CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9372 |
0.0030 |
0.3% |
0.9241 |
| High |
0.9419 |
0.9386 |
-0.0033 |
-0.4% |
0.9419 |
| Low |
0.9330 |
0.9322 |
-0.0008 |
-0.1% |
0.9209 |
| Close |
0.9384 |
0.9357 |
-0.0027 |
-0.3% |
0.9357 |
| Range |
0.0089 |
0.0064 |
-0.0025 |
-28.1% |
0.0210 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
88,791 |
62,648 |
-26,143 |
-29.4% |
339,016 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9516 |
0.9392 |
|
| R3 |
0.9483 |
0.9452 |
0.9375 |
|
| R2 |
0.9419 |
0.9419 |
0.9369 |
|
| R1 |
0.9388 |
0.9388 |
0.9363 |
0.9372 |
| PP |
0.9355 |
0.9355 |
0.9355 |
0.9347 |
| S1 |
0.9324 |
0.9324 |
0.9351 |
0.9308 |
| S2 |
0.9291 |
0.9291 |
0.9345 |
|
| S3 |
0.9227 |
0.9260 |
0.9339 |
|
| S4 |
0.9163 |
0.9196 |
0.9322 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9868 |
0.9473 |
|
| R3 |
0.9748 |
0.9658 |
0.9415 |
|
| R2 |
0.9538 |
0.9538 |
0.9396 |
|
| R1 |
0.9448 |
0.9448 |
0.9376 |
0.9493 |
| PP |
0.9328 |
0.9328 |
0.9328 |
0.9351 |
| S1 |
0.9238 |
0.9238 |
0.9338 |
0.9283 |
| S2 |
0.9118 |
0.9118 |
0.9319 |
|
| S3 |
0.8908 |
0.9028 |
0.9299 |
|
| S4 |
0.8698 |
0.8818 |
0.9242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9419 |
0.9209 |
0.0210 |
2.2% |
0.0073 |
0.8% |
70% |
False |
False |
67,803 |
| 10 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0067 |
0.7% |
76% |
False |
False |
66,576 |
| 20 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0072 |
0.8% |
87% |
False |
False |
72,461 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0072 |
0.8% |
89% |
False |
False |
43,754 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0077 |
0.8% |
93% |
False |
False |
29,279 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
93% |
False |
False |
21,991 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0066 |
0.7% |
93% |
False |
False |
17,594 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.4% |
0.0056 |
0.6% |
79% |
False |
False |
14,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9658 |
|
2.618 |
0.9554 |
|
1.618 |
0.9490 |
|
1.000 |
0.9450 |
|
0.618 |
0.9426 |
|
HIGH |
0.9386 |
|
0.618 |
0.9362 |
|
0.500 |
0.9354 |
|
0.382 |
0.9346 |
|
LOW |
0.9322 |
|
0.618 |
0.9282 |
|
1.000 |
0.9258 |
|
1.618 |
0.9218 |
|
2.618 |
0.9154 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9356 |
0.9357 |
| PP |
0.9355 |
0.9356 |
| S1 |
0.9354 |
0.9356 |
|