CME Australian Dollar Future June 2014
Trading Metrics calculated at close of trading on 08-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9241 |
0.9224 |
-0.0017 |
-0.2% |
0.9203 |
High |
0.9250 |
0.9323 |
0.0073 |
0.8% |
0.9262 |
Low |
0.9209 |
0.9218 |
0.0009 |
0.1% |
0.9160 |
Close |
0.9226 |
0.9313 |
0.0087 |
0.9% |
0.9241 |
Range |
0.0041 |
0.0105 |
0.0064 |
156.1% |
0.0102 |
ATR |
0.0069 |
0.0071 |
0.0003 |
3.8% |
0.0000 |
Volume |
47,641 |
74,630 |
26,989 |
56.7% |
326,750 |
|
Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9600 |
0.9561 |
0.9371 |
|
R3 |
0.9495 |
0.9456 |
0.9342 |
|
R2 |
0.9390 |
0.9390 |
0.9332 |
|
R1 |
0.9351 |
0.9351 |
0.9323 |
0.9371 |
PP |
0.9285 |
0.9285 |
0.9285 |
0.9294 |
S1 |
0.9246 |
0.9246 |
0.9303 |
0.9266 |
S2 |
0.9180 |
0.9180 |
0.9294 |
|
S3 |
0.9075 |
0.9141 |
0.9284 |
|
S4 |
0.8970 |
0.9036 |
0.9255 |
|
|
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 |
0.9323 |
0.9160 |
0.0163 |
1.8% |
0.0063 |
0.7% |
94% |
True |
False |
63,061 |
10 |
0.9323 |
0.9104 |
0.0219 |
2.4% |
0.0066 |
0.7% |
95% |
True |
False |
69,475 |
20 |
0.9323 |
0.8866 |
0.0457 |
4.9% |
0.0073 |
0.8% |
98% |
True |
False |
72,534 |
40 |
0.9323 |
0.8829 |
0.0494 |
5.3% |
0.0073 |
0.8% |
98% |
True |
False |
38,361 |
60 |
0.9323 |
0.8586 |
0.0737 |
7.9% |
0.0078 |
0.8% |
99% |
True |
False |
25,679 |
80 |
0.9323 |
0.8586 |
0.0737 |
7.9% |
0.0072 |
0.8% |
99% |
True |
False |
19,282 |
100 |
0.9323 |
0.8586 |
0.0737 |
7.9% |
0.0064 |
0.7% |
99% |
True |
False |
15,426 |
120 |
0.9557 |
0.8586 |
0.0971 |
10.4% |
0.0054 |
0.6% |
75% |
False |
False |
12,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9769 |
2.618 |
0.9598 |
1.618 |
0.9493 |
1.000 |
0.9428 |
0.618 |
0.9388 |
HIGH |
0.9323 |
0.618 |
0.9283 |
0.500 |
0.9271 |
0.382 |
0.9258 |
LOW |
0.9218 |
0.618 |
0.9153 |
1.000 |
0.9113 |
1.618 |
0.9048 |
2.618 |
0.8943 |
4.250 |
0.8772 |
|
|
Fisher Pivots for day following 08-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9299 |
0.9293 |
PP |
0.9285 |
0.9273 |
S1 |
0.9271 |
0.9253 |
|