CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9184 |
-0.0020 |
-0.2% |
0.9203 |
| High |
0.9206 |
0.9262 |
0.0056 |
0.6% |
0.9262 |
| Low |
0.9160 |
0.9182 |
0.0022 |
0.2% |
0.9160 |
| Close |
0.9182 |
0.9241 |
0.0059 |
0.6% |
0.9241 |
| Range |
0.0046 |
0.0080 |
0.0034 |
73.9% |
0.0102 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
61,238 |
81,347 |
20,109 |
32.8% |
326,750 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9435 |
0.9285 |
|
| R3 |
0.9388 |
0.9355 |
0.9263 |
|
| R2 |
0.9308 |
0.9308 |
0.9256 |
|
| R1 |
0.9275 |
0.9275 |
0.9248 |
0.9292 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9237 |
| S1 |
0.9195 |
0.9195 |
0.9234 |
0.9212 |
| S2 |
0.9148 |
0.9148 |
0.9226 |
|
| S3 |
0.9068 |
0.9115 |
0.9219 |
|
| S4 |
0.8988 |
0.9035 |
0.9197 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9486 |
0.9297 |
|
| R3 |
0.9425 |
0.9384 |
0.9269 |
|
| R2 |
0.9323 |
0.9323 |
0.9260 |
|
| R1 |
0.9282 |
0.9282 |
0.9250 |
0.9303 |
| PP |
0.9221 |
0.9221 |
0.9221 |
0.9231 |
| S1 |
0.9180 |
0.9180 |
0.9232 |
0.9201 |
| S2 |
0.9119 |
0.9119 |
0.9222 |
|
| S3 |
0.9017 |
0.9078 |
0.9213 |
|
| S4 |
0.8915 |
0.8976 |
0.9185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9262 |
0.9160 |
0.0102 |
1.1% |
0.0060 |
0.7% |
79% |
True |
False |
65,350 |
| 10 |
0.9262 |
0.8996 |
0.0266 |
2.9% |
0.0067 |
0.7% |
92% |
True |
False |
72,997 |
| 20 |
0.9262 |
0.8866 |
0.0396 |
4.3% |
0.0073 |
0.8% |
95% |
True |
False |
68,844 |
| 40 |
0.9262 |
0.8829 |
0.0433 |
4.7% |
0.0072 |
0.8% |
95% |
True |
False |
35,328 |
| 60 |
0.9262 |
0.8586 |
0.0676 |
7.3% |
0.0078 |
0.8% |
97% |
True |
False |
23,645 |
| 80 |
0.9262 |
0.8586 |
0.0676 |
7.3% |
0.0071 |
0.8% |
97% |
True |
False |
17,754 |
| 100 |
0.9296 |
0.8586 |
0.0710 |
7.7% |
0.0063 |
0.7% |
92% |
False |
False |
14,204 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.5% |
0.0053 |
0.6% |
67% |
False |
False |
11,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9602 |
|
2.618 |
0.9471 |
|
1.618 |
0.9391 |
|
1.000 |
0.9342 |
|
0.618 |
0.9311 |
|
HIGH |
0.9262 |
|
0.618 |
0.9231 |
|
0.500 |
0.9222 |
|
0.382 |
0.9213 |
|
LOW |
0.9182 |
|
0.618 |
0.9133 |
|
1.000 |
0.9102 |
|
1.618 |
0.9053 |
|
2.618 |
0.8973 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9231 |
| PP |
0.9228 |
0.9221 |
| S1 |
0.9222 |
0.9211 |
|