CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9353 |
-0.0019 |
-0.2% |
0.9241 |
| High |
0.9386 |
0.9385 |
-0.0001 |
0.0% |
0.9419 |
| Low |
0.9322 |
0.9336 |
0.0014 |
0.2% |
0.9209 |
| Close |
0.9357 |
0.9374 |
0.0017 |
0.2% |
0.9357 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0210 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
62,648 |
49,136 |
-13,512 |
-21.6% |
339,016 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9492 |
0.9401 |
|
| R3 |
0.9463 |
0.9443 |
0.9387 |
|
| R2 |
0.9414 |
0.9414 |
0.9383 |
|
| R1 |
0.9394 |
0.9394 |
0.9378 |
0.9404 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9370 |
| S1 |
0.9345 |
0.9345 |
0.9370 |
0.9355 |
| S2 |
0.9316 |
0.9316 |
0.9365 |
|
| S3 |
0.9267 |
0.9296 |
0.9361 |
|
| S4 |
0.9218 |
0.9247 |
0.9347 |
|
|
| 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 |
0.9218 |
0.0201 |
2.1% |
0.0074 |
0.8% |
78% |
False |
False |
68,102 |
| 10 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0066 |
0.7% |
83% |
False |
False |
64,389 |
| 20 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0070 |
0.7% |
91% |
False |
False |
71,879 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0072 |
0.8% |
92% |
False |
False |
44,968 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0077 |
0.8% |
95% |
False |
False |
30,095 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
95% |
False |
False |
22,605 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0066 |
0.7% |
95% |
False |
False |
18,085 |
| 120 |
0.9557 |
0.8586 |
0.0971 |
10.4% |
0.0056 |
0.6% |
81% |
False |
False |
15,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9593 |
|
2.618 |
0.9513 |
|
1.618 |
0.9464 |
|
1.000 |
0.9434 |
|
0.618 |
0.9415 |
|
HIGH |
0.9385 |
|
0.618 |
0.9366 |
|
0.500 |
0.9361 |
|
0.382 |
0.9355 |
|
LOW |
0.9336 |
|
0.618 |
0.9306 |
|
1.000 |
0.9287 |
|
1.618 |
0.9257 |
|
2.618 |
0.9208 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9370 |
0.9373 |
| PP |
0.9365 |
0.9372 |
| S1 |
0.9361 |
0.9371 |
|