CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9220 |
0.0017 |
0.2% |
0.9045 |
| High |
0.9230 |
0.9257 |
0.0027 |
0.3% |
0.9247 |
| Low |
0.9171 |
0.9182 |
0.0011 |
0.1% |
0.8996 |
| Close |
0.9225 |
0.9197 |
-0.0028 |
-0.3% |
0.9204 |
| Range |
0.0059 |
0.0075 |
0.0016 |
27.1% |
0.0251 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0000 |
| Volume |
71,009 |
62,705 |
-8,304 |
-11.7% |
403,221 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9437 |
0.9392 |
0.9238 |
|
| R3 |
0.9362 |
0.9317 |
0.9218 |
|
| R2 |
0.9287 |
0.9287 |
0.9211 |
|
| R1 |
0.9242 |
0.9242 |
0.9204 |
0.9227 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9205 |
| S1 |
0.9167 |
0.9167 |
0.9190 |
0.9152 |
| S2 |
0.9137 |
0.9137 |
0.9183 |
|
| S3 |
0.9062 |
0.9092 |
0.9176 |
|
| S4 |
0.8987 |
0.9017 |
0.9156 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9804 |
0.9342 |
|
| R3 |
0.9651 |
0.9553 |
0.9273 |
|
| R2 |
0.9400 |
0.9400 |
0.9250 |
|
| R1 |
0.9302 |
0.9302 |
0.9227 |
0.9351 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9174 |
| S1 |
0.9051 |
0.9051 |
0.9181 |
0.9100 |
| S2 |
0.8898 |
0.8898 |
0.9158 |
|
| S3 |
0.8647 |
0.8800 |
0.9135 |
|
| S4 |
0.8396 |
0.8549 |
0.9066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9257 |
0.9104 |
0.0153 |
1.7% |
0.0068 |
0.7% |
61% |
True |
False |
75,890 |
| 10 |
0.9257 |
0.8943 |
0.0314 |
3.4% |
0.0074 |
0.8% |
81% |
True |
False |
77,794 |
| 20 |
0.9257 |
0.8866 |
0.0391 |
4.3% |
0.0078 |
0.8% |
85% |
True |
False |
60,240 |
| 40 |
0.9257 |
0.8656 |
0.0601 |
6.5% |
0.0076 |
0.8% |
90% |
True |
False |
30,522 |
| 60 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0078 |
0.8% |
91% |
True |
False |
20,438 |
| 80 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0069 |
0.8% |
91% |
True |
False |
15,341 |
| 100 |
0.9394 |
0.8586 |
0.0808 |
8.8% |
0.0062 |
0.7% |
76% |
False |
False |
12,273 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.6% |
0.0052 |
0.6% |
63% |
False |
False |
10,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9576 |
|
2.618 |
0.9453 |
|
1.618 |
0.9378 |
|
1.000 |
0.9332 |
|
0.618 |
0.9303 |
|
HIGH |
0.9257 |
|
0.618 |
0.9228 |
|
0.500 |
0.9220 |
|
0.382 |
0.9211 |
|
LOW |
0.9182 |
|
0.618 |
0.9136 |
|
1.000 |
0.9107 |
|
1.618 |
0.9061 |
|
2.618 |
0.8986 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9220 |
0.9214 |
| PP |
0.9212 |
0.9208 |
| S1 |
0.9205 |
0.9203 |
|