CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9224 |
0.9314 |
0.0090 |
1.0% |
0.9203 |
| High |
0.9323 |
0.9357 |
0.0034 |
0.4% |
0.9262 |
| Low |
0.9218 |
0.9292 |
0.0074 |
0.8% |
0.9160 |
| Close |
0.9313 |
0.9351 |
0.0038 |
0.4% |
0.9241 |
| Range |
0.0105 |
0.0065 |
-0.0040 |
-38.1% |
0.0102 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
74,630 |
65,306 |
-9,324 |
-12.5% |
326,750 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9528 |
0.9505 |
0.9387 |
|
| R3 |
0.9463 |
0.9440 |
0.9369 |
|
| R2 |
0.9398 |
0.9398 |
0.9363 |
|
| R1 |
0.9375 |
0.9375 |
0.9357 |
0.9387 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9339 |
| S1 |
0.9310 |
0.9310 |
0.9345 |
0.9322 |
| S2 |
0.9268 |
0.9268 |
0.9339 |
|
| S3 |
0.9203 |
0.9245 |
0.9333 |
|
| S4 |
0.9138 |
0.9180 |
0.9315 |
|
|
| 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 |
0.9357 |
0.9160 |
0.0197 |
2.1% |
0.0067 |
0.7% |
97% |
True |
False |
66,032 |
| 10 |
0.9357 |
0.9160 |
0.0197 |
2.1% |
0.0063 |
0.7% |
97% |
True |
False |
66,183 |
| 20 |
0.9357 |
0.8927 |
0.0430 |
4.6% |
0.0073 |
0.8% |
99% |
True |
False |
73,563 |
| 40 |
0.9357 |
0.8829 |
0.0528 |
5.6% |
0.0072 |
0.8% |
99% |
True |
False |
39,989 |
| 60 |
0.9357 |
0.8586 |
0.0771 |
8.2% |
0.0078 |
0.8% |
99% |
True |
False |
26,763 |
| 80 |
0.9357 |
0.8586 |
0.0771 |
8.2% |
0.0072 |
0.8% |
99% |
True |
False |
20,098 |
| 100 |
0.9357 |
0.8586 |
0.0771 |
8.2% |
0.0065 |
0.7% |
99% |
True |
False |
16,079 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.4% |
0.0055 |
0.6% |
79% |
False |
False |
13,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9527 |
|
1.618 |
0.9462 |
|
1.000 |
0.9422 |
|
0.618 |
0.9397 |
|
HIGH |
0.9357 |
|
0.618 |
0.9332 |
|
0.500 |
0.9325 |
|
0.382 |
0.9317 |
|
LOW |
0.9292 |
|
0.618 |
0.9252 |
|
1.000 |
0.9227 |
|
1.618 |
0.9187 |
|
2.618 |
0.9122 |
|
4.250 |
0.9016 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9342 |
0.9328 |
| PP |
0.9333 |
0.9306 |
| S1 |
0.9325 |
0.9283 |
|