CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9314 |
0.9342 |
0.0028 |
0.3% |
0.9203 |
| High |
0.9357 |
0.9419 |
0.0062 |
0.7% |
0.9262 |
| Low |
0.9292 |
0.9330 |
0.0038 |
0.4% |
0.9160 |
| Close |
0.9351 |
0.9384 |
0.0033 |
0.4% |
0.9241 |
| Range |
0.0065 |
0.0089 |
0.0024 |
36.9% |
0.0102 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.8% |
0.0000 |
| Volume |
65,306 |
88,791 |
23,485 |
36.0% |
326,750 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9645 |
0.9603 |
0.9433 |
|
| R3 |
0.9556 |
0.9514 |
0.9408 |
|
| R2 |
0.9467 |
0.9467 |
0.9400 |
|
| R1 |
0.9425 |
0.9425 |
0.9392 |
0.9446 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9388 |
| S1 |
0.9336 |
0.9336 |
0.9376 |
0.9357 |
| S2 |
0.9289 |
0.9289 |
0.9368 |
|
| S3 |
0.9200 |
0.9247 |
0.9360 |
|
| S4 |
0.9111 |
0.9158 |
0.9335 |
|
|
| 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 |
0.9419 |
0.9182 |
0.0237 |
2.5% |
0.0076 |
0.8% |
85% |
True |
False |
71,543 |
| 10 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0066 |
0.7% |
86% |
True |
False |
66,848 |
| 20 |
0.9419 |
0.8941 |
0.0478 |
5.1% |
0.0071 |
0.8% |
93% |
True |
False |
73,486 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0073 |
0.8% |
94% |
True |
False |
42,193 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0078 |
0.8% |
96% |
True |
False |
28,240 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0072 |
0.8% |
96% |
True |
False |
21,208 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0065 |
0.7% |
96% |
True |
False |
16,967 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.3% |
0.0055 |
0.6% |
82% |
False |
False |
14,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9797 |
|
2.618 |
0.9652 |
|
1.618 |
0.9563 |
|
1.000 |
0.9508 |
|
0.618 |
0.9474 |
|
HIGH |
0.9419 |
|
0.618 |
0.9385 |
|
0.500 |
0.9375 |
|
0.382 |
0.9364 |
|
LOW |
0.9330 |
|
0.618 |
0.9275 |
|
1.000 |
0.9241 |
|
1.618 |
0.9186 |
|
2.618 |
0.9097 |
|
4.250 |
0.8952 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9381 |
0.9362 |
| PP |
0.9378 |
0.9340 |
| S1 |
0.9375 |
0.9319 |
|