CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8800 |
0.8797 |
-0.0003 |
0.0% |
0.8870 |
High |
0.8813 |
0.8913 |
0.0100 |
1.1% |
0.8913 |
Low |
0.8779 |
0.8797 |
0.0018 |
0.2% |
0.8779 |
Close |
0.8798 |
0.8901 |
0.0103 |
1.2% |
0.8901 |
Range |
0.0034 |
0.0116 |
0.0082 |
241.2% |
0.0134 |
ATR |
0.0057 |
0.0061 |
0.0004 |
7.5% |
0.0000 |
Volume |
61 |
145 |
84 |
137.7% |
819 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9218 |
0.9176 |
0.8965 |
|
R3 |
0.9102 |
0.9060 |
0.8933 |
|
R2 |
0.8986 |
0.8986 |
0.8922 |
|
R1 |
0.8944 |
0.8944 |
0.8912 |
0.8965 |
PP |
0.8870 |
0.8870 |
0.8870 |
0.8881 |
S1 |
0.8828 |
0.8828 |
0.8890 |
0.8849 |
S2 |
0.8754 |
0.8754 |
0.8880 |
|
S3 |
0.8638 |
0.8712 |
0.8869 |
|
S4 |
0.8522 |
0.8596 |
0.8837 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9266 |
0.9218 |
0.8975 |
|
R3 |
0.9132 |
0.9084 |
0.8938 |
|
R2 |
0.8998 |
0.8998 |
0.8926 |
|
R1 |
0.8950 |
0.8950 |
0.8913 |
0.8974 |
PP |
0.8864 |
0.8864 |
0.8864 |
0.8877 |
S1 |
0.8816 |
0.8816 |
0.8889 |
0.8840 |
S2 |
0.8730 |
0.8730 |
0.8876 |
|
S3 |
0.8596 |
0.8682 |
0.8864 |
|
S4 |
0.8462 |
0.8548 |
0.8827 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8913 |
0.8779 |
0.0134 |
1.5% |
0.0060 |
0.7% |
91% |
True |
False |
163 |
10 |
0.8913 |
0.8745 |
0.0168 |
1.9% |
0.0065 |
0.7% |
93% |
True |
False |
158 |
20 |
0.8913 |
0.8741 |
0.0172 |
1.9% |
0.0053 |
0.6% |
93% |
True |
False |
90 |
40 |
0.9296 |
0.8741 |
0.0555 |
6.2% |
0.0044 |
0.5% |
29% |
False |
False |
47 |
60 |
0.9557 |
0.8741 |
0.0816 |
9.2% |
0.0030 |
0.3% |
20% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9406 |
2.618 |
0.9217 |
1.618 |
0.9101 |
1.000 |
0.9029 |
0.618 |
0.8985 |
HIGH |
0.8913 |
0.618 |
0.8869 |
0.500 |
0.8855 |
0.382 |
0.8841 |
LOW |
0.8797 |
0.618 |
0.8725 |
1.000 |
0.8681 |
1.618 |
0.8609 |
2.618 |
0.8493 |
4.250 |
0.8304 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8886 |
0.8883 |
PP |
0.8870 |
0.8864 |
S1 |
0.8855 |
0.8846 |
|