CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8690 |
0.8723 |
0.0033 |
0.4% |
0.8898 |
High |
0.8752 |
0.8804 |
0.0052 |
0.6% |
0.8987 |
Low |
0.8674 |
0.8707 |
0.0033 |
0.4% |
0.8680 |
Close |
0.8719 |
0.8761 |
0.0042 |
0.5% |
0.8686 |
Range |
0.0078 |
0.0097 |
0.0019 |
24.4% |
0.0307 |
ATR |
0.0070 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
Volume |
245 |
629 |
384 |
156.7% |
1,265 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9048 |
0.9002 |
0.8814 |
|
R3 |
0.8951 |
0.8905 |
0.8788 |
|
R2 |
0.8854 |
0.8854 |
0.8779 |
|
R1 |
0.8808 |
0.8808 |
0.8770 |
0.8831 |
PP |
0.8757 |
0.8757 |
0.8757 |
0.8769 |
S1 |
0.8711 |
0.8711 |
0.8752 |
0.8734 |
S2 |
0.8660 |
0.8660 |
0.8743 |
|
S3 |
0.8563 |
0.8614 |
0.8734 |
|
S4 |
0.8466 |
0.8517 |
0.8708 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9705 |
0.9503 |
0.8855 |
|
R3 |
0.9398 |
0.9196 |
0.8770 |
|
R2 |
0.9091 |
0.9091 |
0.8742 |
|
R1 |
0.8889 |
0.8889 |
0.8714 |
0.8837 |
PP |
0.8784 |
0.8784 |
0.8784 |
0.8758 |
S1 |
0.8582 |
0.8582 |
0.8658 |
0.8530 |
S2 |
0.8477 |
0.8477 |
0.8630 |
|
S3 |
0.8170 |
0.8275 |
0.8602 |
|
S4 |
0.7863 |
0.7968 |
0.8517 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8870 |
0.8674 |
0.0196 |
2.2% |
0.0081 |
0.9% |
44% |
False |
False |
333 |
10 |
0.8987 |
0.8674 |
0.0313 |
3.6% |
0.0079 |
0.9% |
28% |
False |
False |
238 |
20 |
0.8987 |
0.8674 |
0.0313 |
3.6% |
0.0064 |
0.7% |
28% |
False |
False |
191 |
40 |
0.9110 |
0.8674 |
0.0436 |
5.0% |
0.0053 |
0.6% |
20% |
False |
False |
100 |
60 |
0.9439 |
0.8674 |
0.0765 |
8.7% |
0.0040 |
0.5% |
11% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9216 |
2.618 |
0.9058 |
1.618 |
0.8961 |
1.000 |
0.8901 |
0.618 |
0.8864 |
HIGH |
0.8804 |
0.618 |
0.8767 |
0.500 |
0.8756 |
0.382 |
0.8744 |
LOW |
0.8707 |
0.618 |
0.8647 |
1.000 |
0.8610 |
1.618 |
0.8550 |
2.618 |
0.8453 |
4.250 |
0.8295 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8759 |
0.8754 |
PP |
0.8757 |
0.8746 |
S1 |
0.8756 |
0.8739 |
|