CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8653 |
0.8707 |
0.0054 |
0.6% |
0.8690 |
| High |
0.8739 |
0.8744 |
0.0005 |
0.1% |
0.8804 |
| Low |
0.8653 |
0.8650 |
-0.0003 |
0.0% |
0.8586 |
| Close |
0.8690 |
0.8666 |
-0.0024 |
-0.3% |
0.8632 |
| Range |
0.0086 |
0.0094 |
0.0008 |
9.3% |
0.0218 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.5% |
0.0000 |
| Volume |
124 |
234 |
110 |
88.7% |
1,686 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8911 |
0.8718 |
|
| R3 |
0.8875 |
0.8817 |
0.8692 |
|
| R2 |
0.8781 |
0.8781 |
0.8683 |
|
| R1 |
0.8723 |
0.8723 |
0.8675 |
0.8705 |
| PP |
0.8687 |
0.8687 |
0.8687 |
0.8678 |
| S1 |
0.8629 |
0.8629 |
0.8657 |
0.8611 |
| S2 |
0.8593 |
0.8593 |
0.8649 |
|
| S3 |
0.8499 |
0.8535 |
0.8640 |
|
| S4 |
0.8405 |
0.8441 |
0.8614 |
|
|
| 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 |
0.8756 |
0.8586 |
0.0170 |
2.0% |
0.0093 |
1.1% |
47% |
False |
False |
359 |
| 10 |
0.8870 |
0.8586 |
0.0284 |
3.3% |
0.0087 |
1.0% |
28% |
False |
False |
346 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.6% |
0.0078 |
0.9% |
20% |
False |
False |
261 |
| 40 |
0.9049 |
0.8586 |
0.0463 |
5.3% |
0.0059 |
0.7% |
17% |
False |
False |
144 |
| 60 |
0.9394 |
0.8586 |
0.0808 |
9.3% |
0.0047 |
0.5% |
10% |
False |
False |
97 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.2% |
0.0036 |
0.4% |
8% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9144 |
|
2.618 |
0.8990 |
|
1.618 |
0.8896 |
|
1.000 |
0.8838 |
|
0.618 |
0.8802 |
|
HIGH |
0.8744 |
|
0.618 |
0.8708 |
|
0.500 |
0.8697 |
|
0.382 |
0.8686 |
|
LOW |
0.8650 |
|
0.618 |
0.8592 |
|
1.000 |
0.8556 |
|
1.618 |
0.8498 |
|
2.618 |
0.8404 |
|
4.250 |
0.8251 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8697 |
0.8673 |
| PP |
0.8687 |
0.8670 |
| S1 |
0.8676 |
0.8668 |
|