CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8614 |
0.8653 |
0.0039 |
0.5% |
0.8690 |
| High |
0.8677 |
0.8739 |
0.0062 |
0.7% |
0.8804 |
| Low |
0.8601 |
0.8653 |
0.0052 |
0.6% |
0.8586 |
| Close |
0.8671 |
0.8690 |
0.0019 |
0.2% |
0.8632 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0218 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
626 |
124 |
-502 |
-80.2% |
1,686 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8952 |
0.8907 |
0.8737 |
|
| R3 |
0.8866 |
0.8821 |
0.8714 |
|
| R2 |
0.8780 |
0.8780 |
0.8706 |
|
| R1 |
0.8735 |
0.8735 |
0.8698 |
0.8758 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8705 |
| S1 |
0.8649 |
0.8649 |
0.8682 |
0.8672 |
| S2 |
0.8608 |
0.8608 |
0.8674 |
|
| S3 |
0.8522 |
0.8563 |
0.8666 |
|
| S4 |
0.8436 |
0.8477 |
0.8643 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9198 |
0.8752 |
|
| R3 |
0.9110 |
0.8980 |
0.8692 |
|
| R2 |
0.8892 |
0.8892 |
0.8672 |
|
| R1 |
0.8762 |
0.8762 |
0.8652 |
0.8718 |
| PP |
0.8674 |
0.8674 |
0.8674 |
0.8652 |
| S1 |
0.8544 |
0.8544 |
0.8612 |
0.8500 |
| S2 |
0.8456 |
0.8456 |
0.8592 |
|
| S3 |
0.8238 |
0.8326 |
0.8572 |
|
| S4 |
0.8020 |
0.8108 |
0.8512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8804 |
0.8586 |
0.0218 |
2.5% |
0.0094 |
1.1% |
48% |
False |
False |
438 |
| 10 |
0.8962 |
0.8586 |
0.0376 |
4.3% |
0.0088 |
1.0% |
28% |
False |
False |
342 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.6% |
0.0078 |
0.9% |
26% |
False |
False |
263 |
| 40 |
0.9049 |
0.8586 |
0.0463 |
5.3% |
0.0057 |
0.7% |
22% |
False |
False |
138 |
| 60 |
0.9394 |
0.8586 |
0.0808 |
9.3% |
0.0046 |
0.5% |
13% |
False |
False |
93 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.2% |
0.0035 |
0.4% |
11% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9105 |
|
2.618 |
0.8964 |
|
1.618 |
0.8878 |
|
1.000 |
0.8825 |
|
0.618 |
0.8792 |
|
HIGH |
0.8739 |
|
0.618 |
0.8706 |
|
0.500 |
0.8696 |
|
0.382 |
0.8686 |
|
LOW |
0.8653 |
|
0.618 |
0.8600 |
|
1.000 |
0.8567 |
|
1.618 |
0.8514 |
|
2.618 |
0.8428 |
|
4.250 |
0.8288 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8696 |
0.8681 |
| PP |
0.8694 |
0.8672 |
| S1 |
0.8692 |
0.8663 |
|