745 |
0.0159 |
1.8% |
0.0052 |
0.6% |
45% |
False |
False |
145 |
20 |
0.9045 |
0.8741 |
0.0304 |
3.4% |
0.0050 |
0.6% |
25% |
False |
False |
80 |
40 |
0.9296 |
0.8741 |
0.0555 |
6.3% |
0.0041 |
0.5% |
14% |
False |
False |
42 |
60 |
0.9557 |
0.8741 |
0.0816 |
9.3% |
0.0028 |
0.3% |
9% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9070 |
2.618 |
0.8988 |
1.618 |
0.8938 |
1.000 |
0.8907 |
0.618 |
0.8888 |
HIGH |
0.8857 |
0.618 |
0.8838 |
0.500 |
0.8832 |
0.382 |
0.8826 |
LOW |
0.8807 |
0.618 |
0.8776 |
1.000 |
0.8757 |
1.618 |
0.8726 |
2.618 |
0.8676 |
4.250 |
0.8595 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8832 |
0.8841 |
PP |
0.8827 |
0.8832 |
S1 |
0.8821 |
0.8824 |
|