CME Australian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9353 |
0.9378 |
0.0025 |
0.3% |
0.9241 |
| High |
0.9385 |
0.9384 |
-0.0001 |
0.0% |
0.9419 |
| Low |
0.9336 |
0.9297 |
-0.0039 |
-0.4% |
0.9209 |
| Close |
0.9374 |
0.9315 |
-0.0059 |
-0.6% |
0.9357 |
| Range |
0.0049 |
0.0087 |
0.0038 |
77.6% |
0.0210 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
49,136 |
68,719 |
19,583 |
39.9% |
339,016 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9541 |
0.9363 |
|
| R3 |
0.9506 |
0.9454 |
0.9339 |
|
| R2 |
0.9419 |
0.9419 |
0.9331 |
|
| R1 |
0.9367 |
0.9367 |
0.9323 |
0.9350 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9323 |
| S1 |
0.9280 |
0.9280 |
0.9307 |
0.9263 |
| S2 |
0.9245 |
0.9245 |
0.9299 |
|
| S3 |
0.9158 |
0.9193 |
0.9291 |
|
| S4 |
0.9071 |
0.9106 |
0.9267 |
|
|
| 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 |
0.9292 |
0.0127 |
1.4% |
0.0071 |
0.8% |
18% |
False |
False |
66,920 |
| 10 |
0.9419 |
0.9160 |
0.0259 |
2.8% |
0.0067 |
0.7% |
60% |
False |
False |
64,990 |
| 20 |
0.9419 |
0.8943 |
0.0476 |
5.1% |
0.0070 |
0.8% |
78% |
False |
False |
71,392 |
| 40 |
0.9419 |
0.8829 |
0.0590 |
6.3% |
0.0072 |
0.8% |
82% |
False |
False |
46,678 |
| 60 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0077 |
0.8% |
88% |
False |
False |
31,235 |
| 80 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0073 |
0.8% |
88% |
False |
False |
23,464 |
| 100 |
0.9419 |
0.8586 |
0.0833 |
8.9% |
0.0067 |
0.7% |
88% |
False |
False |
18,772 |
| 120 |
0.9472 |
0.8586 |
0.0886 |
9.5% |
0.0057 |
0.6% |
82% |
False |
False |
15,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9612 |
|
1.618 |
0.9525 |
|
1.000 |
0.9471 |
|
0.618 |
0.9438 |
|
HIGH |
0.9384 |
|
0.618 |
0.9351 |
|
0.500 |
0.9341 |
|
0.382 |
0.9330 |
|
LOW |
0.9297 |
|
0.618 |
0.9243 |
|
1.000 |
0.9210 |
|
1.618 |
0.9156 |
|
2.618 |
0.9069 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9342 |
| PP |
0.9332 |
0.9333 |
| S1 |
0.9324 |
0.9324 |
|