CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8797 |
0.8898 |
0.0101 |
1.1% |
0.8870 |
| High |
0.8913 |
0.8987 |
0.0074 |
0.8% |
0.8913 |
| Low |
0.8797 |
0.8897 |
0.0100 |
1.1% |
0.8779 |
| Close |
0.8901 |
0.8967 |
0.0066 |
0.7% |
0.8901 |
| Range |
0.0116 |
0.0090 |
-0.0026 |
-22.4% |
0.0134 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.4% |
0.0000 |
| Volume |
145 |
280 |
135 |
93.1% |
819 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9220 |
0.9184 |
0.9017 |
|
| R3 |
0.9130 |
0.9094 |
0.8992 |
|
| R2 |
0.9040 |
0.9040 |
0.8984 |
|
| R1 |
0.9004 |
0.9004 |
0.8975 |
0.9022 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8960 |
| S1 |
0.8914 |
0.8914 |
0.8959 |
0.8932 |
| S2 |
0.8860 |
0.8860 |
0.8951 |
|
| S3 |
0.8770 |
0.8824 |
0.8942 |
|
| S4 |
0.8680 |
0.8734 |
0.8918 |
|
|
| 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 |
0.8987 |
0.8779 |
0.0208 |
2.3% |
0.0071 |
0.8% |
90% |
True |
False |
144 |
| 10 |
0.8987 |
0.8745 |
0.0242 |
2.7% |
0.0068 |
0.8% |
92% |
True |
False |
185 |
| 20 |
0.8987 |
0.8741 |
0.0246 |
2.7% |
0.0053 |
0.6% |
92% |
True |
False |
104 |
| 40 |
0.9296 |
0.8741 |
0.0555 |
6.2% |
0.0046 |
0.5% |
41% |
False |
False |
54 |
| 60 |
0.9557 |
0.8741 |
0.0816 |
9.1% |
0.0032 |
0.4% |
28% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9223 |
|
1.618 |
0.9133 |
|
1.000 |
0.9077 |
|
0.618 |
0.9043 |
|
HIGH |
0.8987 |
|
0.618 |
0.8953 |
|
0.500 |
0.8942 |
|
0.382 |
0.8931 |
|
LOW |
0.8897 |
|
0.618 |
0.8841 |
|
1.000 |
0.8807 |
|
1.618 |
0.8751 |
|
2.618 |
0.8661 |
|
4.250 |
0.8515 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8959 |
0.8939 |
| PP |
0.8950 |
0.8911 |
| S1 |
0.8942 |
0.8883 |
|