CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9220 |
0.9194 |
-0.0026 |
-0.3% |
0.9045 |
| High |
0.9257 |
0.9216 |
-0.0041 |
-0.4% |
0.9247 |
| Low |
0.9182 |
0.9175 |
-0.0007 |
-0.1% |
0.8996 |
| Close |
0.9197 |
0.9199 |
0.0002 |
0.0% |
0.9204 |
| Range |
0.0075 |
0.0041 |
-0.0034 |
-45.3% |
0.0251 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
62,705 |
50,451 |
-12,254 |
-19.5% |
403,221 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9300 |
0.9222 |
|
| R3 |
0.9279 |
0.9259 |
0.9210 |
|
| R2 |
0.9238 |
0.9238 |
0.9207 |
|
| R1 |
0.9218 |
0.9218 |
0.9203 |
0.9228 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9202 |
| S1 |
0.9177 |
0.9177 |
0.9195 |
0.9187 |
| S2 |
0.9156 |
0.9156 |
0.9191 |
|
| S3 |
0.9115 |
0.9136 |
0.9188 |
|
| S4 |
0.9074 |
0.9095 |
0.9176 |
|
|
| 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 |
0.9164 |
0.0093 |
1.0% |
0.0059 |
0.6% |
38% |
False |
False |
66,334 |
| 10 |
0.9257 |
0.8943 |
0.0314 |
3.4% |
0.0066 |
0.7% |
82% |
False |
False |
73,407 |
| 20 |
0.9257 |
0.8866 |
0.0391 |
4.3% |
0.0077 |
0.8% |
85% |
False |
False |
62,553 |
| 40 |
0.9257 |
0.8799 |
0.0458 |
5.0% |
0.0071 |
0.8% |
87% |
False |
False |
31,777 |
| 60 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0078 |
0.8% |
91% |
False |
False |
21,273 |
| 80 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0070 |
0.8% |
91% |
False |
False |
15,972 |
| 100 |
0.9323 |
0.8586 |
0.0737 |
8.0% |
0.0062 |
0.7% |
83% |
False |
False |
12,778 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.6% |
0.0052 |
0.6% |
63% |
False |
False |
10,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9390 |
|
2.618 |
0.9323 |
|
1.618 |
0.9282 |
|
1.000 |
0.9257 |
|
0.618 |
0.9241 |
|
HIGH |
0.9216 |
|
0.618 |
0.9200 |
|
0.500 |
0.9196 |
|
0.382 |
0.9191 |
|
LOW |
0.9175 |
|
0.618 |
0.9150 |
|
1.000 |
0.9134 |
|
1.618 |
0.9109 |
|
2.618 |
0.9068 |
|
4.250 |
0.9001 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9198 |
0.9214 |
| PP |
0.9197 |
0.9209 |
| S1 |
0.9196 |
0.9204 |
|