CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8898 |
0.8956 |
0.0058 |
0.7% |
0.8870 |
| High |
0.8987 |
0.8962 |
-0.0025 |
-0.3% |
0.8913 |
| Low |
0.8897 |
0.8865 |
-0.0032 |
-0.4% |
0.8779 |
| Close |
0.8967 |
0.8868 |
-0.0099 |
-1.1% |
0.8901 |
| Range |
0.0090 |
0.0097 |
0.0007 |
7.8% |
0.0134 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.4% |
0.0000 |
| Volume |
280 |
191 |
-89 |
-31.8% |
819 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9126 |
0.8921 |
|
| R3 |
0.9092 |
0.9029 |
0.8895 |
|
| R2 |
0.8995 |
0.8995 |
0.8886 |
|
| R1 |
0.8932 |
0.8932 |
0.8877 |
0.8915 |
| PP |
0.8898 |
0.8898 |
0.8898 |
0.8890 |
| S1 |
0.8835 |
0.8835 |
0.8859 |
0.8818 |
| S2 |
0.8801 |
0.8801 |
0.8850 |
|
| S3 |
0.8704 |
0.8738 |
0.8841 |
|
| S4 |
0.8607 |
0.8641 |
0.8815 |
|
|
| 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% |
0.0077 |
0.9% |
43% |
False |
False |
144 |
| 10 |
0.8987 |
0.8760 |
0.0227 |
2.6% |
0.0069 |
0.8% |
48% |
False |
False |
177 |
| 20 |
0.8987 |
0.8741 |
0.0246 |
2.8% |
0.0056 |
0.6% |
52% |
False |
False |
113 |
| 40 |
0.9296 |
0.8741 |
0.0555 |
6.3% |
0.0047 |
0.5% |
23% |
False |
False |
58 |
| 60 |
0.9557 |
0.8741 |
0.0816 |
9.2% |
0.0033 |
0.4% |
16% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9374 |
|
2.618 |
0.9216 |
|
1.618 |
0.9119 |
|
1.000 |
0.9059 |
|
0.618 |
0.9022 |
|
HIGH |
0.8962 |
|
0.618 |
0.8925 |
|
0.500 |
0.8914 |
|
0.382 |
0.8902 |
|
LOW |
0.8865 |
|
0.618 |
0.8805 |
|
1.000 |
0.8768 |
|
1.618 |
0.8708 |
|
2.618 |
0.8611 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8892 |
| PP |
0.8898 |
0.8884 |
| S1 |
0.8883 |
0.8876 |
|