CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8707 |
0.8657 |
-0.0050 |
-0.6% |
0.8690 |
| High |
0.8744 |
0.8720 |
-0.0024 |
-0.3% |
0.8804 |
| Low |
0.8650 |
0.8639 |
-0.0011 |
-0.1% |
0.8586 |
| Close |
0.8666 |
0.8706 |
0.0040 |
0.5% |
0.8632 |
| Range |
0.0094 |
0.0081 |
-0.0013 |
-13.8% |
0.0218 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
234 |
250 |
16 |
6.8% |
1,686 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8931 |
0.8900 |
0.8751 |
|
| R3 |
0.8850 |
0.8819 |
0.8728 |
|
| R2 |
0.8769 |
0.8769 |
0.8721 |
|
| R1 |
0.8738 |
0.8738 |
0.8713 |
0.8754 |
| PP |
0.8688 |
0.8688 |
0.8688 |
0.8696 |
| S1 |
0.8657 |
0.8657 |
0.8699 |
0.8673 |
| S2 |
0.8607 |
0.8607 |
0.8691 |
|
| S3 |
0.8526 |
0.8576 |
0.8684 |
|
| S4 |
0.8445 |
0.8495 |
0.8661 |
|
|
| 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 |
0.8744 |
0.8586 |
0.0158 |
1.8% |
0.0089 |
1.0% |
76% |
False |
False |
274 |
| 10 |
0.8804 |
0.8586 |
0.0218 |
2.5% |
0.0088 |
1.0% |
55% |
False |
False |
340 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.6% |
0.0081 |
0.9% |
30% |
False |
False |
264 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.3% |
0.0060 |
0.7% |
26% |
False |
False |
150 |
| 60 |
0.9394 |
0.8586 |
0.0808 |
9.3% |
0.0049 |
0.6% |
15% |
False |
False |
101 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.2% |
0.0037 |
0.4% |
12% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9064 |
|
2.618 |
0.8932 |
|
1.618 |
0.8851 |
|
1.000 |
0.8801 |
|
0.618 |
0.8770 |
|
HIGH |
0.8720 |
|
0.618 |
0.8689 |
|
0.500 |
0.8680 |
|
0.382 |
0.8670 |
|
LOW |
0.8639 |
|
0.618 |
0.8589 |
|
1.000 |
0.8558 |
|
1.618 |
0.8508 |
|
2.618 |
0.8427 |
|
4.250 |
0.8295 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8697 |
0.8701 |
| PP |
0.8688 |
0.8696 |
| S1 |
0.8680 |
0.8692 |
|