CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8706 |
0.0049 |
0.6% |
0.8614 |
| High |
0.8720 |
0.8735 |
0.0015 |
0.2% |
0.8744 |
| Low |
0.8639 |
0.8623 |
-0.0016 |
-0.2% |
0.8601 |
| Close |
0.8706 |
0.8668 |
-0.0038 |
-0.4% |
0.8668 |
| Range |
0.0081 |
0.0112 |
0.0031 |
38.3% |
0.0143 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
| Volume |
250 |
133 |
-117 |
-46.8% |
1,367 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9011 |
0.8952 |
0.8730 |
|
| R3 |
0.8899 |
0.8840 |
0.8699 |
|
| R2 |
0.8787 |
0.8787 |
0.8689 |
|
| R1 |
0.8728 |
0.8728 |
0.8678 |
0.8702 |
| PP |
0.8675 |
0.8675 |
0.8675 |
0.8662 |
| S1 |
0.8616 |
0.8616 |
0.8658 |
0.8590 |
| S2 |
0.8563 |
0.8563 |
0.8647 |
|
| S3 |
0.8451 |
0.8504 |
0.8637 |
|
| S4 |
0.8339 |
0.8392 |
0.8606 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9027 |
0.8747 |
|
| R3 |
0.8957 |
0.8884 |
0.8707 |
|
| R2 |
0.8814 |
0.8814 |
0.8694 |
|
| R1 |
0.8741 |
0.8741 |
0.8681 |
0.8778 |
| PP |
0.8671 |
0.8671 |
0.8671 |
0.8689 |
| S1 |
0.8598 |
0.8598 |
0.8655 |
0.8635 |
| S2 |
0.8528 |
0.8528 |
0.8642 |
|
| S3 |
0.8385 |
0.8455 |
0.8629 |
|
| S4 |
0.8242 |
0.8312 |
0.8589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8744 |
0.8601 |
0.0143 |
1.6% |
0.0090 |
1.0% |
47% |
False |
False |
273 |
| 10 |
0.8804 |
0.8586 |
0.0218 |
2.5% |
0.0089 |
1.0% |
38% |
False |
False |
339 |
| 20 |
0.8987 |
0.8586 |
0.0401 |
4.6% |
0.0083 |
1.0% |
20% |
False |
False |
265 |
| 40 |
0.9045 |
0.8586 |
0.0459 |
5.3% |
0.0061 |
0.7% |
18% |
False |
False |
153 |
| 60 |
0.9394 |
0.8586 |
0.0808 |
9.3% |
0.0051 |
0.6% |
10% |
False |
False |
103 |
| 80 |
0.9557 |
0.8586 |
0.0971 |
11.2% |
0.0039 |
0.4% |
8% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9211 |
|
2.618 |
0.9028 |
|
1.618 |
0.8916 |
|
1.000 |
0.8847 |
|
0.618 |
0.8804 |
|
HIGH |
0.8735 |
|
0.618 |
0.8692 |
|
0.500 |
0.8679 |
|
0.382 |
0.8666 |
|
LOW |
0.8623 |
|
0.618 |
0.8554 |
|
1.000 |
0.8511 |
|
1.618 |
0.8442 |
|
2.618 |
0.8330 |
|
4.250 |
0.8147 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8679 |
0.8684 |
| PP |
0.8675 |
0.8678 |
| S1 |
0.8672 |
0.8673 |
|