CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9194 |
0.9204 |
0.0010 |
0.1% |
0.9045 |
| High |
0.9216 |
0.9206 |
-0.0010 |
-0.1% |
0.9247 |
| Low |
0.9175 |
0.9160 |
-0.0015 |
-0.2% |
0.8996 |
| Close |
0.9199 |
0.9182 |
-0.0017 |
-0.2% |
0.9204 |
| Range |
0.0041 |
0.0046 |
0.0005 |
12.2% |
0.0251 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
50,451 |
61,238 |
10,787 |
21.4% |
403,221 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9297 |
0.9207 |
|
| R3 |
0.9275 |
0.9251 |
0.9195 |
|
| R2 |
0.9229 |
0.9229 |
0.9190 |
|
| R1 |
0.9205 |
0.9205 |
0.9186 |
0.9194 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9177 |
| S1 |
0.9159 |
0.9159 |
0.9178 |
0.9148 |
| S2 |
0.9137 |
0.9137 |
0.9174 |
|
| S3 |
0.9091 |
0.9113 |
0.9169 |
|
| S4 |
0.9045 |
0.9067 |
0.9157 |
|
|
| 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 |
0.9160 |
0.0097 |
1.1% |
0.0056 |
0.6% |
23% |
False |
True |
62,154 |
| 10 |
0.9257 |
0.8981 |
0.0276 |
3.0% |
0.0065 |
0.7% |
73% |
False |
False |
72,091 |
| 20 |
0.9257 |
0.8866 |
0.0391 |
4.3% |
0.0072 |
0.8% |
81% |
False |
False |
65,253 |
| 40 |
0.9257 |
0.8829 |
0.0428 |
4.7% |
0.0071 |
0.8% |
82% |
False |
False |
33,297 |
| 60 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0078 |
0.8% |
89% |
False |
False |
22,290 |
| 80 |
0.9257 |
0.8586 |
0.0671 |
7.3% |
0.0070 |
0.8% |
89% |
False |
False |
16,737 |
| 100 |
0.9296 |
0.8586 |
0.0710 |
7.7% |
0.0062 |
0.7% |
84% |
False |
False |
13,390 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.6% |
0.0052 |
0.6% |
61% |
False |
False |
11,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9402 |
|
2.618 |
0.9326 |
|
1.618 |
0.9280 |
|
1.000 |
0.9252 |
|
0.618 |
0.9234 |
|
HIGH |
0.9206 |
|
0.618 |
0.9188 |
|
0.500 |
0.9183 |
|
0.382 |
0.9178 |
|
LOW |
0.9160 |
|
0.618 |
0.9132 |
|
1.000 |
0.9114 |
|
1.618 |
0.9086 |
|
2.618 |
0.9040 |
|
4.250 |
0.8965 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9183 |
0.9209 |
| PP |
0.9183 |
0.9200 |
| S1 |
0.9182 |
0.9191 |
|